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subject:"Schätztheorie"
subject:"Zeitreihenanalyse"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Stochastischer Prozess"
~subject:"Yield curve"
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Subject
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Schätztheorie
Zeitreihenanalyse
Stochastischer Prozess
Yield curve
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Zinsstruktur
11
Stochastic process
10
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Volatility
7
Volatilität
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
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
All
Book / Working Paper
30
Type of publication (narrower categories)
All
Arbeitspapier
27
Graue Literatur
27
Non-commercial literature
27
Working Paper
27
Language
All
English
30
Author
All
Barndorff-Nielsen, Ole E.
6
Mikkelsen, Peter
3
Shephard, Neil G.
3
Taulbjerg, Jes
3
Christiansen, Charlotte
2
Di Miscia, Orazio
2
Sørensen, Helle
2
Sørensen, Michael
2
Busch, Thomas
1
Daniels, Kenneth N.
1
Koulikov, Dmitri
1
Levendorskij, Sergej Z.
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Nielsen, Jens Perch
1
Rahbek, Anders
1
Schmid, Wolfgang
1
Shepard, Neil
1
Shin Jensen, Malene
1
Stegenborg Larsen, Kristian
1
Stelzer, Robert
1
Søndergaard Rasmussen, Nicki
1
Tanggaard, Carsten
1
Tolver Jensen, Søren
1
Tzotchev, Dobromir
1
Uchida, Masayuki
1
Venardos, Emmanouil
1
Ørregaard Nielsen, Morten
1
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Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
202
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
103
Ekonomiska forskningsinstitutet <Stockholm>
61
European University Institute / Department of Economics
42
Umeå universitet
23
Center for Economic Research <Tilburg>
19
University of Exeter / Department of Economics
19
University of New England / Department of Econometrics
18
Springer Fachmedien Wiesbaden
14
Econometrisch Instituut <Rotterdam>
12
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
12
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
12
Universität Basel / Institut für Statistik und Ökonometrie
12
Aarhus Universitet / Afdeling for Nationaløkonomi
10
Forschungsinstitut zur Zukunft der Arbeit
10
Australian National University / Faculty of Economics and Commerce
9
Birkbeck College / Department of Economics
9
Federal Reserve System / Division of Research and Statistics
9
Rodney L. White Center for Financial Research
9
Umeå Universitet / Institutionen för Nationalekonomi
9
Erasmus Research Institute of Management
8
Banque de France / Direction des Etudes Economiques et de la Recherche
7
Centre for Quantitative Economics & Computing
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Deutsche Forschungsgemeinschaft
7
Institut für Höhere Studien
7
Institut für Weltwirtschaft
7
Rutgers University / Department of Economics
7
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
7
Universitetet i Oslo / Økonomisk institutt
7
University of Cambridge / Department of Applied Economics
7
European University Institute / Department of Law
6
Gottfried Wilhelm Leibniz Universität Hannover
6
London School of Economics and Political Science
6
Shakai-Keizai-Kenkyūsho <Osaka>
6
University of Strathclyde / Department of Economics
6
Centre for Microdata Methods and Practice <London>
5
Chambre de commerce et d'industrie de Paris
5
Christian-Albrechts-Universität zu Kiel
5
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
30
Source
All
ECONIS (ZBW)
30
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1
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:
2
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:
3
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:
4
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
Saved in:
5
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
6
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:
7
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
8
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:
9
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
Saved in:
10
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:
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