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~institution:"Centre for Analytical Finance <Århus>"
~language:"eng"
~language:"ita"
~language:"jpn"
~language:"kir"
~language:"und"
~subject:"Auslandsinvestition"
~subject:"CAPM"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Supply chain"
~subject:"Theory"
~subject:"Wirkungsanalyse"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Statistik"
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Auslandsinvestition
CAPM
Economic growth
Entwicklungsländer
Supply chain
Theory
Wirkungsanalyse
Theorie
66
Option pricing theory
21
Optionspreistheorie
21
Volatility
16
Volatilität
16
Yield curve
13
Zinsstruktur
13
Stochastic process
12
Stochastischer Prozess
12
Time series analysis
11
Zeitreihenanalyse
11
ARCH model
10
ARCH-Modell
10
Denmark
10
Dänemark
10
Estimation theory
10
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Schätztheorie
10
Estimation
9
Schätzung
9
Option trading
8
Optionsgeschäft
8
Statistical test
8
Statistischer Test
8
USA
7
United States
7
Markov chain
6
Markov-Kette
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Cointegration
5
Kleinste-Quadrate-Methode
5
Kointegration
5
Least squares method
5
Bond market
4
Forecast
4
Probability theory
4
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Type of publication
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Book / Working Paper
69
Type of publication (narrower categories)
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Arbeitspapier
Article in journal
Statistik
Graue Literatur
69
Non-commercial literature
69
Working Paper
69
Language
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English
Italian
Japanese
Kyrgyz
Undetermined
Author
All
Barndorff-Nielsen, Ole E.
7
Christensen, Bent Jesper
4
Shephard, Neil G.
4
Tanggaard, Carsten
4
Di Miscia, Orazio
3
Lunde, Asger
3
Mikkelsen, Peter
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Sørensen, Michael
3
Taulbjerg, Jes
3
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Hansen, Peter Reinhard
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Raahauge, Peter
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Shepard, Neil
2
Sørensen, Helle
2
Ørregaard Nielsen, Morten
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Brunetti, Celso
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Grosen, Anders
1
Hansen, Niels Richard
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Jensen, Morten Berg
1
Kessler, Mathieu
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
Levendorskij, Sergej Z.
1
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Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
784
Center for Economic Research <Tilburg>
285
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
246
European University Institute / Department of Economics
231
Ekonomiska forskningsinstitutet <Stockholm>
218
Forschungsinstitut zur Zukunft der Arbeit
205
International Monetary Fund
189
Internationaler Währungsfonds / Research Department
181
World Institute for Development Economics Research
136
Institut für Weltwirtschaft
127
Universitat Pompeu Fabra / Departament d'Economia i Empresa
120
Foerder Institute for Economic Research <Tēl-Āvîv>
113
University of Exeter / Department of Economics
105
Social Systems Research Institute
104
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
100
OECD
97
Robert Schuman Centre for Advanced Studies
95
William Davidson Institute <Ann Arbor, Mich.>
92
Centre for Economic Policy Research
90
Weltbank
87
Australian National University / Faculty of Economics and Commerce
86
Massachusetts Institute of Technology / Department of Economics
85
Columbia University / Department of Economics
84
Universitetet i Oslo / Økonomisk institutt
83
Erasmus Research Institute of Management
80
Federal Reserve System / Board of Governors
77
European University Institute / Department of Law
75
University of Warwick / Department of Economics
73
Centre for International Economic Studies
71
INSEAD
71
Johns Hopkins University / Department of Economics
70
Econometrisch Instituut <Rotterdam>
69
Instituto Valenciano de Investigaciones Económicas
68
Federal Reserve System / Division of Research and Statistics
66
Umeå universitet
66
University of Cambridge / Department of Applied Economics
66
Trinity College Dublin / Department of Economics
65
Federal Reserve Bank of St. Louis
63
Bonn Graduate School of Economics
62
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
69
Source
All
ECONIS (ZBW)
69
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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
Estimating the consumption-capital asset pricing model without consumption data : evidence from Denmark
Reng Rasmussen, Anne-Sofie
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106426
Saved in:
4
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:
5
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:
6
Exotic options : proofs without formulas
Poulsen, R.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922259
Saved in:
7
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:
8
Latent utility shocks in a structural empirical asset pricing model
Christensen, Bent Jesper
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507048
Saved in:
9
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
10
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
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