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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Arbeitslosigkeit"
~subject:"Börsenkurs"
~subject:"Zeitreihenanalyse"
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Arbeitslosigkeit
Börsenkurs
Zeitreihenanalyse
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Estimation
10
Schätzung
10
Stochastic process
10
Stochastischer Prozess
10
Volatility
10
Volatilität
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Monte Carlo simulation
8
Monte-Carlo-Simulation
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ARCH model
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CAPM
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Markov chain
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Markov-Kette
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Forecast
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Kleinste-Quadrate-Methode
4
Least squares method
4
Option trading
4
Optionsgeschäft
4
Prognose
4
Regression analysis
4
Regressionsanalyse
4
Analysis of variance
3
Bubbles
3
Capital income
3
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Book / Working Paper
10
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Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Language
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English
10
Author
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Myhre Lildholt, Peter
2
Bechmann, Ken L.
1
Brunetti, Celso
1
Busch, Thomas
1
Christiansen, Charlotte
1
Engsted, Tom
1
Hansen, Peter Reinhard
1
Koulikov, Dmitri
1
Lunde, Asger
1
Rahbek, Anders
1
Søndergaard Rasmussen, Nicki
1
Tanggaard, Carsten
1
Tolver Jensen, Søren
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
631
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
75
Ekonomiska forskningsinstitutet <Stockholm>
57
European University Institute / Department of Economics
40
OECD
37
Forschungsinstitut zur Zukunft der Arbeit
36
Centre for Economic Policy Research
20
Institut für Weltwirtschaft
20
Federal Reserve Bank of St. Louis
18
Zentrum für Europäische Wirtschaftsforschung
17
Umeå universitet
16
Birkbeck College / Department of Economics
13
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
13
Edward Elgar Publishing
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Umeå Universitet / Institutionen för Nationalekonomi
12
Centre for Economic Performance
11
Center for Economic Research <Tilburg>
10
Econometrisch Instituut <Rotterdam>
10
Federal Reserve System / Division of Research and Statistics
10
Rodney L. White Center for Financial Research
10
University of Oxford / Institute of Economics and Statistics
10
William Davidson Institute <Ann Arbor, Mich.>
10
Federal Reserve Bank of New York
9
Gottfried Wilhelm Leibniz Universität Hannover
9
Institut für Höhere Studien
9
University of Exeter / Department of Economics
9
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
9
W. E. Upjohn Institute for Employment Research <Kalamazoo, Mich.>
9
Australian National University / Faculty of Economics and Commerce
8
Christian-Albrechts-Universität zu Kiel
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
European University Institute / Department of Law
8
Internationaler Währungsfonds / Research Department
8
New York Stock Exchange
8
University of Chicago / Center for Research in Security Prices
8
Aarhus Universitet / Afdeling for Nationaløkonomi
7
Escola de Pós-Graduação em Economia <Rio de Janeiro>
7
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
7
Macquarie University / Department of Economics
7
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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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Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
2
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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:
6
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:
7
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:
8
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:
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
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:
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