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institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät"
~subject:"Asymmetric information"
~subject:"Stochastischer Prozess"
~subject:"Zeitreihenanalyse"
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Asymmetric information
Stochastischer Prozess
Zeitreihenanalyse
Theorie
246
Theory
246
Option pricing theory
17
Optionspreistheorie
17
Estimation theory
15
Schätztheorie
15
Schätzung
12
Time series analysis
12
Estimation
11
Stochastic process
11
Yield curve
11
Zinsstruktur
11
Game theory
10
Spieltheorie
10
USA
10
United States
10
Deutschland
8
Germany
8
Hedging
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Statistical test
8
Statistischer Test
8
Volatility
8
Volatilität
8
Asymmetrische Information
7
Neue politische Ökonomie
7
Public choice
7
Search theory
7
Suchtheorie
7
ARCH model
6
ARCH-Modell
6
CAPM
6
Consumer behaviour
5
Duopol
5
Duopoly
5
Foreign exchange management
5
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Type of publication
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Book / Working Paper
30
Type of publication (narrower categories)
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Arbeitspapier
27
Working Paper
27
Graue Literatur
26
Non-commercial literature
26
Language
All
English
30
Author
All
Barndorff-Nielsen, Ole E.
6
Shephard, Neil G.
3
Reiter, Michael
2
Tschernig, Rolf
2
Villanueva, Ernesto
2
Berger, Helge
1
Bolton, Patrick
1
Busch, Thomas
1
Cespa, Giovanni
1
Christiansen, Charlotte
1
Di Miscia, Orazio
1
Freixas, Xavier
1
Gehrig, Anette
1
Györfi, László
1
Heintel, Markus
1
Hillinger, Claude
1
Hornstein, Andreas
1
Jeon, Doh-Shin
1
Koulikov, Dmitri
1
Levendorskij, Sergej Z.
1
Lugosi, Gábor
1
Menicucci, Domenico
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Niño-Mora, José
1
Rahbek, Anders
1
Schmidt, Christoph M.
1
Shepard, Neil
1
Stelzer, Robert
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Sørensen, Michael
1
Thum, Marcel
1
Tolver Jensen, Søren
1
Uchida, Masayuki
1
Venardos, Emmanouil
1
Woitek, Ulrich
1
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Institution
All
Universitat Pompeu Fabra / Departament d'Economia i Empresa
Centre for Analytical Finance <Århus>
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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
University of British Columbia / Finance Division
7
University of Cambridge / Department of Applied Economics
7
Aarhus Universitet / Afdeling for Nationaløkonomi
6
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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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
16
Münchener Wirtschaftswissenschaftliche Beiträge : discussion papers
7
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
7
Source
All
ECONIS (ZBW)
30
Showing
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1
Central banks vs. government : strategic information policy and its consequences
Berger, Helge
-
1997
Persistent link: https://www.econbiz.de/10013428130
Saved in:
2
Identification of fractional ARIMA models in the presence of long memory
Schmidt, Christoph M.
;
Tschernig, Rolf
-
1993
Persistent link: https://www.econbiz.de/10000345713
Saved in:
3
Trade policy in duopoly with private information
Gehrig, Anette
;
Hornstein, Andreas
-
1993
Persistent link: https://www.econbiz.de/10000347433
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
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
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
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:
8
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:
9
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:
10
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:
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