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type_genre:"Arbeitspapier"
type_genre:"Series"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Time series analysis"
~subject:"Welt"
~type_genre:"Aufsatz im Buch"
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Search: subject_exact:"Theory"
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| 6 applied filters
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Subject
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Time series analysis
Welt
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
Schätzung
7
Statistical test
7
Statistischer Test
7
Stochastic process
7
Stochastischer Prozess
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Zeitreihenanalyse
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
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Book / Working Paper
6
Type of publication (narrower categories)
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Arbeitspapier
Series
Aufsatz im Buch
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Language
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English
6
Author
All
Busch, Thomas
1
Christiansen, Charlotte
1
Koulikov, Dmitri
1
Myhre Lildholt, Peter
1
Rahbek, Anders
1
Søndergaard Rasmussen, Nicki
1
Tolver Jensen, Søren
1
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Institution
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Centre for Analytical Finance <Århus>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
45
Ekonomiska forskningsinstitutet <Stockholm>
32
European University Institute / Department of Economics
28
Internationaler Währungsfonds / Research Department
16
Institut für Weltwirtschaft
11
Federal Reserve System / Board of Governors
9
International Monetary Fund
9
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Econometrisch Instituut <Rotterdam>
8
Forschungsinstitut zur Zukunft der Arbeit
8
Escola de Pós-Graduação em Economia <Rio de Janeiro>
7
European University Institute / Department of Law
7
Umeå universitet
7
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
6
National Bureau of Economic Research
6
Robert Schuman Centre for Advanced Studies
6
Social Systems Research Institute
6
Australian National University / Faculty of Economics and Commerce
5
Chambre de commerce et d'industrie de Paris
5
Erasmus Research Institute of Management
5
Internationaler Währungsfonds / Fiscal Affairs Department
5
London School of Economics and Political Science
5
Research Seminar in International Economics
5
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
5
University of Cambridge / Department of Applied Economics
5
University of Exeter / Department of Economics
5
University of Southampton / Department of Economics
5
University of Strathclyde / Department of Economics
5
Weltbank / International Trade Division
5
Birkbeck College / Department of Economics
4
Internationaler Währungsfonds / Monetary and Exchange Affairs Department
4
Internationaler Währungsfonds / Policy Development and Review Department
4
University of Otago / Commerce Division
4
Université de Montréal / Département de sciences économiques
4
Weltbank / Development Economics & Chief Economist
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Center for Economic Research <Tilburg>
3
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
3
Columbia University / Department of Economics
3
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
6
Source
All
ECONIS (ZBW)
6
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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
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:
3
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:
4
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:
5
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
6
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
Saved in:
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