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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:"Zeitreihenanalyse"
~subject:"Zinsstruktur"
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Asymmetric information
Stochastischer Prozess
Zeitreihenanalyse
Zinsstruktur
Theorie
177
Theory
177
Option pricing theory
17
Optionspreistheorie
17
Stochastic process
11
Yield curve
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
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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Type of publication
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Book / Working Paper
33
Type of publication (narrower categories)
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Arbeitspapier
30
Working Paper
30
Graue Literatur
29
Non-commercial literature
29
Language
All
English
33
Author
All
Barndorff-Nielsen, Ole E.
6
Mikkelsen, Peter
3
Shephard, Neil G.
3
Taulbjerg, Jes
3
Christiansen, Charlotte
2
Di Miscia, Orazio
2
Villanueva, Ernesto
2
Bolton, Patrick
1
Busch, Thomas
1
Cespa, Giovanni
1
Daniels, Kenneth N.
1
Freixas, Xavier
1
Györfi, László
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
Schmid, Wolfgang
1
Shepard, Neil
1
Shin Jensen, Malene
1
Stelzer, Robert
1
Søndergaard Rasmussen, Nicki
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
All
Universitat Pompeu Fabra / Departament d'Economia i Empresa
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
319
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
95
Ekonomiska forskningsinstitutet <Stockholm>
54
European University Institute / Department of Economics
32
University of Exeter / Department of Economics
17
Springer Fachmedien Wiesbaden
13
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
13
Center for Economic Research <Tilburg>
12
Econometrisch Instituut <Rotterdam>
12
Umeå universitet
12
European University Institute / Department of Law
11
Umeå Universitet / Institutionen för Nationalekonomi
10
Australian National University / Faculty of Economics and Commerce
9
Bonn Graduate School of Economics
9
Erasmus Research Institute of Management
9
Universitetet i Oslo / Økonomisk institutt
8
University of British Columbia / Finance Division
8
Centre for Economic Policy Research
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
7
Rodney L. White Center for Financial Research
7
University of Cambridge / Department of Applied Economics
7
Aarhus Universitet / Afdeling for Nationaløkonomi
6
Birkbeck College / Department of Economics
6
Brown University / Department of Economics
6
Columbia University / Department of Economics
6
Escola de Pós-Graduação em Economia <Rio de Janeiro>
6
Federal Reserve Bank of San Francisco
6
Federal Reserve System / Division of Research and Statistics
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
Banque de France / Direction des Etudes Economiques et de la Recherche
5
Centre for Quantitative Economics & Computing
5
Christian-Albrechts-Universität zu Kiel
5
International Center for Financial Asset Management and Engineering
5
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
26
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
7
Source
All
ECONIS (ZBW)
33
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1
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:
2
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
3
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
Saved in:
4
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
5
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
Saved in:
6
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
7
Realised power variation and stochastic models
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607775
Saved in:
8
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
9
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
Saved in:
10
Parental altruism under imperfect information:
theory
and evidence
Villanueva, Ernesto
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001608374
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