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~institution:"Centre for Analytical Finance <Århus>"
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Theorie
16
Theory
16
Statistical test
8
Statistischer Test
8
Regression analysis
4
Regressionsanalyse
4
Yield curve
4
Zinsstruktur
4
Cointegration
3
Kointegration
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Nichtlineare Regression
3
Nichtparametrisches Verfahren
3
Nonlinear regression
3
Nonparametric statistics
3
Einheitswurzeltest
2
Estimation theory
2
Forecast
2
Forecasting model
2
Induktive Statistik
2
Kleinste-Quadrate-Methode
2
Least squares method
2
Prognose
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Prognoseverfahren
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Schätztheorie
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Statistical inference
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Stochastic process
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Stochastischer Prozess
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Unit root test
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Volatility
2
Volatilität
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1987-1997
1
ARCH model
1
ARCH-Modell
1
Analysis
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1
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Book / Working Paper
21
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Arbeitspapier
19
Graue Literatur
19
Non-commercial literature
19
Working Paper
19
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English
21
Author
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Taulbjerg, Jes
3
Barndorff-Nielsen, Ole E.
2
Christensen, Bent Jesper
2
Di Miscia, Orazio
2
Hansen, Peter Reinhard
2
Lunde, Asger
2
Strunk Hansen, Charlotte
2
Sørensen, Michael
2
Tuypens, Bjorn E.
2
Ørregaard Nielsen, Morten
2
Bec, Frédérique
1
Busch, Thomas
1
Christiansen, Charlotte
1
Jakubenas, Paulius
1
Nielsen, Helena Skyt
1
Nielsen, Morten Ørregaard
1
Poulsen, Rolf
1
Rahbek, Anders
1
Shepard, Neil
1
Shephard, Neil G.
1
Sørensen, Helle
1
Uchida, Masayuki
1
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Institution
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Centre for Analytical Finance <Århus>
Deutschland <Bundesrepublik> / Statistisches Bundesamt
1,257
Deutschland / Statistisches Bundesamt
1,073
Europäische Kommission / Statistisches Amt
676
Bundesstelle für Außenhandelsinformation <Köln>
516
National Bureau of Economic Research
474
USA / Bureau of the Census
456
International Monetary Fund / Statistics Dept
396
OECD
391
Ungarn / Központi Statisztikai Hivatal
305
Nordrhein-Westfalen / Landesamt für Datenverarbeitung und Statistik
284
Deutschland
205
Institut national de la statistique et des études économiques <Frankreich>
203
Nordrhein-Westfalen
194
Organisation for Economic Co-operation and Development
187
Bundesagentur für Außenwirtschaft
183
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
181
Polen / Główny Urząd Statystyczny
173
Schweiz / Bundesamt für Statistik
153
Europäische Gemeinschaften / Kommission / Statistisches Amt
139
Deutschland <Bundesrepublik>
125
Česky statistický úřad
125
Pakistan / Population Census Organisation
120
Schweden / Statistiska Centralbyrån
119
Istituto Nazionale di Statistica
111
Internationaler Währungsfonds
110
World Trade Organization
109
Österreich / Statistisches Zentralamt
108
Devlet İstatistik Enstitüsü
107
Russland / Služba Gosudarstvennoj Statistiki
101
Hessen / Statistisches Landesamt
96
Russland / Komitet po Statistike
90
Baden-Württemberg
87
Slowakei / Štatistický Úrad
86
Statistik Austria
85
Statistisches Landesamt Baden-Württemberg
80
Großbritannien / Office for National Statistics
75
Instituto Nacional de Estadística y Geografía <Aguascalientes, Stadt>
74
Japan / Tōkeikyoku
71
Hessen
68
Statistisches Landesamt des Freistaates Sachsen
68
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
21
Source
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ECONIS (ZBW)
21
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1
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:
2
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:
3
Optimal inference in diffusion models of the short rate of interest
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622256
Saved in:
4
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
5
Semiparametric analysis of stationary fractional cointegration and the implied-realized volatility relation in high-frequency options data
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599144
Saved in:
6
A robust LR test for the GARCH model
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069045
Saved in:
7
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:
8
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
9
Long-run regression : theory and application to U.S. asset markets
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491534
Saved in:
10
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
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