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~institution:"Centre for Analytical Finance <Århus>"
~source:"econis"
~subject:"Börsenkurs"
~subject:"Mathematische Optimierung"
~subject:"Zeitreihenanalyse"
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Börsenkurs
Mathematische Optimierung
Zeitreihenanalyse
Theorie
69
Theory
69
Stochastic process
17
Stochastischer Prozess
17
Option pricing theory
16
Optionspreistheorie
16
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Yield curve
12
Zinsstruktur
12
Volatility
10
Volatilität
10
Estimation
9
Estimation theory
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Schätztheorie
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Schätzung
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Time series analysis
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Statistical test
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Statistischer Test
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ARCH model
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ARCH-Modell
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Markov chain
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Markov-Kette
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Cointegration
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Kointegration
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Option trading
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Optionsgeschäft
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CAPM
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Kleinste-Quadrate-Methode
4
Least squares method
4
Probability theory
4
Statistical distribution
4
Statistische Verteilung
4
Wahrscheinlichkeitsrechnung
4
Einheitswurzeltest
3
Hedging
3
Interest rate
3
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Book / Working Paper
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Arbeitspapier
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Graue Literatur
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Non-commercial literature
11
Working Paper
11
Language
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English
12
Author
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Ørregaard Nielsen, Morten
2
Bechmann, Ken L.
1
Bibby, Bo Martin
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Engsted, Tom
1
Koulikov, Dmitri
1
Myhre Lildholt, Peter
1
Raahauge, Peter
1
Rahbek, Anders
1
Skovgaard, Ib Michael
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Tanggaard, Carsten
1
Tolver Jensen, Søren
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
377
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
74
Ekonomiska forskningsinstitutet <Stockholm>
56
European University Institute / Department of Economics
34
Econometrisch Instituut <Rotterdam>
22
Deutsche Forschungsgemeinschaft
19
Erasmus Research Institute of Management
15
Center for Economic Research <Tilburg>
14
IGI Global
14
Birkbeck College / Department of Economics
13
Institut für Betriebswirtschaftslehre <Darmstadt> / Fachgebiet Operations-Research
12
Institut für Ökonometrie und Operations Research, Rheinische Friedrich-Wilhelms-Universität Bonn
12
Umeå universitet
12
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Escola de Pós-Graduação em Economia <Rio de Janeiro>
8
Institut für Höhere Studien
8
University of Exeter / Department of Economics
8
European University Institute / Department of Law
7
Gottfried Wilhelm Leibniz Universität Hannover
7
Rodney L. White Center for Financial Research
7
Australian National University / Faculty of Economics and Commerce
6
Centre for Economic Policy Research
6
Centre for Quantitative Economics & Computing
6
Federal Reserve System / Board of Governors
6
International Federation for Information Processing
6
Internationaler Währungsfonds / Research Department
6
Springer Fachmedien Wiesbaden
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Universität Mannheim
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Aarhus Universitet / Afdeling for Nationaløkonomi
5
Deutsche Gesellschaft für Operations-Research
5
Edward Elgar Publishing
5
Eric Cuvillier <Firma>
5
Federal Reserve System / Division of Research and Statistics
5
Instituto Valenciano de Investigaciones Económicas
5
International Institute for Applied Systems Analysis
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
5
Springer International Publishing
5
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
12
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ECONIS (ZBW)
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Semiparametric analysis of stationary fractional cointegration and the implied-realized volatility relation in high-frequency options data
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599144
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2
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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3
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
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4
Local empirical spectral measure of multivariate processes with long range dependence
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838828
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5
Diffusion-type models with given marginal and autocorrelation function
Bibby, Bo Martin
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748916
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6
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
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7
Short tales, price pressure, and the stock price response to convertible bond calls
Bechmann, Ken L.
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contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851134
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8
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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9
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
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10
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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