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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Balance of payments"
~subject:"Bank"
~subject:"General equilibrium"
~subject:"Impact assessment"
~subject:"Innovation"
~subject:"PRIDE"
~subject:"Strategisches Management"
~subject:"Theorie"
~subject:"Welt"
~subject:"Weltwirtschaft"
~subject:"Zahlungsbilanz"
~type_genre:"Collection of articles written by one author"
~type_genre:"Conference proceedings"
~type_genre:"Thesis"
~type_genre:"Working Paper"
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Balance of payments
Bank
General equilibrium
Impact assessment
Innovation
PRIDE
Strategisches Management
Theorie
Welt
Weltwirtschaft
Zahlungsbilanz
Theory
66
Option pricing theory
21
Optionspreistheorie
21
Yield curve
12
Zinsstruktur
12
Volatility
10
Volatilität
10
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Stochastic process
8
Stochastischer Prozess
8
Estimation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
ARCH model
6
ARCH-Modell
6
Estimation theory
6
Option trading
6
Optionsgeschäft
6
Schätztheorie
6
Time series analysis
6
Zeitreihenanalyse
6
CAPM
5
Markov chain
5
Markov-Kette
5
Kleinste-Quadrate-Methode
4
Least squares method
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Börsenkurs
3
Cointegration
3
Einheitswurzeltest
3
Hedging
3
Kointegration
3
Probability theory
3
Regression analysis
3
Regressionsanalyse
3
Share price
3
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Type of publication
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Book / Working Paper
66
Type of publication (narrower categories)
All
Collection of articles written by one author
Conference proceedings
Thesis
Working Paper
Arbeitspapier
66
Graue Literatur
66
Non-commercial literature
66
Language
All
English
66
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
295
Center for Economic Research <Tilburg>
278
Ekonomiska forskningsinstitutet <Stockholm>
249
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
246
European University Institute / Department of Economics
217
Forschungsinstitut zur Zukunft der Arbeit
167
Internationaler Währungsfonds / Research Department
139
Institut für Weltwirtschaft
129
Foerder Institute for Economic Research <Tēl-Āvîv>
109
International Monetary Fund
108
Universitat Pompeu Fabra / Departament d'Economia i Empresa
108
University of Exeter / Department of Economics
105
Social Systems Research Institute
99
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
99
Centre for Economic Policy Research
92
Australian National University / Faculty of Economics and Commerce
84
Massachusetts Institute of Technology / Department of Economics
80
Umeå universitet
79
Universitetet i Oslo / Økonomisk institutt
79
Robert Schuman Centre for Advanced Studies
78
European University Institute / Department of Law
77
Columbia University / Department of Economics
76
Erasmus Research Institute of Management
73
Federal Reserve System / Board of Governors
72
University of Warwick / Department of Economics
72
Deutschland / Bundeswehr / Universität Hamburg
70
INSEAD
70
Instituto Valenciano de Investigaciones Económicas
70
Johns Hopkins University / Department of Economics
68
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
67
Federal Reserve System / Division of Research and Statistics
65
Bonn Graduate School of Economics
63
Econometrisch Instituut <Rotterdam>
63
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
62
Brown University / Department of Economics
61
Institute of Finance and Accounting <London>
59
University of Southampton / Department of Economics
58
Escola de Pós-Graduação em Economia <Rio de Janeiro>
57
Springer Fachmedien Wiesbaden
55
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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
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
2
Exotic options : proofs without formulas
Poulsen, R.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922259
Saved in:
3
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
4
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
Saved in:
5
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
6
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
Saved in:
7
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
Saved in:
8
Return-based and range-based (co)viariance estimation : with an application to foreign exchange markets
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
Saved in:
9
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
Saved in:
10
A Monte Carlo method for exponential hedging of contingent claims
Grasselli, M.R.
(
contributor
);
Hurd, T.R.
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724279
Saved in:
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