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institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Asymmetric information"
~subject:"Stochastischer Prozess"
~subject:"United States"
~subject:"Zeitreihenanalyse"
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Asymmetric information
Stochastischer Prozess
United States
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
Search theory
7
Suchtheorie
7
Time series analysis
7
USA
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
26
Working Paper
26
Graue Literatur
25
Non-commercial literature
25
Language
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English
30
Author
All
Barndorff-Nielsen, Ole E.
6
Shephard, Neil G.
3
Villanueva, Ernesto
2
Bolton, Patrick
1
Busch, Thomas
1
Cespa, Giovanni
1
Christiansen, Charlotte
1
Ciccone, Antonio
1
Di Miscia, Orazio
1
Freixas, Xavier
1
Györfi, László
1
Jeon, Doh-Shin
1
Koulikov, Dmitri
1
Kugler, Adriana D.
1
Levendorskij, Sergej Z.
1
Lugosi, Gábor
1
Menicucci, Domenico
1
Moreno, Manuel
1
Myhre Lildholt, Peter
1
Navas, Javier F.
1
Nicolato, Elisa
1
Niño-Mora, José
1
Peri, Giovanni
1
Raahauge, Peter
1
Rahbek, Anders
1
Romano, Joseph P.
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
Ueda, Masako
1
Venardos, Emmanouil
1
Wolf, Michael
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
366
IGI Global
111
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
92
Ekonomiska forskningsinstitutet <Stockholm>
53
European University Institute / Department of Economics
51
Forschungsinstitut zur Zukunft der Arbeit
24
World Bank
20
Edward Elgar Publishing
19
Econometrisch Instituut <Rotterdam>
18
Federal Reserve Bank of St. Louis
18
Springer Fachmedien Wiesbaden
18
OECD
17
University of Exeter / Department of Economics
17
European University Institute / Department of Law
16
Federal Reserve Bank of New York
16
Federal Reserve Bank of San Francisco
16
Federal Reserve System / Division of Research and Statistics
16
American Marketing Association
14
Erasmus Research Institute of Management
14
Federal Reserve Bank of Richmond
14
Federal Reserve System / Board of Governors
13
Umeå universitet
13
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
13
University of Strathclyde / Department of Economics
13
American Management Association
12
Association of University Programs in Health Administration
12
Centre for Economic Policy Research
12
Columbia University / Department of Economics
12
Federal Reserve Bank of Cleveland
12
Internationaler Währungsfonds / Research Department
12
Robert Schuman Centre for Advanced Studies
12
The Wharton Financial Institutions Center
12
Australian National University / Faculty of Economics and Commerce
11
Birkbeck College / Department of Economics
11
Brookings Institution
11
Center for Economic Research <Tilburg>
11
Massachusetts Institute of Technology / Department of Economics
11
Rodney L. White Center for Financial Research
11
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Published in...
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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
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ECONIS (ZBW)
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Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
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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