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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Forecasting model"
~subject:"Optionspreistheorie"
~subject:"Schätztheorie"
~subject:"Share price"
~subject:"Wirtschaftswissenschaft"
~type_genre:"Working Paper"
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Forecasting model
Optionspreistheorie
Schätztheorie
Share price
Wirtschaftswissenschaft
Theorie
66
Theory
66
Option pricing theory
13
Yield curve
11
Zinsstruktur
11
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Stochastic process
7
Stochastischer Prozess
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Time series analysis
6
Zeitreihenanalyse
6
Estimation theory
5
Markov chain
5
Markov-Kette
5
CAPM
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Option trading
4
Optionsgeschäft
4
Cointegration
3
Einheitswurzeltest
3
Hedging
3
Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
Probability theory
3
Regression analysis
3
Regressionsanalyse
3
Unit root test
3
Wahrscheinlichkeitsrechnung
3
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Type of publication
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Book / Working Paper
20
Type of publication (narrower categories)
All
Working Paper
Arbeitspapier
20
Graue Literatur
20
Non-commercial literature
20
Language
All
English
20
Author
All
Strunk Hansen, Charlotte
3
Tanggaard, Carsten
2
Bechmann, Ken L.
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Christensen, Claus Vorm
1
Engsted, Tom
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Mikkelsen, Peter
1
Nicolato, Elisa
1
Nielsen, Jens Perch
1
Peskir, Goran
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
Stentoft, Lars
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Sørensen, Michael
1
Tuypens, Bjorn E.
1
Tzotchev, Dobromir
1
Venardos, Emmanouil
1
Ørregaard Nielsen, Morten
1
Širjaev, Alʹbert N.
1
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Institution
All
Centre for Analytical Finance <Århus>
Ekonomiska forskningsinstitutet <Stockholm>
31
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
27
European University Institute / Department of Economics
25
Center for Economic Research <Tilburg>
23
University of New England / Department of Econometrics
18
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
16
Federal Reserve System / Division of Research and Statistics
15
Birkbeck College / Department of Economics
13
University of Exeter / Department of Economics
13
Rodney L. White Center for Financial Research
12
Umeå universitet
12
Forschungsinstitut zur Zukunft der Arbeit
11
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
9
National Bureau of Economic Research
9
Svenska Handelshögskolan <Helsinki>
9
Universität Basel / Institut für Statistik und Ökonometrie
9
Chambre de commerce et d'industrie de Paris
8
Australian National University / Faculty of Economics and Commerce
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
European University Institute / Department of Law
7
Rutgers University / Department of Economics
7
University of Strathclyde / Department of Economics
7
Weierstraß-Institut für Angewandte Analysis und Stochastik
7
Banque de France / Direction des Etudes Economiques et de la Recherche
6
Bonn Graduate School of Economics
6
Erasmus Research Institute of Management
6
Institut für Höhere Studien
6
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
6
The Wharton Financial Institutions Center
6
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
6
University of Cambridge / Department of Applied Economics
6
Centre for Microdata Methods and Practice <London>
5
Econometrisch Instituut <Rotterdam>
5
Federal Reserve System / Board of Governors
5
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
5
Johns Hopkins University / Department of Economics
5
Robert Schuman Centre for Advanced Studies
5
Universitetet i Oslo / Økonomisk institutt
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
20
Source
All
ECONIS (ZBW)
20
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1
Exotic options : proofs without formulas
Poulsen, R.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922259
Saved in:
2
Speculative bubbles in stock prices? : Tests based on the price-dividend ratio
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001998442
Saved in:
3
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
4
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
5
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:
6
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
Saved in:
7
Short tales, price pressure, and the stock price response to convertible bond calls
Bechmann, Ken L.
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851134
Saved in:
8
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:
9
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
Saved in:
10
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
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