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~institution:"Centre for Analytical Finance <Århus>"
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Search: subject:"Theorie"
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Subject
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Theorie
70
Theory
70
Option pricing theory
24
Optionspreistheorie
24
Stochastic process
13
Stochastischer Prozess
13
Volatility
12
Volatilität
12
Yield curve
12
Zinsstruktur
12
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Estimation
7
Option trading
7
Optionsgeschäft
7
Schätzung
7
Statistical test
7
Statistischer Test
7
ARCH model
6
ARCH-Modell
6
Estimation theory
6
Schätztheorie
6
Time series analysis
6
Zeitreihenanalyse
6
CAPM
5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Kleinste-Quadrate-Methode
4
Least squares method
4
Statistical distribution
4
Statistische Verteilung
4
Börsenkurs
3
Cointegration
3
Einheitswurzeltest
3
Hedging
3
Kointegration
3
Probability theory
3
Regression analysis
3
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Type of publication
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Book / Working Paper
81
Type of publication (narrower categories)
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Arbeitspapier
74
Graue Literatur
74
Non-commercial literature
74
Working Paper
74
Language
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English
81
Author
All
Barndorff-Nielsen, Ole E.
9
Sørensen, Michael
5
Christensen, Bent Jesper
4
Løchte Jørgensen, Peter
4
Shepard, Neil
4
Shephard, Neil G.
4
Tanggaard, Carsten
4
Di Miscia, Orazio
3
Lunde, Asger
3
Mikkelsen, Peter
3
Stentoft, Lars
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Hansen, Peter Reinhard
2
Levendorskij, Sergej Z.
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Peskir, Goran
2
Raahauge, Peter
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Shin Jensen, Malene
2
Sørensen, Helle
2
Ørregaard Nielsen, Morten
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bibby, Bo Martin
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Grosen, Anders
1
Hansen, Niels Richard
1
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Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
9,987
Edward Elgar Publishing
696
Springer Fachmedien Wiesbaden
683
OECD
484
IGI Global
343
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
341
Ekonomiska forskningsinstitutet <Stockholm>
311
World Bank
307
Center for Economic Research <Tilburg>
305
European University Institute / Department of Economics
265
HAL
227
Forschungsinstitut zur Zukunft der Arbeit
194
Institut für Weltwirtschaft
186
International Monetary Fund
185
Université Paris-Dauphine (Paris IX)
184
Centre for Economic Policy Research
152
Internationaler Währungsfonds / Research Department
152
Foerder Institute for Economic Research <Tēl-Āvîv>
147
Springer-Verlag GmbH
138
Umeå universitet
133
Universitat Pompeu Fabra / Departament d'Economia i Empresa
127
Metropolis-Verlag für Ökonomie Gesellschaft und Politik GmbH
118
University of Exeter / Department of Economics
116
Verlag Dr. Kovač
116
Social Systems Research Institute
110
Robert Schuman Centre for Advanced Studies
109
De Gruyter Oldenbourg
106
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
105
Deutsche Forschungsgemeinschaft
103
Varazdin Development and Entrepreneurship Agency
103
European University Institute / Department of Law
101
University of Warwick / Department of Economics
97
Erasmus Research Institute of Management
94
Friedrich-Schiller-Universität Jena
94
Nomos Verlagsgesellschaft
93
Books on Demand GmbH <Norderstedt>
92
Australian National University / Faculty of Economics and Commerce
89
Universitetet i Oslo / Økonomisk institutt
88
Massachusetts Institute of Technology / Department of Economics
87
Organisation for Economic Co-operation and Development
87
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
81
Source
All
ECONIS (ZBW)
81
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61
On time-reversibility and estimating functions for Markov processes
Kessler, Mathieu
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690055
Saved in:
62
Realised power variation and stochastic models
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607775
Saved in:
63
Estimation and inference in optimal stopping models of options and search
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607778
Saved in:
64
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
65
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
Saved in:
66
Life insurance liabilities at market value
Grosen, Anders
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607788
Saved in:
67
Life insurance contracts with embedded options
Løchte Jørgensen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607791
Saved in:
68
American-style indexed executive stock options
Løchte Jørgensen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607793
Saved in:
69
How to hedge unknown risk
Christensen, Claus Vorm
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560026
Saved in:
70
Integrated OU processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560040
Saved in:
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