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type_genre:"Aufsatzsammlung"
type_genre:"Non-commercial literature"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Kointegration"
~subject:"Time series analysis"
~type_genre:"Konferenzschrift"
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Kointegration
Time series analysis
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
Least squares method
3
Probability theory
3
Regression analysis
3
Regressionsanalyse
3
Unit root test
3
Wahrscheinlichkeitsrechnung
3
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Book / Working Paper
9
Type of publication (narrower categories)
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Aufsatzsammlung
Non-commercial literature
Konferenzschrift
Arbeitspapier
9
Graue Literatur
9
Working Paper
9
Language
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English
9
Author
All
Busch, Thomas
1
Christiansen, Charlotte
1
Engsted, Tom
1
Koulikov, Dmitri
1
Myhre Lildholt, Peter
1
Nielsen, Morten Ørregaard
1
Rahbek, Anders
1
Søndergaard Rasmussen, Nicki
1
Taulbjerg, Jes
1
Tolver Jensen, Søren
1
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Centre for Analytical Finance <Århus>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
64
Ekonomiska forskningsinstitutet <Stockholm>
39
European University Institute / Department of Economics
38
Umeå universitet
10
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Aarhus Universitet / Afdeling for Nationaløkonomi
7
University of Strathclyde / Department of Economics
7
European University Institute / Department of Law
6
Gottfried Wilhelm Leibniz Universität Hannover
5
Københavns Universitet / Økonomisk Institut
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
Umeå Universitet / Institutionen för Nationalekonomi
5
University of Cambridge / Department of Applied Economics
5
University of Exeter / Department of Economics
5
Australian National University / Faculty of Economics and Commerce
4
Christian-Albrechts-Universität zu Kiel
4
Institut für Höhere Studien
4
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
Konjunkturinstitutet <Stockholm>
3
National Institute of Economic and Social Research
3
Nationalekonomiska Institutionen <Lund>
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
University of Chicago / Center for Research in Security Prices
3
University of New England / Department of Econometrics
3
University of Southampton / Department of Economics
3
Universität Basel / Institut für Statistik und Ökonometrie
3
Université de Montréal / Département de sciences économiques
3
Australien / Bureau of Statistics
2
Birkbeck College / Department of Economics
2
Brown University / Department of Economics
2
Center for Economic Research <Tilburg>
2
Centre for International Macroeconomics
2
Conference Nonlinear Dynamics and Economics <1992, Florenz>
2
Econometric Society
2
Econometrisch Instituut <Rotterdam>
2
Federal Reserve Bank of New York
2
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
9
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ECONIS (ZBW)
9
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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
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
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:
5
Misspecification versus bubbles in hyperinflation data : comment
Engsted, Tom
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660135
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
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
9
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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