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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:"Prinzipal-Agent-Theorie"
~subject:"Stochastischer Prozess"
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Asymmetric information
Prinzipal-Agent-Theorie
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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United States
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Suchtheorie
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Volatilität
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ARCH-Modell
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Agency theory
6
Estimation theory
6
Neue politische Ökonomie
6
Public choice
6
Schätztheorie
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CAPM
5
Consumer behaviour
5
Konsumentenverhalten
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Markov chain
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Markov-Kette
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Maximum likelihood estimation
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22
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Graue Literatur
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Working Paper
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English
22
Author
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Barndorff-Nielsen, Ole E.
6
Shephard, Neil G.
3
González, Patrick
2
Villanueva, Ernesto
2
Bolton, Patrick
1
Cespa, Giovanni
1
Di Miscia, Orazio
1
Duclos, Jean-Yves
1
Freixas, Xavier
1
Garoupa, Nuno
1
Hassler, John
1
Jeon, Doh-Shin
1
Levendorskij, Sergej Z.
1
Makdissi, Paul
1
Menicucci, Domenico
1
Moreaux, Michel
1
Nicolato, Elisa
1
Niño-Mora, José
1
Rodríguez Mora, José Vicente
1
Shepard, Neil
1
Stelzer, Robert
1
Storesletten, Kjetil
1
Sørensen, Helle
1
Sørensen, Michael
1
Truchon, Michel
1
Uchida, Masayuki
1
Venardos, Emmanouil
1
Wodon, Quentin
1
Zilibotti, Fabrizio
1
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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
237
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
49
Bonn Graduate School of Economics
14
Ekonomiska forskningsinstitutet <Stockholm>
14
Forschungsinstitut zur Zukunft der Arbeit
14
Springer Fachmedien Wiesbaden
14
Center for Economic Research <Tilburg>
13
Australian National University / Faculty of Economics and Commerce
11
Center for the Study of Law and Economics <Saarbrücken>
11
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
10
University of Exeter / Department of Economics
10
Columbia University / Department of Economics
8
European University Institute / Department of Law
8
Johns Hopkins University / Department of Economics
8
University of British Columbia / Finance Division
8
Centre for Economic Policy Research
7
Foerder Institute for Economic Research <Tēl-Āvîv>
7
Social Systems Research Institute
7
Universitetet i Oslo / Økonomisk institutt
7
Brown University / Department of Economics
6
Erasmus Research Institute of Management
6
Massachusetts Institute of Technology / Department of Economics
6
University of Cambridge / Department of Applied Economics
6
Federal Reserve Bank of Richmond
5
Shaker Verlag
5
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
5
The Wharton Financial Institutions Center
5
University of Toronto / Department of Economics
5
Universität Basel / Institut für Volkswirtschaft
5
Center for the Study of Industrial Organisation
4
Deutsche Forschungsgemeinschaft
4
Econometrisch Instituut <Rotterdam>
4
European University Institute / Department of Economics
4
Federal Reserve System / Division of Research and Statistics
4
Friedrich-Schiller-Universität Jena
4
IGI Global
4
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
4
Shakai-Keizai-Kenkyūsho <Osaka>
4
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
10
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
8
Les cahiers de recherche / Université Laval, Département d'Economique
4
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ECONIS (ZBW)
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1
Maximal decompositions of cost games into specific and joint costs
Moreaux, Michel
(
contributor
);
Truchon, Michel
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001892176
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
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:
7
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
8
Option pricing in stochastic volatility models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
Saved in:
9
Realised power variation and stochastic models
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607775
Saved in:
10
Parental altruism under imperfect information:
theory
and evidence
Villanueva, Ernesto
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001608374
Saved in:
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