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institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
~institution:"Aarhus Universitet / Afdeling for Nationaløkonomi"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Asymmetric information"
~subject:"Stochastischer Prozess"
~subject:"Zeitreihenanalyse"
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Asymmetric information
Stochastischer Prozess
Zeitreihenanalyse
Theorie
221
Theory
221
Option pricing theory
17
Optionspreistheorie
17
Stochastic process
14
Estimation
12
Schätzung
12
Yield curve
11
Zinsstruktur
11
Estimation theory
10
Monte Carlo simulation
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Monte-Carlo-Simulation
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Kointegration
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ARCH model
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Maximum likelihood estimation
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Asymmetrische Information
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29
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Working Paper
26
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English
29
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Barndorff-Nielsen, Ole E.
6
Ørregaard Nielsen, Morten
4
Shephard, Neil G.
3
Villanueva, Ernesto
2
Bolton, Patrick
1
Busch, Thomas
1
Cespa, Giovanni
1
Christiansen, Charlotte
1
Di Miscia, Orazio
1
Freixas, Xavier
1
Györfi, László
1
Jeon, Doh-Shin
1
Koulikov, Dmitri
1
Levendorskij, Sergej Z.
1
Lugosi, Gábor
1
Malchow-Møller, Nikolaj
1
Menicucci, Domenico
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Niño-Mora, José
1
Pons Rotger, Gabriel
1
Rahbek, Anders
1
Shepard, Neil
1
Stelzer, Robert
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Sørensen, Michael
1
Thorsen, Bo Jellesmark
1
Tolver Jensen, Søren
1
Uchida, Masayuki
1
Venardos, Emmanouil
1
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Institution
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
Aarhus Universitet / Afdeling for Nationaløkonomi
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
223
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
86
Ekonomiska forskningsinstitutet <Stockholm>
49
European University Institute / Department of Economics
32
Econometrisch Instituut <Rotterdam>
12
Umeå universitet
12
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
12
Center for Economic Research <Tilburg>
11
European University Institute / Department of Law
11
University of Exeter / Department of Economics
11
Springer Fachmedien Wiesbaden
10
Umeå Universitet / Institutionen för Nationalekonomi
10
Bonn Graduate School of Economics
9
Australian National University / Faculty of Economics and Commerce
8
Universitetet i Oslo / Økonomisk institutt
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Erasmus Research Institute of Management
7
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
7
University of British Columbia / Finance Division
7
University of Cambridge / Department of Applied Economics
7
Brown University / Department of Economics
6
Centre for Economic Policy Research
6
Columbia University / Department of Economics
6
Escola de Pós-Graduação em Economia <Rio de Janeiro>
6
Foerder Institute for Economic Research <Tēl-Āvîv>
6
Forschungsinstitut zur Zukunft der Arbeit
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Institut für Höhere Studien
6
London School of Economics and Political Science
6
Birkbeck College / Department of Economics
5
Centre for Quantitative Economics & Computing
5
Christian-Albrechts-Universität zu Kiel
5
Shakai-Keizai-Kenkyūsho <Osaka>
5
Social Systems Research Institute
5
University of Strathclyde / Department of Economics
5
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
5
Federal Reserve Bank of Richmond
4
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
16
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
7
Economics working paper
6
Source
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ECONIS (ZBW)
29
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1
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
2
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
3
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:
4
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Saved in:
5
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
6
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
Saved in:
7
Buyer coalitions against monopolistic screening: on the role of asymetric information among buyers
Jeon, Doh-Shin
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001696828
Saved in:
8
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:
9
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
10
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
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