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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
~language:"bul"
~language:"eng"
~language:"fin"
~language:"msa"
~subject:"Consumer behaviour"
~subject:"Developing countries"
~subject:"EU-Staaten"
~subject:"Share price"
~subject:"Theory"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
~type_genre:"Sammlung"
~type_genre:"Thesis"
~type_genre:"Working Paper"
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Consumer behaviour
Developing countries
EU-Staaten
Share price
Theory
Welt
Theorie
306
Estimation theory
135
Schätztheorie
135
Estimation
98
Schätzung
98
Time series analysis
75
Zeitreihenanalyse
75
Stochastic process
66
Stochastischer Prozess
66
Nichtparametrisches Verfahren
65
Nonparametric statistics
65
Regression analysis
63
Regressionsanalyse
63
Experiment
62
Deutschland
61
Germany
61
Cointegration
46
Kointegration
46
Volatility
44
Volatilität
44
Game theory
39
Option pricing theory
39
Optionspreistheorie
39
Spieltheorie
39
Statistical test
37
Statistischer Test
37
ARCH model
27
ARCH-Modell
27
VAR model
25
VAR-Modell
25
Yield curve
25
Zinsstruktur
25
Einheitswurzeltest
24
Unit root test
24
Auction theory
23
Auktionstheorie
23
Börsenkurs
23
Statistical theory
23
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Free
258
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Book / Working Paper
325
Type of publication (narrower categories)
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Article in journal
Konferenzbeitrag
Sammlung
Thesis
Working Paper
Graue Literatur
341
Non-commercial literature
341
Arbeitspapier
325
Nachschlagewerk
16
Reference book
16
Systematic review
1
Übersichtsarbeit
1
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Language
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Bulgarian
English
Finnish
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German
2
Author
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Lütkepohl, Helmut
19
Härdle, Wolfgang
18
Saikkonen, Pentti
16
Gil-Alaña, Luis A.
13
Güth, Werner
11
Breitung, Jörg
9
Küchler, Uwe
9
Föllmer, Hans
8
Herwartz, Helmut
7
Barndorff-Nielsen, Ole E.
6
Giesecke, Kay
6
Jaschke, Stefan R.
6
Lanne, Markku
6
Schweizer, Martin
6
Strobel, Martin
6
Yang, Lijian
6
Candelon, Bertrand
5
Hafner, Christian M.
5
Hildebrandt, Lutz
5
Horst, Ulrich
5
Mammen, Enno
5
Müller, Wieland
5
Schulz, Rainer
5
Tanggaard, Carsten
5
Boztuğ, Yasemin
4
Buckwar, Evelyn
4
Christensen, Bent Jesper
4
Engelmann, Dirk
4
Gushchin, Alexander A.
4
Huck, Steffen
4
Kleinow, Torsten
4
Linton, Oliver
4
Neumann, Michael H.
4
Nielsen, Jens Perch
4
Normann, Hans-Theo
4
Trenkler, Carsten
4
Tschernig, Rolf
4
Werwatz, Axel
4
Čížek, Pavel
4
Bank, Peter
3
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Institution
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Centre for Analytical Finance <Århus>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
National Bureau of Economic Research
660
Center for Economic Research <Tilburg>
295
Robert Schuman Centre for Advanced Studies
282
Ekonomiska forskningsinstitutet <Stockholm>
272
European University Institute / Department of Economics
249
Internationaler Währungsfonds / Research Department
217
International Monetary Fund
213
Forschungsinstitut zur Zukunft der Arbeit
202
European University Institute / Department of Law
198
Institut für Weltwirtschaft
153
World Institute for Development Economics Research
124
OECD
122
Universitat Pompeu Fabra / Departament d'Economia i Empresa
120
Foerder Institute for Economic Research <Tēl-Āvîv>
115
University of Exeter / Department of Economics
107
Social Systems Research Institute
105
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
102
Federal Reserve System / Board of Governors
93
Columbia University / Department of Economics
91
INSEAD
91
Erasmus Research Institute of Management
90
Centre for Economic Policy Research
89
Trinity College Dublin / Department of Economics
89
Australian National University / Faculty of Economics and Commerce
86
William Davidson Institute <Ann Arbor, Mich.>
85
Massachusetts Institute of Technology / Department of Economics
83
Universitetet i Oslo / Økonomisk institutt
83
Centre for International Economic Studies
80
Internationaler Währungsfonds / Fiscal Affairs Department
79
Umeå universitet
78
University of Warwick / Department of Economics
76
Federal Reserve System / Division of Research and Statistics
73
Instituto Valenciano de Investigaciones Económicas
73
Chambre de commerce et d'industrie de Paris
70
Econometrisch Instituut <Rotterdam>
70
Johns Hopkins University / Department of Economics
70
Institute of Finance and Accounting <London>
68
Weltbank
68
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Published in...
All
Discussion papers of interdisciplinary research project 373
258
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
67
Source
All
ECONIS (ZBW)
325
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1
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
Saved in:
2
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
3
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
4
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:
5
Exotic options : proofs without formulas
Poulsen, R.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922259
Saved in:
6
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
7
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
8
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
9
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
10
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
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