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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"University of New England / Department of Econometrics"
~subject:"Cointegration"
~subject:"Monte Carlo simulation"
~subject:"Statistischer Test"
~type_genre:"Non-commercial literature"
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Risiko
Cointegration
Monte Carlo simulation
Statistischer Test
Theorie
92
Theory
92
Estimation theory
23
Schätztheorie
23
Option pricing theory
13
Optionspreistheorie
13
Yield curve
11
Zinsstruktur
11
Estimation
10
Schätzung
10
Time series analysis
8
Zeitreihenanalyse
8
Monte-Carlo-Simulation
7
Statistical test
7
Stochastic process
7
Stochastischer Prozess
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
CAPM
4
Kointegration
4
Option trading
4
Optionsgeschäft
4
Production function
4
Produktionsfunktion
4
Regression analysis
4
Regressionsanalyse
4
Risk
4
Australia
3
Australien
3
Bayes-Statistik
3
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Book / Working Paper
21
Type of publication (narrower categories)
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Non-commercial literature
Arbeitspapier
21
Graue Literatur
21
Working Paper
21
Language
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English
21
Author
All
Hansen, Peter Reinhard
2
Lunde, Asger
2
Nielsen, Morten Ørregaard
2
Rambaldi, Alicia N.
2
Schmidli, Hanspeter
2
Taulbjerg, Jes
2
Barndorff-Nielsen, Ole E.
1
Di Miscia, Orazio
1
Doran, Howard E.
1
Engsted, Tom
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Mikkelsen, Peter
1
O'Donnell, Christopher John
1
Schmid, Wolfgang
1
Shephard, Neil G.
1
Simmons, Phillip Ray
1
Stentoft, Lars
1
Søndergaard Rasmussen, Nicki
1
Tzotchev, Dobromir
1
Ørregaard Nielsen, Morten
1
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Institution
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Centre for Analytical Finance <Århus>
University of New England / Department of Econometrics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
52
European University Institute / Department of Economics
17
Ekonomiska forskningsinstitutet <Stockholm>
15
Center for Economic Research <Tilburg>
9
Aarhus Universitet / Afdeling for Nationaløkonomi
8
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
8
University of Southampton / Department of Economics
8
Brown University / Department of Economics
7
University of Exeter / Department of Economics
7
Columbia University / Department of Economics
6
National Bureau of Economic Research
6
Australian National University / Faculty of Economics and Commerce
5
European University Institute / Department of Law
5
Georgetown University / Economics Department
5
National Institute of Economic and Social Research
5
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
5
University of Canterbury / Dept. of Economics and Finance
5
Chambre de commerce et d'industrie de Paris
4
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
4
Econometrisch Instituut <Rotterdam>
4
Forschungsinstitut zur Zukunft der Arbeit
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Institute of Finance and Accounting <London>
4
Johns Hopkins University / Department of Economics
4
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
4
Svenska Handelshögskolan <Helsinki>
4
Umeå universitet
4
University of California Davis / Department of Economics
4
University of Cambridge / Department of Applied Economics
4
Université de Montréal / Département de sciences économiques
4
Birkbeck College / Department of Economics
3
Centre for Economic Policy Research
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Federal Reserve Bank of New York
3
Foerder Institute for Economic Research <Tēl-Āvîv>
3
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
3
Københavns Universitet / Økonomisk Institut
3
Leibniz-Institut für Wirtschaftsforschung Halle
3
Nationalekonomiska Institutionen <Lund>
3
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
18
Working papers in econometrics and applied statistics
3
Source
All
ECONIS (ZBW)
21
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1
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
2
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
Saved in:
3
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
4
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
5
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
Saved in:
6
Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of volatility models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
Saved in:
7
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
Saved in:
8
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
9
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
Saved in:
10
Misspecification versus bubbles in hyperinflation data : comment
Engsted, Tom
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660135
Saved in:
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