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subject:"Business cycle"
subject:"Wirtschaftswachstum"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Estimation"
~subject:"Markov chain"
~type_genre:"Bibliografie"
~type_genre:"Graue Literatur"
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Subject
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Business cycle
Wirtschaftswachstum
Estimation
Markov chain
Theorie
66
Theory
66
Option pricing theory
13
Optionspreistheorie
13
Yield curve
11
Zinsstruktur
11
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Stochastic process
7
Stochastischer Prozess
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Time series analysis
6
Zeitreihenanalyse
6
Estimation theory
5
Markov-Kette
5
Schätztheorie
5
CAPM
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
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
12
Type of publication (narrower categories)
All
Bibliografie
Graue Literatur
Arbeitspapier
12
Non-commercial literature
12
Working Paper
12
Language
All
English
12
Author
All
Christiansen, Charlotte
2
Tanggaard, Carsten
2
Brunetti, Celso
1
Busch, Thomas
1
Di Miscia, Orazio
1
Hansen, Niels Richard
1
Kessler, Mathieu
1
Mikkelsen, Peter
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Sørensen, Michael
1
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Institution
All
Centre for Analytical Finance <Århus>
Ekonomiska forskningsinstitutet <Stockholm>
45
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
42
Forschungsinstitut zur Zukunft der Arbeit
37
Internationaler Währungsfonds / Research Department
24
National Bureau of Economic Research
22
Birkbeck College / Department of Economics
16
European University Institute / Department of Economics
16
Institut für Weltwirtschaft
13
Center for Economic Research <Tilburg>
10
Centre for Economic Policy Research
10
Federal Reserve Bank of St. Louis
10
Institut für Höhere Studien
9
Umeå universitet
9
Centre for Economic Performance
8
Centre for Growth and Business Cycle Research <Manchester>
8
Christian-Albrechts-Universität zu Kiel
8
Friedrich-Schiller-Universität Jena
8
Trinity College Dublin / Department of Economics
8
Massachusetts Institute of Technology / Department of Economics
7
University of Oxford / Institute of Economics and Statistics
7
University of Strathclyde / Department of Economics
7
Universität Mannheim
7
European University Institute / Department of Law
6
Federal Reserve Bank of Cleveland
6
Federal Reserve System / Board of Governors
6
Instituto Valenciano de Investigaciones Económicas
6
Leibniz-Institut für Wirtschaftsforschung Halle
6
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
6
Social Systems Research Institute
6
University of Dundee / Department of Economic Studies
6
University of Reading / Department of Economics
6
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
6
Aarhus Universitet / Afdeling for Nationaløkonomi
5
Australian National University / Faculty of Economics and Commerce
5
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
Federal Reserve Bank of Chicago
5
Federal Reserve Bank of San Francisco
5
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
12
Source
All
ECONIS (ZBW)
12
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1
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
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
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:
4
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
5
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:
6
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
Saved in:
7
Return-based and range-based (co)viariance estimation : with an application to foreign exchange markets
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
Saved in:
8
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
9
On time-reversibility and estimating functions for Markov processes
Kessler, Mathieu
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690055
Saved in:
10
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
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