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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique"
~institution:"Johannes Gutenberg-Universität Mainz"
~subject:"Börsenkurs"
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Börsenkurs
Theorie
114
Theory
114
Option pricing theory
17
Optionspreistheorie
17
Estimation
15
Schätzung
15
Yield curve
13
Zinsstruktur
13
CAPM
10
Stochastic process
9
Stochastischer Prozess
9
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8
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Schätztheorie
8
Volatility
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Schweiz
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Switzerland
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Markov chain
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Optionsgeschäft
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Cointegration
4
Hedging
4
Kointegration
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Consumer behaviour
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English
5
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Bechmann, Ken L.
1
Borkovec, Milan
1
Christen, François
1
Dunant, Anne
1
Engsted, Tom
1
Klüppelberg, Claudia
1
Korn, Ralf
1
Kreer, Markus
1
Lenssen, Mark
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Centre for Analytical Finance <Århus>
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
Johannes Gutenberg-Universität Mainz
National Bureau of Economic Research
243
Ekonomiska forskningsinstitutet <Stockholm>
11
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Birkbeck College / Department of Economics
8
Rodney L. White Center for Financial Research
6
Centre for Economic Policy Research
5
Universität Mannheim
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Federal Reserve System / Division of Research and Statistics
4
Australian National University / Faculty of Economics and Commerce
3
Chambre de commerce et d'industrie de Paris
3
Christian-Albrechts-Universität zu Kiel
3
Deutsche Forschungsgemeinschaft
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
European University Institute / Department of Economics
3
Goethe-Universität Frankfurt am Main
3
Institut für Höhere Studien
3
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
3
Internationaler Währungsfonds / Research Department
3
Kansantaloustieteen Laitos <Tampere>
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
University of Chicago / Center for Research in Security Prices
3
American Finance Association
2
Center for Economic Research <Tilburg>
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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2
Federal Reserve Bank of San Francisco
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2
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2
International Monetary Fund
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Massachusetts Institute of Technology / Department of Economics
2
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
2
The Wharton Financial Institutions Center
2
USA / Department of Agriculture
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
University of Exeter / Department of Economics
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Berichte zur Stochastik und verwandten Gebieten
2
Cahiers de recherches économiques / Mémoire de diplôme
2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
Cahiers de recherches économiques
1
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ECONIS (ZBW)
7
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1
Pricing of European options when the underlying stock price follows a linear birth-death process
Korn, Ralf
;
Kreer, Markus
;
Lenssen, Mark
-
1995
Persistent link: https://www.econbiz.de/10000929353
Saved in:
2
Extremal behaviour of diffusion models in finance
Borkovec, Milan
;
Klüppelberg, Claudia
-
1996
Persistent link: https://www.econbiz.de/10000960264
Saved in:
3
Short tales, price pressure, and the stock price response to convertible bond calls
Bechmann, Ken L.
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851134
Saved in:
4
Speculative bubbles in stock prices? : Tests based on the price-dividend ratio
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001998442
Saved in:
5
Asset pricing and trading volume in heterogeneous agent models with incomplete markets
Theler, Jean-Paul
-
1994
Persistent link: https://www.econbiz.de/10000889769
Saved in:
6
Le price-earnings ratio
Dunant, Anne
-
1992
Persistent link: https://www.econbiz.de/10000872054
Saved in:
7
Le phénomène de "Mean Reversion" dans les prix boursiers : survol théorique et évidence sur le marché Suisse
Christen, François
-
1994
Persistent link: https://www.econbiz.de/10000901463
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