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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Autocorrelation"
~subject:"Forecasting model"
~subject:"USA"
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Autocorrelation
Forecasting model
USA
Time series analysis
12
Zeitreihenanalyse
12
Theorie
6
Theory
6
ARCH model
5
ARCH-Modell
5
Volatility
3
Volatilität
3
Estimation
2
Heteroscedasticity
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Heteroskedastizität
2
Option pricing theory
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Optionspreistheorie
2
Pfund Sterling
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Pound Sterling
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Schätzung
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Stochastic process
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1999-2000
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Currency option
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Estimation theory
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Großbritannien
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Macroeconomics
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Makroökonomik
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Martingal
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Martingale
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Risikomanagement
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4
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Bibby, Bo Martin
1
Brunetti, Celso
1
Busch, Thomas
1
Hansen, Peter Reinhard
1
Lunde, Asger
1
Myhre Lildholt, Peter
1
Skovgaard, Ib Michael
1
Sørensen, Michael
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
38
Ekonomiska forskningsinstitutet <Stockholm>
10
Federal Reserve Bank of St. Louis
10
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
European University Institute / Department of Law
6
Econometrisch Instituut <Rotterdam>
5
European University Institute / Department of Economics
5
University of Strathclyde / Department of Economics
5
London School of Economics and Political Science
4
University of Canterbury / Dept. of Economics and Finance
4
Centre for Growth and Business Cycle Research <Manchester>
3
Christian-Albrechts-Universität zu Kiel
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Institut für Wirtschaftswissenschaften <Wien>
3
Organisation for Economic Co-operation and Development
3
School of Finance and Business Economics <Perth, Western Australia>
3
Umeå Universitet / Institutionen för Nationalekonomi
3
Umeå universitet
3
University of Cambridge / Department of Applied Economics
3
University of Chicago / Center for Research in Security Prices
3
Université de Montréal / Département de sciences économiques
3
Centre for Quantitative Economics & Computing
2
Fachhochschule Stralsund / Fachbereich Wirtschaft
2
Federal Reserve Bank of New York
2
Norges Bank / Utredningsavdelingen
2
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
2
Rutgers University / Department of Economics
2
School of Economics and Finance <Brisbane>
2
Springer Fachmedien Wiesbaden
2
State University of New York at Albany / Department of Economics
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Trinity College
2
United States International Trade Commission / Office of Industries
2
University of Exeter / Department of Economics
2
University of Reading / Department of Economics
2
University of Toronto / Department of Economics
2
Virginia Polytechnic Institute and State University / Department of Economics
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
4
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ECONIS (ZBW)
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Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
2
Diffusion-type models with given marginal and autocorrelation function
Bibby, Bo Martin
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748916
Saved in:
3
Time series modelling of daily log-price ranges for SF/USD and USD/GBP
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719176
Saved in:
4
A comparison of volatility models : does anything beat a GARCH(1,1)?
Hansen, Peter Reinhard
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563856
Saved in:
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