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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique"
~subject:"Börsenkurs"
~subject:"Time series analysis"
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Börsenkurs
Time series analysis
Theorie
103
Theory
103
Estimation
14
Schätzung
14
Option pricing theory
13
Optionspreistheorie
13
Yield curve
12
Zinsstruktur
12
CAPM
9
Stochastic process
9
Stochastischer Prozess
9
Estimation theory
8
Monte Carlo simulation
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Volatility
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Kointegration
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Option trading
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Optionsgeschäft
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Probability theory
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Wahrscheinlichkeitsrechnung
4
Consumer behaviour
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Financial market
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12
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Graue Literatur
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Non-commercial literature
10
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9
Working Paper
9
Hochschulschrift
1
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English
10
French
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Bechmann, Ken L.
1
Busch, Thomas
1
Christen, François
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Dunant, Anne
1
Engsted, Tom
1
Koulikov, Dmitri
1
Myhre Lildholt, Peter
1
Rahbek, Anders
1
Søndergaard Rasmussen, Nicki
1
Tanggaard, Carsten
1
Theler, Jean-Paul
1
Tolver Jensen, Søren
1
Ørregaard Nielsen, Morten
1
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Centre for Analytical Finance <Århus>
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
National Bureau of Economic Research
326
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
64
Ekonomiska forskningsinstitutet <Stockholm>
54
European University Institute / Department of Economics
35
Birkbeck College / Department of Economics
13
Umeå universitet
11
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Econometrisch Instituut <Rotterdam>
7
Escola de Pós-Graduação em Economia <Rio de Janeiro>
7
Institut für Höhere Studien
7
Rodney L. White Center for Financial Research
7
Australian National University / Faculty of Economics and Commerce
6
Centre for Economic Policy Research
6
Centre for Quantitative Economics & Computing
6
Internationaler Währungsfonds / Research Department
6
Umeå Universitet / Institutionen för Nationalekonomi
6
University of Exeter / Department of Economics
6
Aarhus Universitet / Afdeling for Nationaløkonomi
5
European University Institute / Department of Law
5
Federal Reserve System / Board of Governors
5
Federal Reserve System / Division of Research and Statistics
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
University of Cambridge / Department of Applied Economics
5
Universität Mannheim
5
Center for Economic Research <Tilburg>
4
Christian-Albrechts-Universität zu Kiel
4
Institut für Weltwirtschaft
4
Instituto Valenciano de Investigaciones Económicas
4
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
4
University of Chicago / Center for Research in Security Prices
4
University of Warwick / Department of Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Chambre de commerce et d'industrie de Paris
3
Deutsche Forschungsgemeinschaft
3
Erasmus Research Institute of Management
3
Goethe-Universität Frankfurt am Main
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Institut for Finansiering <Frederiksberg>
3
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
9
Cahiers de recherches économiques / Mémoire de diplôme
2
Cahiers de recherches économiques
1
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ECONIS (ZBW)
12
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1
Semiparametric analysis of stationary fractional cointegration and the implied-realized volatility relation in high-frequency options data
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599144
Saved in:
2
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:
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
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:
5
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:
6
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:
7
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
8
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
Saved in:
9
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
10
Asset pricing and trading volume in heterogeneous agent models with incomplete markets
Theler, Jean-Paul
-
1994
Persistent link: https://www.econbiz.de/10000889769
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