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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~source:"econis"
~subject:"CAPM"
~subject:"Probability theory"
~subject:"Volatilität"
~type_genre:"Graue Literatur"
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Risiko
CAPM
Probability theory
Volatilität
Theorie
66
Theory
66
Option pricing theory
13
Optionspreistheorie
13
Yield curve
11
Zinsstruktur
11
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Stochastic process
7
Stochastischer Prozess
7
Volatility
7
ARCH model
6
ARCH-Modell
6
Time series analysis
6
Zeitreihenanalyse
6
Estimation theory
5
Markov chain
5
Markov-Kette
5
Schätztheorie
5
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Option trading
4
Optionsgeschäft
4
Cointegration
3
Einheitswurzeltest
3
Hedging
3
Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
Regression analysis
3
Regressionsanalyse
3
Unit root test
3
Wahrscheinlichkeitsrechnung
3
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Type of publication
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Book / Working Paper
14
Type of publication (narrower categories)
All
Graue Literatur
Arbeitspapier
14
Non-commercial literature
14
Working Paper
14
Language
All
English
14
Author
All
Christensen, Bent Jesper
2
Schmidli, Hanspeter
2
Barndorff-Nielsen, Ole E.
1
Bartholdy, Jan
1
Christiansen, Charlotte
1
Hansen, Peter Reinhard
1
Lunde, Asger
1
Mikkelsen, Peter
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Peare, Paula
1
Raahauge, Peter
1
Shephard, Neil G.
1
Stegenborg Larsen, Kristian
1
Strunk Hansen, Charlotte
1
Sørensen, Helle
1
Sørensen, Michael
1
Venardos, Emmanouil
1
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Institution
All
Centre for Analytical Finance <Århus>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
19
Ekonomiska forskningsinstitutet <Stockholm>
16
National Bureau of Economic Research
14
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
14
European University Institute / Department of Economics
11
Institute of Finance and Accounting <London>
11
Rodney L. White Center for Financial Research
11
Svenska Handelshögskolan <Helsinki>
10
Birkbeck College / Department of Economics
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
7
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
7
Australian National University / Faculty of Economics and Commerce
6
Center for Economic Research <Tilburg>
6
Chambre de commerce et d'industrie de Paris
6
Umeå universitet
6
Federal Reserve System / Division of Research and Statistics
5
Forschungsinstitut zur Zukunft der Arbeit
5
Georgetown University / Economics Department
5
The Wharton Financial Institutions Center
5
University of Chicago / Center for Research in Security Prices
5
University of Southampton / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Federal Reserve Bank of New York
4
Institut for Finansiering <Frederiksberg>
4
Internationaler Währungsfonds / Research Department
4
Johns Hopkins University / Department of Economics
4
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
4
Robert Schuman Centre for Advanced Studies
4
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
4
Stanford Institute for Economic Policy Research
4
University of British Columbia / Finance Division
4
University of Exeter / Department of Economics
4
Universität Dortmund / Wirtschafts- und Sozialwissenschaftliche Fakultät
4
Université de Montréal / Département de sciences économiques
4
Bank für Internationalen Zahlungsausgleich
3
Bonn Graduate School of Economics
3
Boston College / Department of Economics
3
Brown University / Department of Economics
3
Centre for Economic Policy Research
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
14
Source
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ECONIS (ZBW)
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1
Estimation of expected return : CAPM vs Fama and French
Bartholdy, Jan
(
contributor
);
Peare, Paula
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069191
Saved in:
2
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
3
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
Saved in:
4
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:
5
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
Saved in:
6
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
Saved in:
7
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
8
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the large claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724275
Saved in:
9
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the small claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724276
Saved in:
10
Option pricing in stochastic volatility models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
Saved in:
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