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institution:"Københavns Universitet / Økonomisk Institut"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"University of Warwick / Department of Economics"
~subject:"Monte-Carlo-Simulation"
~subject:"Stochastischer Prozess"
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Monte-Carlo-Simulation
Stochastischer Prozess
Theorie
195
Theory
195
Option pricing theory
15
Optionspreistheorie
15
Game theory
13
Spieltheorie
13
Monte Carlo simulation
11
Stochastic process
11
Yield curve
11
Zinsstruktur
11
Estimation theory
10
Schätztheorie
10
Estimation
9
Incomplete market
9
Schätzung
9
Time series analysis
9
Unvollkommener Markt
9
Zeitreihenanalyse
9
Core
8
Volatility
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Volatilität
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Cointegration
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Kointegration
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Nash equilibrium
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Statistischer Test
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ARCH model
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ARCH-Modell
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CAPM
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Incomplete information
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Unvollkommene Information
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Allgemeines Gleichgewicht
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Bayes-Statistik
5
Bayesian inference
5
General equilibrium
5
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Arbeitspapier
19
Working Paper
19
Graue Literatur
18
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English
22
Author
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Barndorff-Nielsen, Ole E.
6
Shephard, Neil G.
3
Di Miscia, Orazio
2
Kongsted, Hans Christian
2
Bohn Nielsen, Heino
1
Clements, Michael P.
1
Grasselli, M.R.
1
Hurd, T.R.
1
Levendorskij, Sergej Z.
1
Mikkelsen, Peter
1
Nicolato, Elisa
1
Nielsen, Morten Ørregaard
1
Schenk-Hoppé, Klaus Reiner
1
Schmid, Wolfgang
1
Shepard, Neil
1
Smith, Jeremy
1
Stelzer, Robert
1
Stentoft, Lars
1
Sugita, Katsuhiro
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Sørensen, Michael
1
Tzotchev, Dobromir
1
Uchida, Masayuki
1
Venardos, Emmanouil
1
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Københavns Universitet / Økonomisk Institut
Centre for Analytical Finance <Århus>
University of Warwick / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
48
National Bureau of Economic Research
40
Ekonomiska forskningsinstitutet <Stockholm>
10
Springer Fachmedien Wiesbaden
7
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
6
University of Exeter / Department of Economics
6
Aarhus Universitet / Afdeling for Nationaløkonomi
5
Econometrisch Instituut <Rotterdam>
5
Erasmus Research Institute of Management
5
Judge Institute of Management Studies
4
National Institute of Economic and Social Research
4
University of British Columbia / Finance Division
4
University of Canterbury / Dept. of Economics and Finance
4
Weierstraß-Institut für Angewandte Analysis und Stochastik
4
Australian National University / Faculty of Economics and Commerce
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Institutionen för Skogsekonomi <Ume°a>
3
Instituto Valenciano de Investigaciones Económicas
3
Springer-Verlag GmbH
3
Université de Montréal / Département de sciences économiques
3
Bonn Graduate School of Economics
2
Centre for Economic Policy Research
2
European University Institute / Department of Economics
2
Federal Reserve System / Division of Research and Statistics
2
HWWA-Institut für Wirtschaftsforschung
2
Kansantaloustieteen Laitos <Helsinki>
2
Kassel University Press GmbH
2
London School of Economics and Political Science
2
Queen Mary College / Department of Economics
2
School of Economics and Finance <Brisbane>
2
Shakai-Keizai-Kenkyūsho <Osaka>
2
Social Systems Research Institute
2
USA / Congress / House of Representatives / Committee on Agriculture
2
Universitat Pompeu Fabra / Departament d'Economia i Empresa
2
Universitetet i Oslo / Økonomisk institutt
2
University of Essex / Department of Economics
2
University of Strathclyde / Department of Economics
2
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
17
Discussion papers / Department of Economics, University of Copenhagen
3
Warwick economic research papers
2
Source
All
ECONIS (ZBW)
22
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1
Testing for cointegration rank using Bayes factors
Sugita, Katsuhiro
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001705429
Saved in:
2
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:
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
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:
6
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Saved in:
7
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
8
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:
9
Poverty traps and business cycles in a stochastic overlapping generations economy with S-shaped law of motion
Schenk-Hoppé, Klaus Reiner
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001705850
Saved in:
10
Analyzing I(2) systems by transformed vector autoregressions
Kongsted, Hans Christian
(
contributor
); …
-
2002
Persistent link: https://www.econbiz.de/10001716142
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