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~institution:"Centre for Analytical Finance <Århus>"
~institution:"European University Institute / Department of Law"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Markov chain"
~subject:"Monte Carlo simulation"
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Estimation theory
Forecasting model
Markov chain
Monte Carlo simulation
Theorie
150
Theory
150
Option pricing theory
13
Optionspreistheorie
13
Estimation
12
Schätzung
12
Time series analysis
12
Zeitreihenanalyse
12
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
EU countries
9
EU-Staaten
9
Risiko
9
Risk
9
Volatility
9
Volatilität
9
Monte-Carlo-Simulation
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Prognoseverfahren
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Statistical test
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Statistischer Test
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ARCH model
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ARCH-Modell
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Cointegration
6
Kointegration
6
Markov-Kette
6
Portfolio selection
6
Portfolio-Management
6
Schätztheorie
6
Geldpolitik
5
Monetary policy
5
CAPM
4
Competition
4
Costs
4
Economic analysis of law
4
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Free
7
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Book / Working Paper
25
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Arbeitspapier
24
Graue Literatur
24
Non-commercial literature
24
Working Paper
24
Language
All
English
25
Author
All
Lütkepohl, Helmut
3
Marcellino, Massimiliano
3
Di Miscia, Orazio
2
Kuzin, Vladimir
2
Schumacher, Christian
2
Sørensen, Michael
2
Ørregaard Nielsen, Morten
2
Brueggemann, Ralf
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Grasselli, M.R.
1
Hansen, Niels Richard
1
Herwartz, Helmut
1
Hurd, T.R.
1
Jordà, Òscar
1
Kessler, Mathieu
1
Knüppel, Malte
1
Mikkelsen, Peter
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Schmid, Wolfgang
1
Sirchenko, Andrei
1
Stegenborg Larsen, Kristian
1
Stentoft, Lars
1
Strunk Hansen, Charlotte
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Tanggaard, Carsten
1
Tuypens, Bjorn E.
1
Tzotchev, Dobromir
1
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Institution
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Centre for Analytical Finance <Århus>
European University Institute / Department of Law
National Bureau of Economic Research
182
Ekonomiska forskningsinstitutet <Stockholm>
42
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
31
European University Institute / Department of Economics
27
Umeå universitet
23
Center for Economic Research <Tilburg>
18
University of New England / Department of Econometrics
18
Federal Reserve System / Division of Research and Statistics
15
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
13
Birkbeck College / Department of Economics
12
University of Exeter / Department of Economics
12
Forschungsinstitut zur Zukunft der Arbeit
11
Universität Basel / Institut für Statistik und Ökonometrie
10
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
9
Umeå Universitet / Institutionen för Nationalekonomi
8
University of Strathclyde / Department of Economics
8
Centre for Quantitative Economics & Computing
7
Econometrisch Instituut <Rotterdam>
7
Rodney L. White Center for Financial Research
7
Rutgers University / Department of Economics
7
Springer Fachmedien Wiesbaden
7
Aarhus Universitet / Afdeling for Nationaløkonomi
6
Christian-Albrechts-Universität zu Kiel
6
Federal Reserve Bank of St. Louis
6
National Institute of Economic and Social Research
6
OECD
6
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
6
University of Canterbury / Dept. of Economics and Finance
6
University of Warwick / Department of Economics
6
Zakład Teorii Prognoz <Krakau>
6
Banque de France / Direction des Etudes Economiques et de la Recherche
5
Brown University / Department of Economics
5
Centre for Microdata Methods and Practice <London>
5
Chambre de commerce et d'industrie de Paris
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Deutsche Forschungsgemeinschaft
5
Erasmus Research Institute of Management
5
Federal Reserve Bank of San Francisco
5
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
18
EUI working paper
7
Source
All
ECONIS (ZBW)
25
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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
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
Saved in:
3
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
4
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
Saved in:
5
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
6
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
Saved in:
7
On time-reversibility and estimating functions for Markov processes
Kessler, Mathieu
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690055
Saved in:
8
Classification of Markov chains on Rk
Hansen, Niels Richard
(
contributor
)
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543227
Saved in:
9
Boundary and bias correction in kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543238
Saved in:
10
Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269
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