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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:"Volatility"
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Estimation theory
Forecasting model
Markov chain
Volatility
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
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EU-Staaten
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Schätztheorie
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Geldpolitik
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Monetary policy
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CAPM
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Competition
4
Costs
4
Economic analysis of law
4
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8
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Book / Working Paper
28
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Arbeitspapier
27
Graue Literatur
27
Non-commercial literature
27
Working Paper
27
Language
All
English
28
Author
All
Lütkepohl, Helmut
3
Marcellino, Massimiliano
3
Christensen, Bent Jesper
2
Christiansen, Charlotte
2
Kuzin, Vladimir
2
Schumacher, Christian
2
Strunk Hansen, Charlotte
2
Sørensen, Helle
2
Sørensen, Michael
2
Ørregaard Nielsen, Morten
2
Barndorff-Nielsen, Ole E.
1
Brueggemann, Ralf
1
Busch, Thomas
1
Di Miscia, Orazio
1
Gruss, Bertrand
1
Hansen, Niels Richard
1
Hansen, Peter Reinhard
1
Herwartz, Helmut
1
Jordà, Òscar
1
Kessler, Mathieu
1
Knüppel, Malte
1
Lunde, Asger
1
Mikkelsen, Peter
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Nielsen, Jens Perch
1
Schmid, Wolfgang
1
Sgherri, Silvia
1
Shephard, Neil G.
1
Sirchenko, Andrei
1
Stegenborg Larsen, Kristian
1
Tanggaard, Carsten
1
Tuypens, Bjorn E.
1
Tzotchev, Dobromir
1
Venardos, Emmanouil
1
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Institution
All
Centre for Analytical Finance <Århus>
European University Institute / Department of Law
National Bureau of Economic Research
379
Ekonomiska forskningsinstitutet <Stockholm>
43
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
36
European University Institute / Department of Economics
33
Umeå universitet
22
Center for Economic Research <Tilburg>
19
Federal Reserve System / Division of Research and Statistics
18
University of New England / Department of Econometrics
18
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
16
Birkbeck College / Department of Economics
13
Forschungsinstitut zur Zukunft der Arbeit
13
University of Exeter / Department of Economics
11
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
10
Rodney L. White Center for Financial Research
10
Springer Fachmedien Wiesbaden
10
Umeå Universitet / Institutionen för Nationalekonomi
10
Universität Basel / Institut für Statistik und Ökonometrie
10
Internationaler Währungsfonds / Research Department
9
Chambre de commerce et d'industrie de Paris
8
International Monetary Fund
8
Rutgers University / Department of Economics
8
University of Strathclyde / Department of Economics
8
Centre for Quantitative Economics & Computing
7
Federal Reserve Bank of St. Louis
7
Institut für Weltwirtschaft
7
Brown University / Department of Economics
6
Christian-Albrechts-Universität zu Kiel
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
6
Deutsche Forschungsgemeinschaft
6
Econometrisch Instituut <Rotterdam>
6
Erasmus Research Institute of Management
6
Federal Reserve Bank of San Francisco
6
OECD
6
Svenska Handelshögskolan <Helsinki>
6
The Wharton Financial Institutions Center
6
University of Cambridge / Department of Applied Economics
6
Zakład Teorii Prognoz <Krakau>
6
Aarhus Universitet / Afdeling for Nationaløkonomi
5
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
20
EUI working paper
8
Source
All
ECONIS (ZBW)
28
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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
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
3
New evidence on the implied-realized volatility relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
4
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
5
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:
6
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
7
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:
8
On time-reversibility and estimating functions for Markov processes
Kessler, Mathieu
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690055
Saved in:
9
Option pricing in stochastic volatility models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
Saved in:
10
Classification of Markov chains on Rk
Hansen, Niels Richard
(
contributor
)
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543227
Saved in:
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