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subject:"Stochastischer Prozess"
subject:"Volatility"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Exchange rate"
~subject:"Forecasting model"
~type_genre:"Arbeitspapier"
~type_genre:"Übersichtsarbeit"
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Stochastischer Prozess
Volatility
Exchange rate
Forecasting model
Estimation
9
Schätzung
9
Theorie
7
Theory
7
ARCH model
2
ARCH-Modell
2
Preistheorie
2
Price theory
2
Securities trading
2
Time series analysis
2
USA
2
United States
2
Volatilität
2
Wertpapierhandel
2
Zeitreihenanalyse
2
1871-2000
1
1919-1999
1
Adverse Selektion
1
Adverse selection
1
Bid-ask spread
1
Bubbles
1
CAPM
1
Cointegration
1
Core
1
Correlation
1
Currency option
1
Devisenoption
1
Einheitswurzeltest
1
Forecast
1
Geld-Brief-Spanne
1
Großbritannien
1
Heteroscedasticity
1
Heteroskedastizität
1
Interest rate
1
Kointegration
1
Korrelation
1
Martingal
1
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Book / Working Paper
4
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Arbeitspapier
Übersichtsarbeit
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
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English
4
Author
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Brunetti, Celso
1
Busch, Thomas
1
Christiansen, Charlotte
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Institution
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Centre for Analytical Finance <Århus>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
24
Institut für Weltwirtschaft
14
Federal Reserve Bank of St. Louis
6
University of Canterbury / Dept. of Economics and Finance
6
Federal Reserve System / Division of Research and Statistics
5
Ekonomiska forskningsinstitutet <Stockholm>
4
Federal Reserve Bank of Cleveland
4
National Bureau of Economic Research
4
Queen Mary College / Department of Economics
4
Türkiye Cumhuriyet Merkez Bankası
4
University of Strathclyde / Department of Economics
4
Chambre de commerce et d'industrie de Paris
3
Federal Reserve Bank of New York
3
Forschungsinstitut zur Zukunft der Arbeit
3
Institute of European Finance <Bangor, Gwynedd>
3
Internationaler Währungsfonds / Research Department
3
Kansantaloustieteen Laitos <Tampere>
3
National Institute of Economic and Social Research
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
3
Australian National University / Faculty of Economics and Commerce
2
Birkbeck College / Department of Economics
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Erasmus Research Institute of Management
2
Federal Reserve System / Board of Governors
2
Innocenzo Gasparini Institute for Economic Research <Mailand>
2
International Monetary Fund
2
Rodney L. White Center for Financial Research
2
School of Economics, Mathematics and Statistics <London>
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
University of British Columbia / Finance Division
2
University of Exeter / Department of Economics
2
Australian National University / Centre for Economic Policy Research
1
Bonn Graduate School of Economics
1
Boston College / Department of Economics
1
Business Information Centre <Toronto>
1
Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
1
Center for Economic Research <Tilburg>
1
Centre for Economic Policy Research
1
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
4
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ECONIS (ZBW)
4
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1
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
2
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:
3
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:
4
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
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