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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Developing countries"
~subject:"India"
~subject:"Kapitaleinkommen"
~subject:"Monetary policy"
~subject:"Share price"
~subject:"Theorie"
~subject:"Unternehmenserfolg"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Bibliografie enthalten"
~type_genre:"Bibliography included"
~type_genre:"Case study"
~type_genre:"Collection of articles of several authors"
~type_genre:"Conference paper"
~type_genre:"Graue Literatur"
~type_genre:"Handbuch"
~type_genre:"Hochschulschrift"
~type_genre:"Lehrbuch"
~type_genre:"Sammelwerk"
~type_genre:"Textbook"
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Developing countries
India
Kapitaleinkommen
Monetary policy
Share price
Theorie
Unternehmenserfolg
Wirkungsanalyse
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
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Book / Working Paper
68
Type of publication (narrower categories)
All
Article in journal
Aufsatz im Buch
Bibliografie enthalten
Bibliography included
Case study
Collection of articles of several authors
Conference paper
Graue Literatur
Handbuch
Hochschulschrift
Lehrbuch
Sammelwerk
Textbook
Arbeitspapier
68
Non-commercial literature
68
Working Paper
68
Language
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English
68
Author
All
Barndorff-Nielsen, Ole E.
6
Tanggaard, Carsten
5
Christensen, Bent Jesper
3
Di Miscia, Orazio
3
Engsted, Tom
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
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
Stentoft, Lars
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
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
1,042
Weltbank
511
Center for Economic Research <Tilburg>
294
OECD
280
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
273
Springer Fachmedien Wiesbaden
267
Ekonomiska forskningsinstitutet <Stockholm>
263
UNCTAD / Secretariat
263
European University Institute / Department of Economics
237
Internationaler Währungsfonds
225
Institut für Weltwirtschaft
212
Forschungsinstitut zur Zukunft der Arbeit
204
UNCTAD
203
World Institute for Development Economics Research
191
Centre for Economic Policy Research
125
Umeå universitet
117
Internationaler Währungsfonds / Research Department
115
Österreichisches Institut für Wirtschaftsforschung
114
Foerder Institute for Economic Research <Tēl-Āvîv>
110
OECD / Development Centre
106
Federal Reserve Bank of St. Louis
104
Overseas Development Institute
104
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
104
Social Systems Research Institute
102
Universitat Pompeu Fabra / Departament d'Economia i Empresa
99
Zentrum für Europäische Wirtschaftsforschung
95
Internationales Arbeitsamt
94
Robert Schuman Centre for Advanced Studies
93
William Davidson Institute <Ann Arbor, Mich.>
91
Massachusetts Institute of Technology / Department of Economics
86
Indien / Labour Bureau
84
Universitetet i Oslo / Økonomisk institutt
84
University of Exeter / Department of Economics
84
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
83
Friedrich-Schiller-Universität Jena
81
Springer-Verlag GmbH
81
European University Institute / Department of Law
80
Columbia University / Department of Economics
79
Europäische Kommission
75
UNDP
75
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
68
Source
All
ECONIS (ZBW)
68
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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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