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type_genre:"Aufsatzsammlung"
type_genre:"Non-commercial literature"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"CAPM"
~subject:"Kointegration"
~type_genre:"Konferenzschrift"
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CAPM
Kointegration
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
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6
ARCH-Modell
6
Time series analysis
6
Zeitreihenanalyse
6
Estimation theory
5
Markov chain
5
Markov-Kette
5
Schätztheorie
5
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Option trading
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Optionsgeschäft
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Cointegration
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Einheitswurzeltest
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Hedging
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Kleinste-Quadrate-Methode
3
Least squares method
3
Probability theory
3
Regression analysis
3
Regressionsanalyse
3
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3
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Book / Working Paper
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Aufsatzsammlung
Non-commercial literature
Konferenzschrift
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7
Graue Literatur
7
Working Paper
7
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English
7
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Bartholdy, Jan
1
Christensen, Bent Jesper
1
Engsted, Tom
1
Mikkelsen, Peter
1
Nielsen, Morten Ørregaard
1
Peare, Paula
1
Raahauge, Peter
1
Taulbjerg, Jes
1
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Centre for Analytical Finance <Århus>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
27
European University Institute / Department of Economics
15
National Bureau of Economic Research
7
Ekonomiska forskningsinstitutet <Stockholm>
6
Svenska Handelshögskolan <Helsinki>
6
Københavns Universitet / Økonomisk Institut
5
University of Chicago / Center for Research in Security Prices
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Institute of Finance and Accounting <London>
4
Rodney L. White Center for Financial Research
4
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
4
American Finance Association
3
Chambre de commerce et d'industrie de Paris
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
3
Econometrisch Instituut <Rotterdam>
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
Federal Reserve Bank of New York
3
Federal Reserve Bank of St. Louis
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Nationalekonomiska Institutionen <Lund>
3
Stanford Institute for Economic Policy Research
3
Universiṭat Bar-Ilan / Department of Economics
3
École des Hautes Études Commerciales <Lausanne>
3
Australian National University / Faculty of Economics and Commerce
2
Brown University / Department of Economics
2
Center for Economic Research <Tilburg>
2
Centre for International Macroeconomics
2
European University Institute / Department of Law
2
Federal Reserve System / Division of Research and Statistics
2
INSEAD
2
Institut for Finansiering <Frederiksberg>
2
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
2
Judge Institute of Management Studies
2
National Institute of Economic and Social Research
2
School of Economics and Finance <Brisbane>
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
University of British Columbia / Finance Division
2
University of Cambridge / Department of Applied Economics
2
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
7
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ECONIS (ZBW)
7
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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:
2
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
Saved in:
3
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
4
Misspecification versus bubbles in hyperinflation data : comment
Engsted, Tom
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660135
Saved in:
5
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:
6
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
Saved in:
7
Management and employee compensation policy, and matched data on private firms : a no arbitrage asset pricing approach to on-the-job search and the wage distribution
Christensen, Bent Jesper
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622243
Saved in:
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