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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:"Optionspreistheorie"
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Estimation theory
Forecasting model
Markov chain
Optionspreistheorie
Theorie
143
Theory
143
Option pricing theory
14
Stochastic process
11
Stochastischer Prozess
11
Time series analysis
11
Yield curve
11
Zeitreihenanalyse
11
Zinsstruktur
11
Estimation
9
Prognoseverfahren
9
Schätzung
9
EU countries
8
EU-Staaten
8
Statistical test
8
Statistischer Test
8
Volatility
8
Volatilität
8
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Risiko
7
Risk
7
USA
7
United States
7
ARCH model
6
ARCH-Modell
6
Geldpolitik
6
Markov-Kette
6
Monetary policy
6
Portfolio selection
6
Portfolio-Management
6
Schätztheorie
6
Cointegration
5
Kointegration
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
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Free
8
Type of publication
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Book / Working Paper
32
Type of publication (narrower categories)
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Arbeitspapier
31
Graue Literatur
31
Non-commercial literature
31
Working Paper
31
Language
All
English
32
Author
All
Lütkepohl, Helmut
4
Marcellino, Massimiliano
3
Strunk Hansen, Charlotte
3
Kuzin, Vladimir
2
Mikkelsen, Peter
2
Schumacher, Christian
2
Sørensen, Michael
2
Bardsen, Gunnar
1
Brueggemann, Ralf
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Christensen, Claus Vorm
1
Christiansen, Charlotte
1
Di Miscia, Orazio
1
Grasselli, M.R.
1
Hansen, Niels Richard
1
Herwartz, Helmut
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Jordà, Òscar
1
Kessler, Mathieu
1
Knüppel, Malte
1
Nicolato, Elisa
1
Nielsen, Jens Perch
1
Peskir, Goran
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Raahauge, Peter
1
Schmid, Wolfgang
1
Sirchenko, Andrei
1
Stegenborg Larsen, Kristian
1
Stentoft, Lars
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Tanggaard, Carsten
1
Tuypens, Bjorn E.
1
Tzotchev, Dobromir
1
Venardos, Emmanouil
1
Ørregaard Nielsen, Morten
1
Širjaev, Alʹbert N.
1
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Institution
All
Centre for Analytical Finance <Århus>
European University Institute / Department of Law
National Bureau of Economic Research
142
Ekonomiska forskningsinstitutet <Stockholm>
43
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
European University Institute / Department of Economics
27
Umeå universitet
23
Center for Economic Research <Tilburg>
22
University of New England / Department of Econometrics
18
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
15
Birkbeck College / Department of Economics
13
Federal Reserve System / Division of Research and Statistics
13
Forschungsinstitut zur Zukunft der Arbeit
11
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
10
University of Exeter / Department of Economics
10
Universität Basel / Institut für Statistik und Ökonometrie
10
Svenska Handelshögskolan <Helsinki>
9
University of Strathclyde / Department of Economics
9
Centre for Quantitative Economics & Computing
8
Springer Fachmedien Wiesbaden
8
Umeå Universitet / Institutionen för Nationalekonomi
8
Verlag Dr. Kovač
8
Chambre de commerce et d'industrie de Paris
7
Econometrisch Instituut <Rotterdam>
7
Rodney L. White Center for Financial Research
7
Rutgers University / Department of Economics
7
Weierstraß-Institut für Angewandte Analysis und Stochastik
7
Banque de France / Direction des Etudes Economiques et de la Recherche
6
Bonn Graduate School of Economics
6
Christian-Albrechts-Universität zu Kiel
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
6
University of Cambridge / Department of Applied Economics
6
Zakład Teorii Prognoz <Krakau>
6
Brown University / Department of Economics
5
Centre for Microdata Methods and Practice <London>
5
Deutsche Forschungsgemeinschaft
5
Federal Reserve Bank of St. Louis
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Institut für Höhere Studien
5
Social Systems Research Institute
5
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
24
EUI working paper / ECO
8
Source
All
ECONIS (ZBW)
32
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1
New evidence on the implied-realized volatility relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
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2
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
3
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
4
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:
5
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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6
A note on the call-put parity and a call-put duality
Peskir, Goran
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560014
Saved in:
7
Implied loss distributions for catastrphe insurance derivates
Christensen, Claus Vorm
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560031
Saved in:
8
Cross-currency LIBOR market models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563858
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9
Classification of Markov chains on Rk
Hansen, Niels Richard
(
contributor
)
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543227
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10
Boundary and bias correction in kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543238
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