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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Optionspreistheorie"
~subject:"Statistical test"
~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
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Risiko
Maximum-Likelihood-Schätzung
Optionspreistheorie
Statistical test
Zeitreihenanalyse
Theorie
66
Theory
66
Option pricing theory
13
Yield curve
11
Zinsstruktur
11
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistischer Test
7
Stochastic process
7
Stochastischer Prozess
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Time series analysis
6
Estimation theory
5
Markov chain
5
Markov-Kette
5
Schätztheorie
5
CAPM
4
Maximum likelihood estimation
4
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
Regressionsanalyse
3
Unit root test
3
Wahrscheinlichkeitsrechnung
3
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Type of publication
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Book / Working Paper
29
Type of publication (narrower categories)
All
Arbeitspapier
Graue Literatur
29
Non-commercial literature
29
Working Paper
29
Language
All
English
29
Author
All
Taulbjerg, Jes
3
Hansen, Peter Reinhard
2
Lunde, Asger
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Strunk Hansen, Charlotte
2
Sørensen, Helle
2
Barndorff-Nielsen, Ole E.
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Christensen, Claus Vorm
1
Christiansen, Charlotte
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
Mikkelsen, Peter
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Peskir, Goran
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Shephard, Neil G.
1
Stegenborg Larsen, Kristian
1
Stentoft, Lars
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Tolver Jensen, Søren
1
Venardos, Emmanouil
1
Ørregaard Nielsen, Morten
1
Širjaev, Alʹbert N.
1
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Institution
All
Centre for Analytical Finance <Århus>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
72
Ekonomiska forskningsinstitutet <Stockholm>
40
European University Institute / Department of Economics
33
Center for Economic Research <Tilburg>
14
Econometrisch Instituut <Rotterdam>
11
University of Southampton / Department of Economics
11
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
10
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
10
Svenska Handelshögskolan <Helsinki>
10
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
10
Umeå universitet
10
Australian National University / Faculty of Economics and Commerce
9
University of Exeter / Department of Economics
9
Chambre de commerce et d'industrie de Paris
8
University of Cambridge / Department of Applied Economics
8
Aarhus Universitet / Afdeling for Nationaløkonomi
7
Birkbeck College / Department of Economics
7
European University Institute / Department of Law
7
Forschungsinstitut zur Zukunft der Arbeit
7
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
7
National Bureau of Economic Research
7
Université de Montréal / Département de sciences économiques
7
Columbia University / Department of Economics
6
Escola de Pós-Graduação em Economia <Rio de Janeiro>
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Bonn Graduate School of Economics
5
Brown University / Department of Economics
5
Centre for Economic Policy Research
5
Federal Reserve System / Board of Governors
5
Georgetown University / Economics Department
5
Institute of Finance and Accounting <London>
5
London School of Economics and Political Science
5
Shakai-Keizai-Kenkyūsho <Osaka>
5
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
5
Trinity College Dublin / Department of Economics
5
University of California Davis / Department of Economics
5
University of New England / Department of Econometrics
5
University of Strathclyde / Department of Economics
5
Centre of Financial Studies
4
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
29
Source
All
ECONIS (ZBW)
29
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1
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
2
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
3
Exotic options : proofs without formulas
Poulsen, R.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922259
Saved in:
4
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
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
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:
7
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
Saved in:
8
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:
9
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702284
Saved in:
10
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
Saved in:
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