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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Rodney L. White Center for Financial Research"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Markov chain"
~subject:"Zeitreihenanalyse"
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Estimation theory
Forecasting model
Markov chain
Zeitreihenanalyse
Theorie
115
Theory
115
Option pricing theory
14
Optionspreistheorie
14
Volatility
14
Volatilität
14
Yield curve
14
Zinsstruktur
14
Capital income
13
Kapitaleinkommen
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Estimation
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Share price
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Statistical test
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Statistischer Test
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Time series analysis
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ARCH model
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ARCH-Modell
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Forecast
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Portfolio selection
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Portfolio-Management
6
Prognose
6
Exchange rate
5
Hedging
5
Markov-Kette
5
Wechselkurs
5
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25
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Arbeitspapier
25
Graue Literatur
25
Non-commercial literature
25
Working Paper
25
Language
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English
25
Author
All
Brandt, Michael W.
5
Diebold, Francis X.
4
Alizadeh, Sassan
2
Christiansen, Charlotte
2
Kadlec, Gregory B.
2
Sørensen, Michael
2
Busch, Thomas
1
Christoffersen, Peter F.
1
Di Miscia, Orazio
1
Hansen, Niels Richard
1
Kang, Qiang
1
Kessler, Mathieu
1
Koulikov, Dmitri
1
Mikkelsen, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Jens Perch
1
Pástor, Ľuboš
1
Rahbek, Anders
1
Santa-Clara, Pedro
1
Schmid, Wolfgang
1
Souleles, Nicholas S.
1
Stambaugh, Robert F.
1
Stegenborg Larsen, Kristian
1
Strunk Hansen, Charlotte
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Tanggaard, Carsten
1
Tolver Jensen, Søren
1
Tuypens, Bjorn E.
1
Tzotchev, Dobromir
1
Ørregaard Nielsen, Morten
1
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Institution
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Centre for Analytical Finance <Århus>
Rodney L. White Center for Financial Research
National Bureau of Economic Research
191
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
65
Ekonomiska forskningsinstitutet <Stockholm>
64
European University Institute / Department of Economics
45
Umeå universitet
24
Center for Economic Research <Tilburg>
19
University of New England / Department of Econometrics
18
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
13
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
13
Birkbeck College / Department of Economics
12
Centre for Quantitative Economics & Computing
12
Federal Reserve System / Division of Research and Statistics
12
University of Exeter / Department of Economics
12
Universität Basel / Institut für Statistik und Ökonometrie
12
Econometrisch Instituut <Rotterdam>
11
Forschungsinstitut zur Zukunft der Arbeit
11
Umeå Universitet / Institutionen för Nationalekonomi
10
University of Strathclyde / Department of Economics
10
European University Institute / Department of Law
9
Gottfried Wilhelm Leibniz Universität Hannover
9
Institut für Höhere Studien
9
Rutgers University / Department of Economics
9
Springer Fachmedien Wiesbaden
9
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
London School of Economics and Political Science
8
Aarhus Universitet / Afdeling for Nationaløkonomi
7
Christian-Albrechts-Universität zu Kiel
7
University of Cambridge / Department of Applied Economics
7
Institut für Weltwirtschaft
6
Universitetet i Oslo / Økonomisk institutt
6
University of Southampton / Department of Economics
6
Zakład Teorii Prognoz <Krakau>
6
Australian National University / Faculty of Economics and Commerce
5
Banque de France / Direction des Etudes Economiques et de la Recherche
5
Brown University / Department of Economics
5
Centre for Microdata Methods and Practice <London>
5
Deutsche Forschungsgemeinschaft
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
17
Working papers / Rodney L. White Center for Financial Research
8
Source
All
ECONIS (ZBW)
25
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1
Financial asset returns, direction-of-change forecasting and volatility
Christoffersen, Peter F.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10003229525
Saved in:
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
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
4
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
5
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:
6
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:
7
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
8
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:
9
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:
10
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
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