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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Virginia Polytechnic Institute and State University / Department of Economics"
~subject:"Markov chain"
~subject:"Statistischer Test"
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Markov chain
Statistischer Test
Theorie
90
Theory
90
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Statistical test
10
Stochastic process
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Stochastischer Prozess
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Option trading
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Optionsgeschäft
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Cointegration
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Einheitswurzeltest
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Forecasting model
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Hedging
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English
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Ashley, Richard A.
2
Hansen, Peter Reinhard
2
Lunde, Asger
2
Patterson, Douglas M.
2
Taulbjerg, Jes
2
Ashley, Rick
1
Barndorff-Nielsen, Ole E.
1
Christiansen, Charlotte
1
Di Miscia, Orazio
1
Hansen, Niels Richard
1
Jakubenas, Paulius
1
Kessler, Mathieu
1
Mikkelsen, Peter
1
Shephard, Neil G.
1
Sørensen, Michael
1
Ørregaard Nielsen, Morten
1
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Centre for Analytical Finance <Århus>
Virginia Polytechnic Institute and State University / Department of Economics
National Bureau of Economic Research
25
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
24
OECD
14
Center for Economic Research <Tilburg>
8
Ekonomiska forskningsinstitutet <Stockholm>
8
Organisation for Economic Co-operation and Development
8
Brown University / Department of Economics
5
Columbia University / Department of Economics
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Econometrisch Instituut <Rotterdam>
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Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
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European University Institute / Department of Economics
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Social Systems Research Institute
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Springer Fachmedien Wiesbaden
4
Johns Hopkins University / Department of Economics
3
London School of Economics and Political Science
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
University of British Columbia / Finance Division
3
University of California Davis / Department of Economics
3
University of Strathclyde / Department of Economics
3
Université de Montréal / Département de sciences économiques
3
Aarhus Universitet / Afdeling for Nationaløkonomi
2
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
2
Christian-Albrechts-Universität zu Kiel
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
European University Institute / Department of Law
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Federal Reserve Bank of St. Louis
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Instituto Valenciano de Investigaciones Económicas
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Jingji-Yanjiusuo <Taipeh>
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Queen Mary College / Department of Economics
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Rutgers University / Department of Economics
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
12
Working papers / Department of Economics, Virginia Polytechnic Institute and State University
3
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ECONIS (ZBW)
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Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
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2
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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3
Evaluating the effectiveness of state-switching time series models for US real output
Ashley, Richard A.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002092071
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4
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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5
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
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6
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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7
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
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8
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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9
Evaluating the effectiveness of nonlinear time series models : a new approach
Ashley, Richard A.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001631177
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10
Statistically significant forecasting improvements : how much out-of-sample data is likely necessary?
Ashley, Rick
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001566143
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