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~institution:"Centre for Analytical Finance <Århus>"
~language:"eng"
~language:"ita"
~language:"kir"
~language:"tur"
~language:"und"
~subject:"Auslandsinvestition"
~subject:"Supply chain"
~subject:"Theory"
~subject:"Wirkungsanalyse"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Statistik"
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Auslandsinvestition
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
CAPM
7
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
66
Type of publication (narrower categories)
All
Arbeitspapier
Article in journal
Statistik
Graue Literatur
66
Non-commercial literature
66
Working Paper
66
Language
All
English
Italian
Kyrgyz
Turkish
Undetermined
Author
All
Barndorff-Nielsen, Ole E.
6
Tanggaard, Carsten
4
Christensen, Bent Jesper
3
Di Miscia, Orazio
3
Lunde, Asger
3
Mikkelsen, Peter
3
Shephard, Neil G.
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
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
Myhre Lildholdt, Peter
1
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Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
669
Center for Economic Research <Tilburg>
283
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
242
European University Institute / Department of Economics
220
Ekonomiska forskningsinstitutet <Stockholm>
207
Forschungsinstitut zur Zukunft der Arbeit
195
Internationaler Währungsfonds / Research Department
139
International Monetary Fund
126
Universitat Pompeu Fabra / Departament d'Economia i Empresa
112
Foerder Institute for Economic Research <Tēl-Āvîv>
110
Institut für Weltwirtschaft
109
University of Exeter / Department of Economics
105
Social Systems Research Institute
100
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
97
Australian National University / Faculty of Economics and Commerce
84
Robert Schuman Centre for Advanced Studies
82
Universitetet i Oslo / Økonomisk institutt
81
Centre for Economic Policy Research
80
Massachusetts Institute of Technology / Department of Economics
80
Erasmus Research Institute of Management
77
Columbia University / Department of Economics
76
European University Institute / Department of Law
73
Federal Reserve System / Board of Governors
73
University of Warwick / Department of Economics
72
INSEAD
69
Johns Hopkins University / Department of Economics
69
Econometrisch Instituut <Rotterdam>
66
Umeå universitet
66
Instituto Valenciano de Investigaciones Económicas
65
Federal Reserve System / Division of Research and Statistics
63
Bonn Graduate School of Economics
62
Brown University / Department of Economics
62
University of Cambridge / Department of Applied Economics
61
William Davidson Institute <Ann Arbor, Mich.>
61
University of Southampton / Department of Economics
59
University of Strathclyde / Department of Economics
59
Escola de Pós-Graduação em Economia <Rio de Janeiro>
57
Georgetown University / Economics Department
57
Institute of Finance and Accounting <London>
57
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
66
Source
All
ECONIS (ZBW)
66
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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
Saved in:
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