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~institution:"Centre for Analytical Finance <Århus>"
~language:"eng"
~language:"lav"
~subject:"Agrarproduktion"
~subject:"Common agricultural policy"
~subject:"EU-Staaten"
~subject:"Monetary policy"
~subject:"Single European market"
~subject:"Social impact"
~subject:"Theorie"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
~type_genre:"Forschungsbericht"
~type_genre:"Government document"
~type_genre:"Handbook"
~type_genre:"Law"
~type_genre:"Working Paper"
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Agrarproduktion
Common agricultural policy
EU-Staaten
Monetary policy
Single European market
Social impact
Theorie
Theory
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
All
Book / Working Paper
66
Type of publication (narrower categories)
All
Article in journal
Aufsatzsammlung
Forschungsbericht
Government document
Handbook
Law
Working Paper
Arbeitspapier
66
Graue Literatur
66
Non-commercial literature
66
Language
All
English
Latvian
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>
Europäische Kommission
640
Europäische Kommission / Statistisches Amt
585
National Bureau of Economic Research
447
Center for Economic Research <Tilburg>
284
Europäische Kommission / Generaldirektion Wirtschaft und Finanzen
259
European University Institute / Department of Economics
250
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
249
Robert Schuman Centre for Advanced Studies
242
Edward Elgar Publishing
234
Ekonomiska forskningsinstitutet <Stockholm>
211
Europäische Kommission / Gemeinsame Forschungsstelle
202
European University Institute / Department of Law
181
Forschungsinstitut zur Zukunft der Arbeit
177
International Monetary Fund
168
Internationaler Währungsfonds / Research Department
165
European Foundation for the Improvement of Living and Working Conditions
129
Institut für Weltwirtschaft
128
OECD
127
Foerder Institute for Economic Research <Tēl-Āvîv>
111
Universitat Pompeu Fabra / Departament d'Economia i Empresa
111
University of Exeter / Department of Economics
105
Social Systems Research Institute
103
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
99
Centre for Economic Policy Research
98
Federal Reserve System / Board of Governors
95
Australian National University / Faculty of Economics and Commerce
86
Universitetet i Oslo / Økonomisk institutt
82
European Centre for the Development of Vocational Training
81
Federal Reserve Bank of St. Louis
81
Massachusetts Institute of Technology / Department of Economics
81
Columbia University / Department of Economics
77
University of Warwick / Department of Economics
77
Erasmus Research Institute of Management
76
European Environment Agency
76
Johns Hopkins University / Department of Economics
75
INSEAD
72
Europäische Kommission / Generaldirektion Wissenschaft, Forschung und Entwicklung
69
Instituto Valenciano de Investigaciones Económicas
69
Econometrisch Instituut <Rotterdam>
67
more ...
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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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