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subject:"Germany"
subject:"Prinzipal-Agent-Theorie"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Forecasting model"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
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Germany
Prinzipal-Agent-Theorie
Forecasting model
Volatilität
Zeitreihenanalyse
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
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Volatility
7
ARCH model
6
ARCH-Modell
6
Time series analysis
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
13
Type of publication (narrower categories)
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Arbeitspapier
13
Graue Literatur
13
Non-commercial literature
13
Working Paper
13
Language
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English
13
Author
All
Myhre Lildholt, Peter
2
Strunk Hansen, Charlotte
2
Barndorff-Nielsen, Ole E.
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Hansen, Peter Reinhard
1
Koulikov, Dmitri
1
Lunde, Asger
1
Nicolato, Elisa
1
Rahbek, Anders
1
Shephard, Neil G.
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Tolver Jensen, Søren
1
Tuypens, Bjorn E.
1
Venardos, Emmanouil
1
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Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
406
Springer Fachmedien Wiesbaden
96
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
66
Ekonomiska forskningsinstitutet <Stockholm>
58
European University Institute / Department of Economics
44
De Gruyter Oldenbourg
30
Institut für Weltwirtschaft
29
Deutschland / Bundeswehr / Universität Hamburg
21
Friedrich-Schiller-Universität Jena
21
Forschungsinstitut zur Zukunft der Arbeit
20
Verlag Franz Vahlen
16
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
15
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
15
Birkbeck College / Department of Economics
14
Deutschland / Statistisches Bundesamt
14
Verlag Dr. Kovač
14
Christian-Albrechts-Universität zu Kiel
13
Fördergesellschaft Marketing an der Universität Augsburg
13
Institut für Arbeitsmarkt- und Berufsforschung
13
Bonn Graduate School of Economics
12
Center for the Study of Law and Economics <Saarbrücken>
12
European University Institute / Department of Law
12
Metropolis-Verlag für Ökonomie Gesellschaft und Politik GmbH
12
Nomos Verlagsgesellschaft
12
Springer-Verlag GmbH
12
Econometrisch Instituut <Rotterdam>
11
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
11
Internationaler Währungsfonds / Research Department
11
Rutgers University / Department of Economics
11
Umeå universitet
11
University of Exeter / Department of Economics
11
Australian National University / Faculty of Economics and Commerce
10
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
10
Gottfried Wilhelm Leibniz Universität Hannover
10
Helmut-Schmidt-Universität
10
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
10
Shaker Verlag
10
Zentrum für Europäische Wirtschaftsforschung
10
Bertelsmann Stiftung
9
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
13
Source
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ECONIS (ZBW)
13
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1
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
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
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:
4
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:
5
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:
6
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
Saved in:
7
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
Saved in:
8
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:
9
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
10
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
Saved in:
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