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subject:"Innovation"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"State space model"
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Innovation
State space model
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
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Schätzung
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Statistischer Test
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Volatility
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Volatilität
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Time series analysis
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Estimation theory
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Markov chain
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Markov-Kette
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Schätztheorie
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CAPM
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Option trading
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Optionsgeschäft
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Cointegration
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Einheitswurzeltest
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Hedging
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Kleinste-Quadrate-Methode
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Kointegration
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Least squares method
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Probability theory
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English
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Barndorff-Nielsen, Ole E.
1
Mikkelsen, Peter
1
Shephard, Neil G.
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
98
Edward Elgar Publishing
24
IGI Global
11
Universität Augsburg / Institut für Volkswirtschaftslehre
9
Melbourne Business School
8
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Friedrich-Schiller-Universität Jena
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World Bank
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National Science Foundation
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Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
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University of Strathclyde / Department of Economics
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Center for Economic Analysis <Boulder, Colo.>
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Deutsches Institut für Wirtschaftsforschung
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Ekonomiska forskningsinstitutet <Stockholm>
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European University Institute / Department of Economics
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Gellman Research Associates
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OECD
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Springer Fachmedien Wiesbaden
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Center for Economic Research <Tilburg>
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Erasmus Research Institute of Management
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Institut for Erhvervsstudier <Ålborg>
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Johns Hopkins University / Department of Economics
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Robert Schuman Centre for Advanced Studies
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Springer International Publishing
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Universität Dortmund / Wirtschafts- und Sozialwissenschaftliche Fakultät
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Universität Mannheim / Institut für Volkswirtschaft und Statistik
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Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
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Österreichisches Institut für Wirtschaftsforschung
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Associazione di Storia e Studi sull'Impresa
2
Bonn Graduate School of Economics
2
Centre for Economic Policy Research
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Deutschland / Bundeswehr / Universität Hamburg
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Europäisches Institut für Internationale Wirtschaftsbeziehungen
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Hanns-Martin-Schleyer-Stiftung
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Institut Arbeit und Technik
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Institut für Angewandte Innovationsforschung e.V. an der Ruhr-Universität Bochum
2
Institutet för Internationell Ekonomi <Stockholm>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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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
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2
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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