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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Université de Montréal / Département de sciences économiques"
~subject:"Statistischer Test"
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Statistischer Test
Theorie
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Option pricing theory
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Dufour, Jean-Marie
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Centre for Analytical Finance <Århus>
Université de Montréal / Département de sciences économiques
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
19
OECD
14
National Bureau of Economic Research
12
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8
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
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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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Power variation and time change
Barndorff-Nielsen, Ole E.
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contributor
); …
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
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2
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
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3
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
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4
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
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5
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
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6
Testing mean-variance efficiency in CAPM with possibly non-Gaussian errors : an exact simulation-based approach
Beaulieu, Marie-Christine
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947329
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7
Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models
Dufour, Jean-Marie
(
contributor
);
Khalaf, Lynda
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947824
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8
Projection-based statistical inference in linear structural models with possibly weak instruments
Dufour, Jean-Marie
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947827
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9
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
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10
Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of volatility models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
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