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institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Asymmetric information"
~subject:"Monte-Carlo-Simulation"
~subject:"Stochastischer Prozess"
~subject:"Zeitreihenanalyse"
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Asymmetric information
Monte-Carlo-Simulation
Stochastischer Prozess
Zeitreihenanalyse
Theorie
177
Theory
177
Option pricing theory
17
Optionspreistheorie
17
Stochastic process
11
Yield curve
11
Zinsstruktur
11
Estimation
9
Schätzung
9
Monte Carlo simulation
8
Statistical test
8
Statistischer Test
8
Search theory
7
Suchtheorie
7
Time series analysis
7
USA
7
United States
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Estimation theory
6
Game theory
6
Schätztheorie
6
Spieltheorie
6
Asymmetrische Information
5
CAPM
5
Consumer behaviour
5
Konsumentenverhalten
5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Neue politische Ökonomie
5
Public choice
5
Statistical distribution
5
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Book / Working Paper
31
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Arbeitspapier
28
Working Paper
28
Graue Literatur
27
Non-commercial literature
27
Language
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English
31
Author
All
Barndorff-Nielsen, Ole E.
6
Shephard, Neil G.
3
Di Miscia, Orazio
2
Søndergaard Rasmussen, Nicki
2
Villanueva, Ernesto
2
Bolton, Patrick
1
Busch, Thomas
1
Cespa, Giovanni
1
Christiansen, Charlotte
1
Freixas, Xavier
1
Grasselli, M.R.
1
Györfi, László
1
Hurd, T.R.
1
Jeon, Doh-Shin
1
Koulikov, Dmitri
1
Levendorskij, Sergej Z.
1
Lugosi, Gábor
1
Menicucci, Domenico
1
Mikkelsen, Peter
1
Moreno, Manuel
1
Myhre Lildholt, Peter
1
Navas, Javier F.
1
Nicolato, Elisa
1
Nielsen, Morten Ørregaard
1
Niño-Mora, José
1
Rahbek, Anders
1
Schmid, Wolfgang
1
Shepard, Neil
1
Stelzer, Robert
1
Stentoft, Lars
1
Sørensen, Helle
1
Sørensen, Michael
1
Tolver Jensen, Søren
1
Tzotchev, Dobromir
1
Uchida, Masayuki
1
Venardos, Emmanouil
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
225
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
90
Ekonomiska forskningsinstitutet <Stockholm>
55
European University Institute / Department of Economics
32
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
15
University of Exeter / Department of Economics
14
Econometrisch Instituut <Rotterdam>
13
Umeå universitet
13
Center for Economic Research <Tilburg>
11
European University Institute / Department of Law
11
Springer Fachmedien Wiesbaden
10
Umeå Universitet / Institutionen för Nationalekonomi
10
Bonn Graduate School of Economics
9
Universitetet i Oslo / Økonomisk institutt
9
Aarhus Universitet / Afdeling for Nationaløkonomi
8
Australian National University / Faculty of Economics and Commerce
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Erasmus Research Institute of Management
7
Escola de Pós-Graduação em Economia <Rio de Janeiro>
7
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
7
University of British Columbia / Finance Division
7
University of Cambridge / Department of Applied Economics
7
University of Strathclyde / Department of Economics
7
Brown University / Department of Economics
6
Centre for Economic Policy Research
6
Columbia University / Department of Economics
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
Instituto Valenciano de Investigaciones Económicas
5
Københavns Universitet / Økonomisk Institut
5
Massachusetts Institute of Technology / Department of Economics
5
National Institute of Economic and Social Research
5
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
23
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
8
Source
All
ECONIS (ZBW)
31
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1
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
Saved in:
2
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
3
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:
4
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
5
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:
6
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:
7
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
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
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
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