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~institution:"Centre for Analytical Finance <Århus>"
~subject:"ARCH-Modell"
~subject:"Regressionsanalyse"
~subject:"Time series analysis"
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ARCH-Modell
Regressionsanalyse
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Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
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11
Zinsstruktur
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10
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7
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12
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12
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English
12
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Myhre Lildholt, Peter
2
Rahbek, Anders
2
Barndorff-Nielsen, Ole E.
1
Busch, Thomas
1
Christiansen, Charlotte
1
Jensen, Morten Berg
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
Lunde, Asger
1
Nielsen, Morten Ørregaard
1
Shepard, Neil
1
Strunk Hansen, Charlotte
1
Søndergaard Rasmussen, Nicki
1
Tolver Jensen, Søren
1
Tuypens, Bjorn E.
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
98
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
67
Ekonomiska forskningsinstitutet <Stockholm>
49
European University Institute / Department of Economics
33
Econometrisch Instituut <Rotterdam>
11
Umeå universitet
11
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
8
Centre for Quantitative Economics & Computing
7
Shakai-Keizai-Kenkyūsho <Osaka>
7
Christian-Albrechts-Universität zu Kiel
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Gottfried Wilhelm Leibniz Universität Hannover
6
Instituto Valenciano de Investigaciones Económicas
6
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
6
Umeå Universitet / Institutionen för Nationalekonomi
6
University of Strathclyde / Department of Economics
6
Center for Economic Research <Tilburg>
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
European University Institute / Department of Law
5
London School of Economics and Political Science
5
Massachusetts Institute of Technology / Department of Economics
5
University of Cambridge / Department of Applied Economics
5
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4
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Springer Fachmedien Wiesbaden
4
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3
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3
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3
Leibniz-Institut für Wirtschaftsforschung Halle
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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 estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
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
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:
6
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
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
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:
10
Econometric analysis of realised covariation : high frequency covariance, regression and correlation in financial economics
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686826
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