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subject:"USA"
~institution:"Center for the Study of Industrial Organisation"
~institution:"Centre for Analytical Finance <Århus>"
~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~subject:"Fusionskontrolle"
~subject:"Theory"
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USA
Fusionskontrolle
Theory
Theorie
14
Estimation
10
Schätzung
10
Statistical test
8
Statistischer Test
8
Volatility
4
Volatilität
4
Einheitswurzeltest
3
Time series analysis
3
Unit root test
3
United States
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Zeitreihenanalyse
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ARCH model
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ARCH-Modell
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Cointegration
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Exchange rate
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Großbritannien
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Option pricing theory
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Optionspreistheorie
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Pfund Sterling
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Pound Sterling
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Preistheorie
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Price theory
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Schätztheorie
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Securities trading
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US dollar
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US-Dollar
2
United Kingdom
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Wechselkurs
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17
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English
17
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Tanggaard, Carsten
3
Brunetti, Celso
2
Hansen, Peter Reinhard
2
Lunde, Asger
2
Myhre Lildholt, Peter
2
Taulbjerg, Jes
2
Barndorff-Nielsen, Ole E.
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Engsted, Tom
1
Jakubenas, Paulius
1
Myhre Lildholdt, Peter
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Raahauge, Peter
1
Shephard, Neil G.
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Center for the Study of Industrial Organisation
Centre for Analytical Finance <Århus>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
CSIO working papers
6
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ECONIS (ZBW)
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1
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
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2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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2
Time series modelling of daily log-price ranges for SF/USD and USD/GBP
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719176
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3
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
4
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
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5
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
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6
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
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7
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
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8
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
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9
Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of volatility models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
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10
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
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