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~institution:"Centre for Analytical Finance <Århus>"
~language:"eng"
~language:"hun"
~language:"rus"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Share price"
~subject:"Volatilität"
~subject:"World"
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Maximum-Likelihood-Schätzung
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14
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Sørensen, Helle
2
Barndorff-Nielsen, Ole E.
1
Bechmann, Ken L.
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Engsted, Tom
1
Hansen, Peter Reinhard
1
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1
Lunde, Asger
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Myhre Lildholt, Peter
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Nicolato, Elisa
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1
Sørensen, Michael
1
Tanggaard, Carsten
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Taulbjerg, Jes
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
801
Edward Elgar Publishing
113
OECD
65
International Monetary Fund
27
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
25
Ekonomiska forskningsinstitutet <Stockholm>
23
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IGI Global
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Resources for the Future, Inc.
8
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8
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7
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7
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7
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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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
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2
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
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3
Short tales, price pressure, and the stock price response to convertible bond calls
Bechmann, Ken L.
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851134
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4
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702284
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5
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
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6
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
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7
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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8
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
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9
Option pricing in stochastic volatility models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
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10
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
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2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
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