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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Börsenkurs"
~subject:"Cointegration"
~subject:"Schätztheorie"
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Börsenkurs
Cointegration
Schätztheorie
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Estimation
7
Monte Carlo simulation
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Schätzung
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Statistischer Test
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Volatility
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Markov chain
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Maximum likelihood estimation
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CAPM
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Option trading
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Optionsgeschäft
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Einheitswurzeltest
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Hedging
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Kleinste-Quadrate-Methode
3
Kointegration
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Least squares method
3
Probability theory
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Regression analysis
3
Regressionsanalyse
3
Statistical distribution
3
Statistische Verteilung
3
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Book / Working Paper
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Graue Literatur
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10
Working Paper
10
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English
10
Author
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Engsted, Tom
2
Tanggaard, Carsten
2
Bechmann, Ken L.
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
Sørensen, Helle
1
Sørensen, Michael
1
Taulbjerg, Jes
1
Tzotchev, Dobromir
1
Ørregaard Nielsen, Morten
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
229
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
49
Ekonomiska forskningsinstitutet <Stockholm>
38
European University Institute / Department of Economics
35
Umeå universitet
21
Center for Economic Research <Tilburg>
18
University of New England / Department of Econometrics
18
Birkbeck College / Department of Economics
13
University of Exeter / Department of Economics
12
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
11
Federal Reserve System / Division of Research and Statistics
10
Rodney L. White Center for Financial Research
10
Universität Basel / Institut für Statistik und Ökonometrie
10
Forschungsinstitut zur Zukunft der Arbeit
9
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
9
Deutsche Forschungsgemeinschaft
8
Aarhus Universitet / Afdeling for Nationaløkonomi
7
Australian National University / Faculty of Economics and Commerce
7
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
7
Centre for Microdata Methods and Practice <London>
6
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
6
Institut für Höhere Studien
6
Johns Hopkins University / Department of Economics
6
Københavns Universitet / Økonomisk Institut
6
Rutgers University / Department of Economics
6
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Centre for Economic Policy Research
5
Chambre de commerce et d'industrie de Paris
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
5
Institut für Weltwirtschaft
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
Universitetet i Oslo / Økonomisk institutt
5
Banque de France / Direction des Etudes Economiques et de la Recherche
4
Brown University / Department of Economics
4
Kansantaloustieteen Laitos <Tampere>
4
Massachusetts Institute of Technology / Department of Economics
4
Universität Mannheim
4
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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
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
3
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:
4
Optimal residual based tests for fractional cointegration and exchange rate dynamics
Nielsen, Morten Ørregaard
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702310
Saved in:
5
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
Saved in:
6
Misspecification versus bubbles in hyperinflation data : comment
Engsted, Tom
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660135
Saved in:
7
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
8
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
Saved in:
9
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
Saved in:
10
Boundary and bias correction in kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543238
Saved in:
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