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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Federal Reserve System / Division of Research and Statistics"
~language:"ara"
~language:"eng"
~subject:"Kapitaleinkommen"
~subject:"Stochastischer Prozess"
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Kapitaleinkommen
Stochastischer Prozess
Theorie
136
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15
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Barndorff-Nielsen, Ole E.
6
Shephard, Neil G.
3
Swamy, Paravastu A. V. B.
2
Zhou, Chunsheng
2
Chang, I-Lok
1
Di Miscia, Orazio
1
Hallahan, Charles B.
1
Jensen, Morten Berg
1
Jones, Charles I.
1
Levendorskij, Sergej Z.
1
Lunde, Asger
1
Mehta, J. S.
1
Nicolato, Elisa
1
Shepard, Neil
1
Singamsetti, Rao N.
1
Stelzer, Robert
1
Strunk Hansen, Charlotte
1
Sørensen, Helle
1
Sørensen, Michael
1
Tuypens, Bjorn E.
1
Uchida, Masayuki
1
Venardos, Emmanouil
1
Williams, John C.
1
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Centre for Analytical Finance <Århus>
Federal Reserve System / Division of Research and Statistics
National Bureau of Economic Research
237
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
44
Rodney L. White Center for Financial Research
12
Erasmus Research Institute of Management
9
University of Chicago / Center for Research in Security Prices
7
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
6
The Wharton Financial Institutions Center
6
Birkbeck College / Department of Economics
5
Econometrisch Instituut <Rotterdam>
5
Judge Institute of Management Studies
5
University of Exeter / Department of Economics
5
Centre for Economic Policy Research
4
European University Institute / Department of Economics
4
International Center for Financial Asset Management and Engineering
4
Svenska Handelshögskolan <Helsinki>
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
University of British Columbia / Finance Division
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Institute of Finance and Accounting <London>
3
Institutionen för Skogsekonomi <Ume°a>
3
School of Economics and Finance <Brisbane>
3
Springer Fachmedien Wiesbaden
3
University of Essex / Department of Economics
3
Universität Mannheim
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Bonn Graduate School of Economics
2
Chambre de commerce et d'industrie de Paris
2
Conference on Risk and the Rate of Return <1973, Vail, Colo.>
2
Ekonomiska forskningsinstitutet <Stockholm>
2
European University Institute / Department of Law
2
Federal Reserve Bank of San Francisco
2
Federal Reserve System / Board of Governors
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Frank J. Fabozzi Associates <New Hope, Pa.>
2
HWWA-Institut für Wirtschaftsforschung
2
Harvard Institute of Economic Research
2
Innocenzo Gasparini Institute for Economic Research <Mailand>
2
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
12
Finance and economics discussion series
5
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ECONIS (ZBW)
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1
Measuring the social return to R&D
Jones, Charles I.
-
1997
Persistent link: https://www.econbiz.de/10000961486
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2
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
3
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
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4
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
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5
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
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6
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
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7
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
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8
Option pricing in stochastic volatility models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
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9
Realised power variation and stochastic models
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607775
Saved in:
10
Efficient computation of stochastic coefficients models
Chang, I-Lok
;
Hallahan, Charles B.
;
Swamy, Paravastu A. …
-
1990
Persistent link: https://www.econbiz.de/10000978913
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