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~institution:"Centre for Analytical Finance <Århus>"
~source:"econis"
~subject:"Optionspreistheorie"
~subject:"United States"
~subject:"Zustandsraummodell"
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Optionspreistheorie
United States
Zustandsraummodell
Time series analysis
12
Zeitreihenanalyse
12
Theorie
6
Theory
6
ARCH model
5
ARCH-Modell
5
Volatility
3
Volatilität
3
Estimation
2
Heteroscedasticity
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Heteroskedastizität
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Option pricing theory
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Pfund Sterling
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Pound Sterling
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1999-2000
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Großbritannien
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Macroeconomics
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Makroökonomik
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Martingal
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Martingale
1
Prognoseverfahren
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1
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Brunetti, Celso
1
Busch, Thomas
1
Hansen, Peter Reinhard
1
Lunde, Asger
1
Myhre Lildholt, Peter
1
Søndergaard Rasmussen, Nicki
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
19
Federal Reserve Bank of St. Louis
9
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Econometrisch Instituut <Rotterdam>
4
Ekonomiska forskningsinstitutet <Stockholm>
4
University of Strathclyde / Department of Economics
4
Centre for Growth and Business Cycle Research <Manchester>
3
Organisation for Economic Co-operation and Development
3
University of Chicago / Center for Research in Security Prices
3
European University Institute / Department of Economics
2
European University Institute / Department of Law
2
Federal Reserve Bank of New York
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2
Queen Mary College / Department of Economics
2
School of Economics and Finance <Brisbane>
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School of Finance and Business Economics <Perth, Western Australia>
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Springer Fachmedien Wiesbaden
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Trinity College
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United States International Trade Commission / Office of Industries
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1
Business Information Centre <Toronto>
1
Centre for Quantitative Economics & Computing
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Commission on Money and Credit
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
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Conference on Panel Data and Labour Market Dynamics <3, 1992, Sandbjerg>
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Council of State Governments
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1
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1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
4
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ECONIS (ZBW)
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A comparison of volatility models : does anything beat a GARCH(1,1)?
Hansen, Peter Reinhard
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563856
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2
Time series modelling of daily log-price ranges for SF/USD and USD/GBP
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719176
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3
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
Saved in:
4
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
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