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subject:"Zeitreihenanalyse"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Forecasting model"
~subject:"Schätzung"
~type_genre:"Graue Literatur"
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Zeitreihenanalyse
Forecasting model
Schätzung
Theorie
66
Theory
66
Option pricing theory
13
Optionspreistheorie
13
Yield curve
11
Zinsstruktur
11
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Statistical test
7
Statistischer Test
7
Stochastic process
7
Stochastischer Prozess
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Time series analysis
6
Estimation theory
5
Markov chain
5
Markov-Kette
5
Schätztheorie
5
CAPM
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
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
Unit root test
3
Wahrscheinlichkeitsrechnung
3
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Type of publication
All
Book / Working Paper
12
Type of publication (narrower categories)
All
Graue Literatur
Arbeitspapier
12
Non-commercial literature
12
Working Paper
12
Language
All
English
12
Author
All
Myhre Lildholt, Peter
2
Tanggaard, Carsten
2
Brunetti, Celso
1
Busch, Thomas
1
Christiansen, Charlotte
1
Koulikov, Dmitri
1
Myhre Lildholdt, Peter
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Rahbek, Anders
1
Strunk Hansen, Charlotte
1
Søndergaard Rasmussen, Nicki
1
Tolver Jensen, Søren
1
Tuypens, Bjorn E.
1
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Institution
All
Centre for Analytical Finance <Århus>
Ekonomiska forskningsinstitutet <Stockholm>
69
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
67
Forschungsinstitut zur Zukunft der Arbeit
35
European University Institute / Department of Economics
31
Internationaler Währungsfonds / Research Department
20
Birkbeck College / Department of Economics
19
Umeå universitet
15
Institut für Weltwirtschaft
13
Institut für Höhere Studien
12
National Bureau of Economic Research
11
Christian-Albrechts-Universität zu Kiel
10
European University Institute / Department of Law
10
University of Exeter / Department of Economics
10
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
9
Umeå Universitet / Institutionen för Nationalekonomi
9
Australian National University / Faculty of Economics and Commerce
8
Centre for Economic Performance
8
Centre for Economic Policy Research
8
University of Strathclyde / Department of Economics
8
Center for Economic Research <Tilburg>
7
Federal Reserve Bank of San Francisco
7
Friedrich-Schiller-Universität Jena
7
Leibniz-Institut für Wirtschaftsforschung Halle
7
The Wharton Financial Institutions Center
7
Trinity College Dublin / Department of Economics
7
University of Oxford / Institute of Economics and Statistics
7
Universität Mannheim
7
Aarhus Universitet / Afdeling for Nationaløkonomi
6
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
6
Rodney L. White Center for Financial Research
6
Rutgers University / Department of Economics
6
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
6
University of Cambridge / Department of Applied Economics
6
University of Reading / Department of Economics
6
Zakład Teorii Prognoz <Krakau>
6
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
Federal Reserve System / Board of Governors
5
Federal Reserve System / Division of Research and Statistics
5
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
12
Source
All
ECONIS (ZBW)
12
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1
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
2
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
3
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
4
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:
5
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
Saved in:
6
Optimal residual based tests for fractional cointegration and exchange rate dynamics
Nielsen, Morten Ørregaard
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702310
Saved in:
7
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
Saved in:
8
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:
9
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:
10
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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