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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~subject:"CAPM"
~subject:"Maximum likelihood estimation"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Regressionsanalyse"
~subject:"Yield curve"
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Risiko
CAPM
Maximum likelihood estimation
Maximum-Likelihood-Schätzung
Regressionsanalyse
Yield curve
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Time series analysis
6
Zeitreihenanalyse
6
Estimation theory
5
Markov chain
5
Markov-Kette
5
Schätztheorie
5
Option trading
4
Optionsgeschäft
4
Cointegration
3
Einheitswurzeltest
3
Hedging
3
Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
Probability theory
3
Regression analysis
3
Statistical distribution
3
Statistische Verteilung
3
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Type of publication
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Book / Working Paper
23
Type of publication (narrower categories)
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Arbeitspapier
22
Graue Literatur
22
Non-commercial literature
22
Working Paper
22
Language
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English
23
Author
All
Mikkelsen, Peter
3
Taulbjerg, Jes
3
Di Miscia, Orazio
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Barndorff-Nielsen, Ole E.
1
Bartholdy, Jan
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Daniels, Kenneth N.
1
Kristensen, Dennis
1
Nielsen, Morten Ørregaard
1
Peare, Paula
1
Raahauge, Peter
1
Rahbek, Anders
1
Schmid, Wolfgang
1
Shepard, Neil
1
Shin Jensen, Malene
1
Strunk Hansen, Charlotte
1
Sørensen, Michael
1
Tuypens, Bjorn E.
1
Tzotchev, Dobromir
1
Uchida, Masayuki
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
524
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
37
Ekonomiska forskningsinstitutet <Stockholm>
22
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
13
University of Exeter / Department of Economics
12
Center for Economic Research <Tilburg>
10
Chambre de commerce et d'industrie de Paris
10
Federal Reserve System / Division of Research and Statistics
10
Edward Elgar Publishing
9
Institute of Finance and Accounting <London>
9
Springer Fachmedien Wiesbaden
9
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
8
Federal Reserve System / Board of Governors
8
Rodney L. White Center for Financial Research
8
University of Southampton / Department of Economics
8
Australian National University / Faculty of Economics and Commerce
7
Erasmus Research Institute of Management
7
European University Institute / Department of Economics
7
Massachusetts Institute of Technology / Department of Economics
7
Birkbeck College / Department of Economics
6
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
6
Escola de Pós-Graduação em Economia <Rio de Janeiro>
6
Forschungsinstitut zur Zukunft der Arbeit
6
University of Dundee / Department of Economic Studies
6
Centre for Economic Policy Research
5
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
5
Deutsche Forschungsgemeinschaft
5
Federal Reserve Bank of New York
5
Federal Reserve Bank of San Francisco
5
Georgetown University / Economics Department
5
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
5
International Center for Financial Asset Management and Engineering
5
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
5
Svenska Handelshögskolan <Helsinki>
5
University of Chicago / Center for Research in Security Prices
5
Banque de France / Direction des Etudes Economiques et de la Recherche
4
Centre for Quantitative Economics & Computing
4
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
23
Source
All
ECONIS (ZBW)
23
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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
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
3
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
4
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:
5
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
6
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
Saved in:
7
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:
8
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
Saved in:
9
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
10
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:
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