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subject:"Großbritannien"
subject:"Time series analysis"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"University of Strathclyde / Department of Economics"
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Großbritannien
Time series analysis
Theorie
121
Theory
121
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zeitreihenanalyse
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Estimation
9
Monte Carlo simulation
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9
Schätzung
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USA
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United States
9
Bayes-Statistik
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Markov chain
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Volatility
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Volatilität
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ARCH-Modell
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Estimation theory
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Schätztheorie
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State space model
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Zustandsraummodell
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Cointegration
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Kointegration
5
Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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CAPM
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English
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Koop, Gary
6
Bauwens, Luc
1
Belmonte, Miguel
1
Busch, Thomas
1
Chan, Joshua C. C.
1
Christiansen, Charlotte
1
Gefang, Deborah
1
Korobilis, Dimitris
1
Koulikov, Dmitri
1
Leon-Gonzalez, Roberto
1
Myhre Lildholt, Peter
1
Potter, Simon M.
1
Rahbek, Anders
1
Rombouts, Jeroen V. K.
1
Strachan, Rodney W.
1
Swales, John Kim
1
Søndergaard Rasmussen, Nicki
1
Tolver Jensen, Søren
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Centre for Analytical Finance <Århus>
University of Strathclyde / Department of Economics
National Bureau of Economic Research
118
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
47
Ekonomiska forskningsinstitutet <Stockholm>
44
European University Institute / Department of Economics
32
Birkbeck College / Department of Economics
14
Umeå universitet
11
British Association for the Advancement of Science / Section Economics
10
Forschungsinstitut zur Zukunft der Arbeit
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Edward Elgar Publishing
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London School of Economics and Political Science
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University of Oxford / Institute of Economics and Statistics
9
Centre for Quantitative Economics & Computing
8
Econometrisch Instituut <Rotterdam>
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Centre for Economic Policy Research
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
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7
University of Exeter / Department of Economics
7
Centre for Economic Performance
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Gottfried Wilhelm Leibniz Universität Hannover
6
Institute of Economic Affairs <London>
6
Umeå Universitet / Institutionen för Nationalekonomi
6
University of Reading / Department of Economics
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Christian-Albrechts-Universität zu Kiel
5
European University Institute / Department of Law
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Organisation for Economic Co-operation and Development
5
Australian National University / Faculty of Economics and Commerce
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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4
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University of Cambridge / Department of Applied Economics
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Strathclyde discussion papers in economics
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
6
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ECONIS (ZBW)
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11
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
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12
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
13
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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