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institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Asymmetric information"
~subject:"Search theory"
~subject:"Stochastischer Prozess"
~subject:"Zeitreihenanalyse"
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Asymmetric information
Search theory
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
Monte-Carlo-Simulation
8
Statistical test
8
Statistischer Test
8
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
30
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Arbeitspapier
27
Working Paper
27
Graue Literatur
25
Non-commercial literature
25
Language
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English
30
Author
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Barndorff-Nielsen, Ole E.
6
Shephard, Neil G.
3
Villanueva, Ernesto
2
Bolton, Patrick
1
Busch, Thomas
1
Cespa, Giovanni
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Coles, Melvyn Glyn
1
Den Haan, Wouter J.
1
Di Miscia, Orazio
1
Eeckhout, Jan
1
Faig, Miquel
1
Freixas, Xavier
1
García Peréz, José Ignacio
1
Györfi, László
1
Häfke, Christian
1
Jeon, Doh-Shin
1
Koulikov, Dmitri
1
Levendorskij, Sergej Z.
1
Lugosi, Gábor
1
Menicucci, Domenico
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Niño-Mora, José
1
Rahbek, Anders
1
Ramey, Garey
1
Rendón, Sílvio
1
Shapiro, Joel Andrew
1
Shepard, Neil
1
Stelzer, Robert
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Sørensen, Michael
1
Tolver Jensen, Søren
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
223
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
86
Ekonomiska forskningsinstitutet <Stockholm>
49
European University Institute / Department of Economics
33
Forschungsinstitut zur Zukunft der Arbeit
18
Center for Economic Research <Tilburg>
15
Econometrisch Instituut <Rotterdam>
12
Umeå universitet
12
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
12
University of Exeter / Department of Economics
12
European University Institute / Department of Law
11
Federal Reserve Bank of Cleveland
11
Springer Fachmedien Wiesbaden
10
Umeå Universitet / Institutionen för Nationalekonomi
10
Bonn Graduate School of Economics
9
Australian National University / Faculty of Economics and Commerce
8
Federal Reserve Bank of Richmond
8
Universitetet i Oslo / Økonomisk institutt
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Columbia University / Department of Economics
7
Erasmus Research Institute of Management
7
Escola de Pós-Graduação em Economia <Rio de Janeiro>
7
Foerder Institute for Economic Research <Tēl-Āvîv>
7
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
7
University of British Columbia / Finance Division
7
University of Cambridge / Department of Applied Economics
7
Aarhus Universitet / Afdeling for Nationaløkonomi
6
Brown University / Department of Economics
6
Centre for Economic Policy Research
6
Christian-Albrechts-Universität zu Kiel
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Institut für Höhere Studien
6
London School of Economics and Political Science
6
Social Systems Research Institute
6
State University of New York at Albany / Department of Economics
6
University of Strathclyde / Department of Economics
6
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
6
Birkbeck College / Department of Economics
5
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
17
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
13
Source
All
ECONIS (ZBW)
30
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1
Heterogeneity as a coordination device
Coles, Melvyn Glyn
(
contributor
);
Eeckhout, Jan
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001518586
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
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
Saved in:
10
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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