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subject:"Theory"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Conference on Research in Income and Wealth"
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Theory
Theorie
87
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
USA
9
Estimation
8
Schätzung
8
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Statistical test
7
Statistischer Test
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Time series analysis
6
United States
6
Zeitreihenanalyse
6
Estimation theory
5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Measurement
5
Messung
5
Schätztheorie
5
Statistical method
5
Statistische Methode
5
Vereinigte Staaten
5
Welt
5
World
5
CAPM
4
Option trading
4
Optionsgeschäft
4
Volkswirtschaftliche Gesamtrechnung
4
Ökonometrisches Modell
4
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Type of publication
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Book / Working Paper
87
Type of publication (narrower categories)
All
Arbeitspapier
66
Graue Literatur
66
Non-commercial literature
66
Working Paper
66
Konferenzschrift
16
Collection of articles of several authors
8
Conference proceedings
8
Sammelwerk
8
Aufsatzsammlung
3
Bibliografie enthalten
1
Bibliography included
1
Festschrift
1
Glossar enthalten
1
Glossary included
1
Systematic review
1
Übersichtsarbeit
1
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Language
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English
87
Author
All
Barndorff-Nielsen, Ole E.
8
Sørensen, Michael
4
Tanggaard, Carsten
4
Christensen, Bent Jesper
3
Di Miscia, Orazio
3
Lunde, Asger
3
Mikkelsen, Peter
3
Shepard, Neil
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Berndt, Ernst R.
2
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Hansen, Peter Reinhard
2
Hulten, Charles R.
2
Lipsey, Robert E.
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Raahauge, Peter
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Ørregaard Nielsen, Morten
2
Baldwin, Robert E.
1
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bresnahan, Timothy F.
1
Brown, Murray
1
Brunetti, Celso
1
Busch, Thomas
1
Cutler, David M.
1
Daniels, Kenneth N.
1
Dean, Edwin
1
Fabricant, Solomon
1
Foss, Murray F.
1
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Institution
All
Centre for Analytical Finance <Århus>
Conference on Research in Income and Wealth
National Bureau of Economic Research
7,035
Edward Elgar Publishing
400
Ekonomiska forskningsinstitutet <Stockholm>
282
Center for Economic Research <Tilburg>
278
OECD
259
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
256
Springer Fachmedien Wiesbaden
250
European University Institute / Department of Economics
247
IGI Global
211
Forschungsinstitut zur Zukunft der Arbeit
165
World Bank
156
Institut für Weltwirtschaft
137
Internationaler Währungsfonds / Research Department
136
International Monetary Fund
135
Centre for Economic Policy Research
134
Umeå universitet
127
Foerder Institute for Economic Research <Tēl-Āvîv>
126
Universitat Pompeu Fabra / Departament d'Economia i Empresa
107
University of Exeter / Department of Economics
105
Social Systems Research Institute
102
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
102
Springer-Verlag GmbH
91
Australian National University / Faculty of Economics and Commerce
84
Deutsche Forschungsgemeinschaft
79
Universitetet i Oslo / Økonomisk institutt
79
Massachusetts Institute of Technology / Department of Economics
78
Columbia University / Department of Economics
75
Federal Reserve System / Board of Governors
75
Robert Schuman Centre for Advanced Studies
75
De Gruyter Oldenbourg
73
European University Institute / Department of Law
73
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
73
University of Warwick / Department of Economics
73
Instituto Valenciano de Investigaciones Económicas
71
Erasmus Research Institute of Management
70
Deutschland / Bundeswehr / Universität Hamburg
69
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
69
Johns Hopkins University / Department of Economics
68
INSEAD
67
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
70
Studies in income and wealth
17
Source
All
ECONIS (ZBW)
87
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1
Hard-to-measure goods and services : essays in honor of Zvi Griliches
Berndt, Ernst R.
(
contributor
);
Griliches, Zvi
(
honouree
); …
-
2007
Persistent link: https://www.econbiz.de/10003399106
Saved in:
2
A new architecture for the US national accounts : [Conference on a New Architecture for the US National Accounts ; held April 16 - 17, 2004 in Washington, DC]
Jorgenson, Dale Weldeau
(
ed.
); …
-
2006
Persistent link: https://www.econbiz.de/10003078063
Saved in:
3
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:
4
Estimation of expected return : CAPM vs Fama and French
Bartholdy, Jan
(
contributor
);
Peare, Paula
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069191
Saved in:
5
Exotic options : proofs without formulas
Poulsen, R.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922259
Saved in:
6
Speculative bubbles in stock prices? : Tests based on the price-dividend ratio
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001998442
Saved in:
7
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
8
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
9
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:
10
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:
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