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~institution:"Centre for Analytical Finance <Århus>"
~institution:"London School of Economics and Political Science"
~subject:"Markov-Kette"
~subject:"Time series analysis"
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Markov-Kette
Time series analysis
Theorie
115
Theory
113
Option pricing theory
14
Optionspreistheorie
14
Stochastic process
12
Stochastischer Prozess
12
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11
Zeitreihenanalyse
11
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11
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Welt
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Tong, Howell
3
Christiansen, Charlotte
2
Busch, Thomas
1
Di Miscia, Orazio
1
Hansen, Niels Richard
1
Kessler, Mathieu
1
Koulikov, Dmitri
1
Matsuda, Yasumasa
1
Mikkelsen, Peter
1
Myhre Lildholt, Peter
1
Norberg, Ragnar
1
Penzer, Jeremy
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Quah, Danny
1
Rahbek, Anders
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Tolver Jensen, Søren
1
Tripodis, Yorghos
1
Wolff, Rodney C.
1
Yajima, Yoshihiro
1
Yao, Qiwei
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Zhang, Zhi-Qiang
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Centre for Analytical Finance <Århus>
London School of Economics and Political Science
National Bureau of Economic Research
78
Ekonomiska forskningsinstitutet <Stockholm>
49
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
49
European University Institute / Department of Economics
32
Umeå universitet
12
Econometrisch Instituut <Rotterdam>
9
University of Strathclyde / Department of Economics
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Gottfried Wilhelm Leibniz Universität Hannover
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Centre for Quantitative Economics & Computing
5
Christian-Albrechts-Universität zu Kiel
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European University Institute / Department of Law
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Institut für Höhere Studien
4
Instituto Valenciano de Investigaciones Económicas
4
Springer Fachmedien Wiesbaden
4
University of Cambridge / Department of Applied Economics
4
University of Exeter / Department of Economics
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Organisation for Economic Co-operation and Development
3
Shakai-Keizai-Kenkyūsho <Osaka>
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Social Systems Research Institute
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
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Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
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Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
11
Research reports / LSE
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ECONIS (ZBW)
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1
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
2
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
3
On characterizations od spectral density matrices by cross validated log likelihood criterion
Matsuda, Yasumasa
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002144601
Saved in:
4
Statistical tests for Lyapunov exponents of deterministic systems
Wolff, Rodney C.
(
contributor
);
Yao, Qiwei
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002075170
Saved in:
5
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
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
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
Saved in:
8
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
9
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
Saved in:
10
On time-reversibility and estimating functions for Markov processes
Kessler, Mathieu
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690055
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