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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Centre for Quantitative Economics & Computing"
~subject:"Time series analysis"
~subject:"Yield curve"
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Time series analysis
Yield curve
Theorie
95
Theory
95
Option pricing theory
14
Optionspreistheorie
14
Estimation
13
Schätzung
13
Zeitreihenanalyse
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English
22
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Burke, Simon P.
4
Mikkelsen, Peter
3
Taulbjerg, Jes
3
Christiansen, Charlotte
2
Di Miscia, Orazio
2
Brooks, Chris
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Greenblatt, Seth A.
1
Koulikov, Dmitri
1
Myhre Lildholt, Peter
1
Rahbek, Anders
1
Schmid, Wolfgang
1
Shin Jensen, Malene
1
Søndergaard Rasmussen, Nicki
1
Tolver Jensen, Søren
1
Tzotchev, Dobromir
1
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Centre for Analytical Finance <Århus>
Centre for Quantitative Economics & Computing
National Bureau of Economic Research
164
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
54
Ekonomiska forskningsinstitutet <Stockholm>
49
European University Institute / Department of Economics
31
Umeå universitet
11
University of Exeter / Department of Economics
10
Econometrisch Instituut <Rotterdam>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Gottfried Wilhelm Leibniz Universität Hannover
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Umeå Universitet / Institutionen för Nationalekonomi
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Christian-Albrechts-Universität zu Kiel
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European University Institute / Department of Law
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London School of Economics and Political Science
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Springer Fachmedien Wiesbaden
5
University of Strathclyde / Department of Economics
5
Australian National University / Faculty of Economics and Commerce
4
Birkbeck College / Department of Economics
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Federal Reserve Bank of New York
4
Federal Reserve Bank of San Francisco
4
Institut für Höhere Studien
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Institut für Weltwirtschaft
4
Rodney L. White Center for Financial Research
4
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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University of Cambridge / Department of Applied Economics
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Universität Basel / Institut für Statistik und Ökonometrie
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Center for Economic Research <Tilburg>
3
Erasmus Research Institute of Management
3
Eric Cuvillier <Firma>
3
Federal Reserve System / Division of Research and Statistics
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Institute of Finance and Accounting <London>
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Instituto Valenciano de Investigaciones Económicas
3
International Center for Financial Asset Management and Engineering
3
International Monetary Fund
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
17
Discussion papers in quantitative economics and computing / E
5
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ECONIS (ZBW)
22
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1
Confirmatory data analysis : the joint application of stationarity and unit root tests
Burke, Simon P.
-
1994
Persistent link: https://www.econbiz.de/10000891381
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2
A taxonomy of certain unit root tests
Burke, Simon P.
-
1993
Persistent link: https://www.econbiz.de/10000868756
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3
Unit root tests of the Phillips type with data dependent selection of the lag truncation parameter
Burke, Simon P.
-
1993
Persistent link: https://www.econbiz.de/10000869171
Saved in:
4
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
Saved in:
5
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
6
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:
7
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
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
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
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