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institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Asymmetric information"
~subject:"Estimation theory"
~subject:"Markov-Kette"
~subject:"Zeitreihenanalyse"
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Asymmetric information
Estimation theory
Markov-Kette
Zeitreihenanalyse
Theorie
177
Theory
177
Option pricing theory
17
Optionspreistheorie
17
Stochastic process
11
Stochastischer Prozess
11
Yield curve
11
Zinsstruktur
11
Estimation
9
Schätzung
9
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Statistical test
8
Statistischer Test
8
Search theory
7
Suchtheorie
7
Time series analysis
7
USA
7
United States
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Volatility
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Volatilität
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ARCH model
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ARCH-Modell
6
Game theory
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Schätztheorie
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Spieltheorie
6
Asymmetrische Information
5
CAPM
5
Consumer behaviour
5
Konsumentenverhalten
5
Markov chain
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Neue politische Ökonomie
5
Public choice
5
Statistical distribution
5
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23
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Arbeitspapier
23
Working Paper
23
Graue Literatur
22
Non-commercial literature
22
Language
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English
23
Author
All
Christiansen, Charlotte
2
Sørensen, Michael
2
Villanueva, Ernesto
2
Bertail, Patrice
1
Bolton, Patrick
1
Busch, Thomas
1
Cespa, Giovanni
1
Di Miscia, Orazio
1
Freixas, Xavier
1
Györfi, László
1
Hansen, Niels Richard
1
Häfke, Christian
1
Jeon, Doh-Shin
1
Kessler, Mathieu
1
Koulikov, Dmitri
1
Lugosi, Gábor
1
Menicucci, Domenico
1
Mikkelsen, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Jens Perch
1
Politis, Dimitris N.
1
Rahbek, Anders
1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Tanggaard, Carsten
1
Tolver Jensen, Søren
1
Tzotchev, Dobromir
1
Ørregaard Nielsen, Morten
1
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Institution
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
206
Ekonomiska forskningsinstitutet <Stockholm>
66
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
62
European University Institute / Department of Economics
44
Center for Economic Research <Tilburg>
26
Umeå universitet
25
University of New England / Department of Econometrics
18
University of Exeter / Department of Economics
15
Forschungsinstitut zur Zukunft der Arbeit
14
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
14
Umeå Universitet / Institutionen för Nationalekonomi
12
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
12
Universitetet i Oslo / Økonomisk institutt
12
Universität Basel / Institut für Statistik und Ökonometrie
12
Birkbeck College / Department of Economics
11
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
11
European University Institute / Department of Law
10
Brown University / Department of Economics
9
Econometrisch Instituut <Rotterdam>
9
Institut für Höhere Studien
9
University of Strathclyde / Department of Economics
9
Bonn Graduate School of Economics
8
Federal Reserve System / Division of Research and Statistics
8
Rodney L. White Center for Financial Research
8
University of Cambridge / Department of Applied Economics
8
Aarhus Universitet / Afdeling for Nationaløkonomi
7
Australian National University / Faculty of Economics and Commerce
7
Centre for Quantitative Economics & Computing
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Columbia University / Department of Economics
7
Foerder Institute for Economic Research <Tēl-Āvîv>
7
London School of Economics and Political Science
7
Massachusetts Institute of Technology / Department of Economics
7
Rutgers University / Department of Economics
7
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
7
Escola de Pós-Graduação em Economia <Rio de Janeiro>
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Institut für Weltwirtschaft
6
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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
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ECONIS (ZBW)
23
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Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
2
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
3
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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4
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
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5
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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6
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
7
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
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8
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
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9
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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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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