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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~subject:"Monte Carlo simulation"
~subject:"Statistischer Test"
~subject:"Time series analysis"
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Subject
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Risiko
Monte Carlo simulation
Statistischer Test
Time series analysis
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Estimation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Zeitreihenanalyse
6
Estimation theory
5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Schätztheorie
5
CAPM
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
Statistical distribution
3
Statistische Verteilung
3
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Type of publication
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Book / Working Paper
22
Type of publication (narrower categories)
All
Arbeitspapier
22
Graue Literatur
22
Non-commercial literature
22
Working Paper
22
Language
All
English
22
Author
All
Hansen, Peter Reinhard
2
Lunde, Asger
2
Schmidli, Hanspeter
2
Søndergaard Rasmussen, Nicki
2
Taulbjerg, Jes
2
Barndorff-Nielsen, Ole E.
1
Busch, Thomas
1
Christiansen, Charlotte
1
Di Miscia, Orazio
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Koulikov, Dmitri
1
Mikkelsen, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Morten Ørregaard
1
Rahbek, Anders
1
Schmid, Wolfgang
1
Shephard, Neil G.
1
Stentoft, Lars
1
Tolver Jensen, Søren
1
Tzotchev, Dobromir
1
Ørregaard Nielsen, Morten
1
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Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
284
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
71
Ekonomiska forskningsinstitutet <Stockholm>
57
European University Institute / Department of Economics
38
Umeå universitet
16
OECD
15
Econometrisch Instituut <Rotterdam>
11
Organisation for Economic Co-operation and Development
11
University of Exeter / Department of Economics
11
Center for Economic Research <Tilburg>
10
Edward Elgar Publishing
10
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
9
University of Southampton / Department of Economics
9
Aarhus Universitet / Afdeling for Nationaløkonomi
8
Australian National University / Faculty of Economics and Commerce
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Centre for Quantitative Economics & Computing
7
European University Institute / Department of Law
7
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
7
Umeå Universitet / Institutionen för Nationalekonomi
7
University of Cambridge / Department of Applied Economics
7
University of Strathclyde / Department of Economics
7
Université de Montréal / Département de sciences économiques
7
Birkbeck College / Department of Economics
6
Chambre de commerce et d'industrie de Paris
6
Columbia University / Department of Economics
6
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
6
Escola de Pós-Graduação em Economia <Rio de Janeiro>
6
Federal Reserve System / Board of Governors
6
Forschungsinstitut zur Zukunft der Arbeit
6
Gottfried Wilhelm Leibniz Universität Hannover
6
London School of Economics and Political Science
6
University of Dundee / Department of Economic Studies
6
Brown University / Department of Economics
5
Christian-Albrechts-Universität zu Kiel
5
Institute of Finance and Accounting <London>
5
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
5
Springer Fachmedien Wiesbaden
5
Trinity College Dublin / Department of Economics
5
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
22
Source
All
ECONIS (ZBW)
22
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1
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:
2
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
6
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:
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
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
Saved in:
9
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:
10
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
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