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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Université de Montréal / Département de sciences économiques"
~subject:"Markov-Kette"
~subject:"Time series analysis"
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Markov-Kette
Time series analysis
Theorie
83
Theory
83
Option pricing theory
14
Optionspreistheorie
14
Stochastic process
12
Stochastischer Prozess
12
Yield curve
11
Zinsstruktur
11
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Schätzung
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Hedging
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Christiansen, Charlotte
2
Andersen, Torben
1
Bollerslev, Tim
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Busch, Thomas
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Di Miscia, Orazio
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Dufour, Jean-Marie
1
Gonçalves, Sílvia
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Hansen, Niels Richard
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Kessler, Mathieu
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Kilian, Lutz
1
Koulikov, Dmitri
1
Meddahi, Nour
1
Mikkelsen, Peter
1
Myhre Lildholt, Peter
1
Neifar, Malika
1
Rahbek, Anders
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
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Centre for Analytical Finance <Århus>
Université de Montréal / Département de sciences économiques
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
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Umeå Universitet / Institutionen för Nationalekonomi
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Gottfried Wilhelm Leibniz Universität Hannover
6
London School of Economics and Political Science
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Centre for Quantitative Economics & Computing
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Christian-Albrechts-Universität zu Kiel
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European University Institute / Department of Law
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Institut für Höhere Studien
4
Instituto Valenciano de Investigaciones Económicas
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Springer Fachmedien Wiesbaden
4
University of Cambridge / Department of Applied Economics
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University of Exeter / Department of Economics
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Organisation for Economic Co-operation and Development
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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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University of British Columbia / Finance Division
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University of Chicago / Center for Research in Security Prices
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
11
Cahier / Départment de Sciences Économiques, Université de Montréal
3
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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
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:
4
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
5
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
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6
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
7
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
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8
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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9
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
Saved in:
10
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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