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institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Université Laval / Département d'Economique"
~subject:"Asymmetric information"
~subject:"Markov chain"
~subject:"Stochastischer Prozess"
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Asymmetric information
Markov chain
Stochastischer Prozess
Theorie
191
Theory
191
Option pricing theory
17
Optionspreistheorie
17
Stochastic process
12
Yield curve
11
Zinsstruktur
11
Estimation
10
Schätzung
10
Monte Carlo simulation
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Monte-Carlo-Simulation
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Statistical test
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Statistischer Test
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Neue politische Ökonomie
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Prinzipal-Agent-Theorie
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Public choice
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Schätztheorie
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CAPM
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Consumer behaviour
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Konsumentenverhalten
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Markov-Kette
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Maximum likelihood estimation
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Non-commercial literature
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Working Paper
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English
24
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Barndorff-Nielsen, Ole E.
6
Shephard, Neil G.
3
Di Miscia, Orazio
2
González, Patrick
2
Sørensen, Michael
2
Villanueva, Ernesto
2
Bolton, Patrick
1
Cespa, Giovanni
1
Christiansen, Charlotte
1
Duclos, Jean-Yves
1
Freixas, Xavier
1
Hansen, Niels Richard
1
Jeon, Doh-Shin
1
Kessler, Mathieu
1
Levendorskij, Sergej Z.
1
Makdissi, Paul
1
Menicucci, Domenico
1
Mikkelsen, Peter
1
Nicolato, Elisa
1
Niño-Mora, José
1
Shepard, Neil
1
Stelzer, Robert
1
Sørensen, Helle
1
Uchida, Masayuki
1
Venardos, Emmanouil
1
Wodon, Quentin
1
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Institution
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
Centre for Analytical Finance <Århus>
Université Laval / Département d'Economique
National Bureau of Economic Research
173
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
51
Ekonomiska forskningsinstitutet <Stockholm>
13
Center for Economic Research <Tilburg>
10
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
10
Springer Fachmedien Wiesbaden
9
Bonn Graduate School of Economics
8
University of British Columbia / Finance Division
8
Brown University / Department of Economics
7
European University Institute / Department of Law
7
Universitetet i Oslo / Økonomisk institutt
7
University of Exeter / Department of Economics
7
Econometrisch Instituut <Rotterdam>
6
Erasmus Research Institute of Management
6
Foerder Institute for Economic Research <Tēl-Āvîv>
6
Social Systems Research Institute
6
Australian National University / Faculty of Economics and Commerce
5
Centre for Economic Policy Research
5
Columbia University / Department of Economics
5
European University Institute / Department of Economics
5
Massachusetts Institute of Technology / Department of Economics
5
Umeå Universitet / Institutionen för Nationalekonomi
5
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Federal Reserve Bank of Richmond
4
Forschungsinstitut zur Zukunft der Arbeit
4
Institut for Nationaløkonomi <Kopenhagen>
4
London School of Economics and Political Science
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
3
Centre for Growth and Business Cycle Research <Manchester>
3
Federal Reserve Bank of St. Louis
3
Federal Reserve System / Division of Research and Statistics
3
Institutionen för Skogsekonomi <Ume°a>
3
Instituto Valenciano de Investigaciones Económicas
3
International Center for Financial Asset Management and Engineering
3
Judge Institute of Management Studies
3
Rodney L. White Center for Financial Research
3
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
15
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
6
Les cahiers de recherche / Université Laval, Département d'Economique
3
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ECONIS (ZBW)
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Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
2
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:
3
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
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4
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
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5
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
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2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
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6
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
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7
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
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8
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
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9
Option pricing in stochastic volatility models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
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10
On time-reversibility and estimating functions for Markov processes
Kessler, Mathieu
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690055
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