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~institution:"Centre for Analytical Finance <Århus>"
~language:"eng"
~subject:"EU-Staaten"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Schätzung"
~subject:"Statistische Verteilung"
~subject:"USA"
~subject:"United States"
~subject:"Volatility"
~type:"book"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Hochschulschrift"
~type_genre:"Non-commercial literature"
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EU-Staaten
Maximum-Likelihood-Schätzung
Schätzung
Statistische Verteilung
USA
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Volatility
Theorie
66
Theory
66
Option pricing theory
13
Optionspreistheorie
13
Yield curve
11
Zinsstruktur
11
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7
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7
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7
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Time series analysis
6
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6
Estimation theory
5
Markov chain
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Markov-Kette
5
Schätztheorie
5
CAPM
4
Maximum likelihood estimation
4
Option trading
4
Optionsgeschäft
4
Cointegration
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Einheitswurzeltest
3
Hedging
3
Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
Probability theory
3
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3
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3
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3
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3
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Book / Working Paper
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Collection of articles written by one author
Handbuch
Hochschulschrift
Non-commercial literature
Arbeitspapier
16
Graue Literatur
16
Working Paper
16
Language
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English
Author
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Lunde, Asger
2
Sørensen, Helle
2
Tanggaard, Carsten
2
Barndorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Hansen, Peter Reinhard
1
Jensen, Morten Berg
1
Kristensen, Dennis
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Rahbek, Anders
1
Shephard, Neil G.
1
Strunk Hansen, Charlotte
1
Taulbjerg, Jes
1
Venardos, Emmanouil
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
77
Forschungsinstitut zur Zukunft der Arbeit
53
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
51
Ekonomiska forskningsinstitutet <Stockholm>
50
Robert Schuman Centre for Advanced Studies
40
European University Institute / Department of Economics
37
Institut für Weltwirtschaft
29
USA / General Accounting Office
29
Europäische Kommission / Gemeinsame Forschungsstelle
28
Internationaler Währungsfonds / Research Department
28
European University Institute / Department of Law
26
Birkbeck College / Department of Economics
21
Springer Fachmedien Wiesbaden
21
Centre for Economic Policy Research
17
OECD
17
Zentrum für Europäische Wirtschaftsforschung
17
Federal Reserve Bank of New York
16
Federal Reserve Bank of San Francisco
16
Trinity College Dublin / Department of Economics
16
Christian-Albrechts-Universität zu Kiel
15
Deutschland / Umweltbundesamt
15
Federal Reserve System / Division of Research and Statistics
15
Friedrich-Schiller-Universität Jena
15
Universität Mannheim
15
Center for Economic Research <Tilburg>
14
Centre for Economic Performance
14
Federal Reserve Bank of St. Louis
14
The Wharton Financial Institutions Center
14
University of Michigan / Department of Economics
14
University of Strathclyde / Department of Economics
14
Federal Reserve System / Board of Governors
12
Research Seminar in International Economics
12
Rodney L. White Center for Financial Research
12
Columbia University / Department of Economics
11
Europäische Kommission / Generaldirektion Wettbewerb
11
Federal Reserve Bank of Cleveland
11
Goethe-Universität Frankfurt am Main
11
Massachusetts Institute of Technology / Department of Economics
11
University of Exeter / Department of Economics
11
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
16
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ECONIS (ZBW)
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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
Saved in:
2
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
3
New evidence on the implied-realized volatility relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
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
Saved in:
5
Optimal residual based tests for fractional cointegration and exchange rate dynamics
Nielsen, Morten Ørregaard
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702310
Saved in:
6
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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7
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
8
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
Saved in:
9
Global polynomial kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543234
Saved in:
10
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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