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type_genre:"Aufsatzsammlung"
type_genre:"Non-commercial literature"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Kointegration"
~type_genre:"Konferenzschrift"
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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
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Statistischer Test
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Stochastic process
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Stochastischer Prozess
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Volatility
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Volatilität
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6
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Time series analysis
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Zeitreihenanalyse
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Estimation theory
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Markov chain
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Markov-Kette
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Schätztheorie
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CAPM
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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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
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Regression analysis
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Aufsatzsammlung
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Working Paper
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Engsted, Tom
1
Nielsen, Morten Ørregaard
1
Taulbjerg, Jes
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Centre for Analytical Finance <Århus>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
27
European University Institute / Department of Economics
14
Aarhus Universitet / Afdeling for Nationaløkonomi
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Ekonomiska forskningsinstitutet <Stockholm>
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London School of Economics and Political Science
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Philippine Institute for Development Studies <Makati>
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1
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Suntory-Toyota International Centre for Economics and Related Disciplines
1
Task Force on Low Inflation (LIFT)
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University College of Wales <Aberystwyth> / Department of Economics
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
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2
Misspecification versus bubbles in hyperinflation data : comment
Engsted, Tom
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660135
Saved in:
3
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:
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