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~institution:"Centre for Analytical Finance <Århus>"
~institution:"International Institute of Public Finance"
~subject:"Forecasting model"
~subject:"Theorie"
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Forecasting model
Theorie
Finanzpolitik
9
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6
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4
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00.00.1987
1
00.00.1989
1
091394902!
1
22.08.1988
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26.08.1985
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ARCH model
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Barndorff-Nielsen, Ole E.
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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2
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
Saved in:
3
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
Saved in:
4
Public finance and performance of enterprises
Neumann, Manfred
(
ed.
)
-
1989
Persistent link: https://www.econbiz.de/10013165824
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5
Public finance and steady economic growth : Buenos Aires, 1989
Krause-Junk, Gerold
(
ed.
)
-
1990
Persistent link: https://www.econbiz.de/10013450961
Saved in:
6
The economics of globalization : policy perspectives from public economics ; [esssays based on lectures delivered at the 1996 Congress of the International Institute of Public Fina...
Razin, Asaf
(
ed.
);
Tsadḳah, Efrayim
(
contributor
)
-
1999
-
1. publ.
Persistent link: https://www.econbiz.de/10000647683
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