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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Université de Montréal / Département de sciences économiques"
~subject:"Theorie"
~subject:"Zeitreihenanalyse"
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Theorie
Zeitreihenanalyse
Theory
83
Option pricing theory
14
Optionspreistheorie
14
Estimation
12
Schätzung
12
Stochastic process
12
Stochastischer Prozess
12
Time series analysis
12
USA
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United States
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Volatility
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Option trading
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Prognose
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Prognoseverfahren
4
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4
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86
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Graue Literatur
82
Non-commercial literature
82
Working Paper
82
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English
85
French
1
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Barndorff-Nielsen, Ole E.
8
Dufour, Jean-Marie
6
Lunde, Asger
4
Sørensen, Michael
4
Tanggaard, Carsten
4
Christensen, Bent Jesper
3
Di Miscia, Orazio
3
Ehlers, Lars H.
3
Hansen, Peter Reinhard
3
Mikkelsen, Peter
3
Myhre Lildholt, Peter
3
Shepard, Neil
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Brunetti, Celso
2
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Khalaf, Lynda
2
Klaus, Bettina
2
Løchte Jørgensen, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Raahauge, Peter
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Ørregaard Nielsen, Morten
2
Andersen, Torben
1
Bartholdy, Jan
1
Beaulieu, Marie-Christine
1
Beaulieu, Marie-Claude
1
Bechmann, Ken L.
1
Bollerslev, Tim
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Dudley, Leonard M.
1
Gonçalves, Sílvia
1
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Institution
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Centre for Analytical Finance <Århus>
Université de Montréal / Département de sciences économiques
National Bureau of Economic Research
7,104
Edward Elgar Publishing
405
Ekonomiska forskningsinstitutet <Stockholm>
284
OECD
279
Center for Economic Research <Tilburg>
278
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
257
Springer Fachmedien Wiesbaden
253
European University Institute / Department of Economics
250
IGI Global
212
International Monetary Fund
196
Forschungsinstitut zur Zukunft der Arbeit
165
World Bank
157
Institut für Weltwirtschaft
137
Internationaler Währungsfonds / Research Department
136
Centre for Economic Policy Research
134
Umeå universitet
127
Foerder Institute for Economic Research <Tēl-Āvîv>
126
Universitat Pompeu Fabra / Departament d'Economia i Empresa
107
University of Exeter / Department of Economics
106
Social Systems Research Institute
102
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
102
Springer-Verlag GmbH
91
Australian National University / Faculty of Economics and Commerce
84
Deutsche Forschungsgemeinschaft
79
Universitetet i Oslo / Økonomisk institutt
79
Massachusetts Institute of Technology / Department of Economics
78
Columbia University / Department of Economics
75
European University Institute / Department of Law
75
Federal Reserve System / Board of Governors
75
Robert Schuman Centre for Advanced Studies
75
De Gruyter Oldenbourg
74
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
73
University of Warwick / Department of Economics
73
Erasmus Research Institute of Management
71
Instituto Valenciano de Investigaciones Económicas
71
Deutschland / Bundeswehr / Universität Hamburg
69
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
69
Johns Hopkins University / Department of Economics
68
INSEAD
67
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
72
Cahier / Départment de Sciences Économiques, Université de Montréal
14
Source
All
ECONIS (ZBW)
86
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1
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
2
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
Saved in:
3
Correcting the errors : a note on volatility forecast evaluation based on high-frequency data and realized volatilities
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947554
Saved in:
4
Time series modelling of daily log-price ranges for SF/USD and USD/GBP
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719176
Saved in:
5
Short run and long run causality in time series : inference
Dufour, Jean-Marie
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001948010
Saved in:
6
A comparison of volatility models : does anything beat a GARCH(1,1)?
Hansen, Peter Reinhard
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563856
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7
Speculative bubbles in stock prices? : Tests based on the price-dividend ratio
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001998442
Saved in:
8
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
Saved in:
9
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
10
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
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