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~institution:"Centre for Analytical Finance <Århus>"
~language:"eng"
~language:"hun"
~language:"rus"
~subject:"Monte-Carlo-Simulation"
~subject:"Share price"
~subject:"Volatilität"
~subject:"World"
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Monte-Carlo-Simulation
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Barndorff-Nielsen, Ole E.
1
Bechmann, Ken L.
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Di Miscia, Orazio
1
Engsted, Tom
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
799
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65
Ekonomiska forskningsinstitutet <Stockholm>
29
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Resources for the Future, Inc.
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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
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
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2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
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3
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
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4
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
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5
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
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contributor
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
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6
Short tales, price pressure, and the stock price response to convertible bond calls
Bechmann, Ken L.
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contributor
)
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2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851134
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7
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
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contributor
)
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2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
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8
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
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contributor
)
-
2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
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9
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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10
Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269
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