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institution:"Københavns Universitet / Økonomisk Institut"
type_genre:"Non-commercial literature"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Massachusetts Institute of Technology / Department of Economics"
~subject:"Cointegration"
~subject:"Estimation"
~subject:"Volatilität"
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Cointegration
Estimation
Volatilität
Theorie
196
Theory
196
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Estimation theory
10
Monte Carlo simulation
10
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10
Schätztheorie
10
Schätzung
10
Incomplete market
9
USA
9
United States
9
Unvollkommener Markt
9
Volatility
9
Game theory
8
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Regressionsanalyse
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Core
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Statistischer Test
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CAPM
6
Financial crisis
6
Finanzkrise
6
Induktive Statistik
6
Kointegration
6
Markov chain
6
Markov-Kette
6
Maximum likelihood estimation
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21
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Non-commercial literature
Arbeitspapier
21
Graue Literatur
21
Working Paper
21
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English
21
Author
All
Kongsted, Hans Christian
2
Tanggaard, Carsten
2
Autor, David H.
1
Barndorff-Nielsen, Ole E.
1
Bohn Nielsen, Heino
1
Brunetti, Celso
1
Busch, Thomas
1
Chernozhukov, Victor
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Engsted, Tom
1
Evstigneev, Igor V.
1
Gabaix, Xavier
1
Gopikrishnan, Parameswaran
1
Hansen, Peter Reinhard
1
Johansen, Søren
1
Jusélius, Katarina
1
Lunde, Asger
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Plerou, Vasiliki
1
Schenk-Hoppé, Klaus Reiner
1
Shephard, Neil G.
1
Stanley, H. Eugene
1
Strunk Hansen, Charlotte
1
Sørensen, Helle
1
Taulbjerg, Jes
1
Umantsev, Len
1
Venardos, Emmanouil
1
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Københavns Universitet / Økonomisk Institut
Centre for Analytical Finance <Århus>
Massachusetts Institute of Technology / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
54
Ekonomiska forskningsinstitutet <Stockholm>
44
Forschungsinstitut zur Zukunft der Arbeit
32
European University Institute / Department of Economics
23
Birkbeck College / Department of Economics
20
Internationaler Währungsfonds / Research Department
20
Institut für Weltwirtschaft
12
Institut für Höhere Studien
9
Centre for Economic Performance
8
National Bureau of Economic Research
8
Rodney L. White Center for Financial Research
8
Umeå universitet
8
Centre for Economic Policy Research
7
Christian-Albrechts-Universität zu Kiel
7
Federal Reserve System / Division of Research and Statistics
7
Friedrich-Schiller-Universität Jena
7
Svenska Handelshögskolan <Helsinki>
7
The Wharton Financial Institutions Center
7
Trinity College Dublin / Department of Economics
7
University of Oxford / Institute of Economics and Statistics
7
Universität Mannheim
7
Aarhus Universitet / Afdeling for Nationaløkonomi
6
Center for Economic Research <Tilburg>
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
6
Goethe-Universität Frankfurt am Main
6
Institute of Finance and Accounting <London>
6
Leibniz-Institut für Wirtschaftsforschung Halle
6
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
6
Umeå Universitet / Institutionen för Nationalekonomi
6
University of Exeter / Department of Economics
6
University of Reading / Department of Economics
6
Australian National University / Faculty of Economics and Commerce
5
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
5
European University Institute / Department of Law
5
Federal Reserve Bank of San Francisco
5
University of Dundee / Department of Economic Studies
5
Banque de France / Direction des Etudes Economiques et de la Recherche
4
Brown University / Department of Economics
4
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
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
14
Discussion papers / Department of Economics, University of Copenhagen
4
Massachusetts Institute of Technology Department of Economics working paper series : working paper
3
Source
All
ECONIS (ZBW)
21
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1
A theory of large fluctuations in stock market activity
Gabaix, Xavier
;
Gopikrishnan, Parameswaran
;
Plerou, Vasiliki
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002116206
Saved in:
2
Why do temporary help firms provide free general skills training?
Autor, David H.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001565081
Saved in:
3
Conditional value-at-risk : aspects of modeling and estimation
Chernozhukov, Victor
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001602000
Saved in:
4
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
5
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
6
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:
7
Volatility-induced growth in financial markets
Evstigneev, Igor V.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10001805137
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
Optimal residual based tests for fractional cointegration and exchange rate dynamics
Nielsen, Morten Ørregaard
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702310
Saved in:
10
Analyzing I(2) systems by transformed vector autoregressions
Kongsted, Hans Christian
(
contributor
); …
-
2002
Persistent link: https://www.econbiz.de/10001716142
Saved in:
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