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~institution:"Centre for Analytical Finance <Århus>"
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Prognoseverfahren"
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ARCH model
Börsenkurs
Prognoseverfahren
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
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11
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11
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10
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10
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7
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Option trading
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Optionsgeschäft
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Kleinste-Quadrate-Methode
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Kointegration
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Least squares method
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3
Statistische Verteilung
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English
10
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Rahbek, Anders
2
Bechmann, Ken L.
1
Busch, Thomas
1
Christiansen, Charlotte
1
Engsted, Tom
1
Jensen, Morten Berg
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
Lunde, Asger
1
Myhre Lildholt, Peter
1
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1
Tanggaard, Carsten
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
306
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
26
Ekonomiska forskningsinstitutet <Stockholm>
24
Birkbeck College / Department of Economics
11
European University Institute / Department of Economics
10
Christian-Albrechts-Universität zu Kiel
8
Rodney L. White Center for Financial Research
8
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7
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Federal Reserve System / Division of Research and Statistics
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Shakai-Keizai-Kenkyūsho <Osaka>
6
Springer Fachmedien Wiesbaden
6
Zakład Teorii Prognoz <Krakau>
6
Erasmus Research Institute of Management
5
Federal Reserve Bank of San Francisco
5
Federal Reserve System / Board of Governors
5
Robert Schuman Centre for Advanced Studies
5
University of Strathclyde / Department of Economics
5
Center for Economic Research <Tilburg>
4
Centre for International Research on Economic Tendency Surveys
4
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4
International Monetary Fund
4
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4
School of Economics and Finance <Brisbane>
4
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4
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4
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4
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4
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4
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3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
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Federal Reserve Bank of St. Louis
3
Goethe-Universität Frankfurt am Main
3
Gottfried Wilhelm Leibniz Universität Hannover
3
IGI Global
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
10
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ECONIS (ZBW)
10
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1
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
Saved in:
2
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
3
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
4
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
Saved in:
5
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
Saved in:
6
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:
7
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
Saved in:
8
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
9
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
Saved in:
10
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:
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