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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-Kette"
~subject:"Stochastischer Prozess"
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Asymmetric information
Markov-Kette
Stochastischer Prozess
Theorie
191
Theory
191
Option pricing theory
17
Optionspreistheorie
17
Stochastic process
12
Yield curve
11
Zinsstruktur
11
Estimation
10
Schätzung
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Monte Carlo simulation
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United States
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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 chain
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Maximum likelihood estimation
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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
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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
171
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
Saved in:
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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