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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Börsenkurs"
~subject:"Monte-Carlo-Simulation"
~subject:"Prognoseverfahren"
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Börsenkurs
Monte-Carlo-Simulation
Prognoseverfahren
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
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Stochastic process
10
Stochastischer Prozess
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Estimation
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Monte Carlo simulation
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Schätzung
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Markov chain
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Schätztheorie
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CAPM
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Option trading
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Optionsgeschäft
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Cointegration
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Einheitswurzeltest
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Hedging
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Kleinste-Quadrate-Methode
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Kointegration
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Least squares method
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Probability theory
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Regression analysis
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Regressionsanalyse
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Statistical distribution
3
Statistische Verteilung
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Arbeitspapier
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Graue Literatur
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11
Working Paper
11
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English
11
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Bechmann, Ken L.
1
Busch, Thomas
1
Di Miscia, Orazio
1
Engsted, Tom
1
Grasselli, M.R.
1
Hurd, T.R.
1
Mikkelsen, Peter
1
Nielsen, Morten Ørregaard
1
Schmid, Wolfgang
1
Stentoft, Lars
1
Strunk Hansen, Charlotte
1
Søndergaard Rasmussen, Nicki
1
Tanggaard, Carsten
1
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1
Tzotchev, Dobromir
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
308
Ekonomiska forskningsinstitutet <Stockholm>
24
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
21
Birkbeck College / Department of Economics
11
Christian-Albrechts-Universität zu Kiel
8
Rodney L. White Center for Financial Research
8
European University Institute / Department of Economics
7
European University Institute / Department of Law
7
Federal Reserve System / Division of Research and Statistics
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
7
University of Exeter / Department of Economics
7
University of Strathclyde / Department of Economics
7
Centre for Economic Policy Research
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
6
Zakład Teorii Prognoz <Krakau>
6
Centre for Quantitative Economics & Computing
5
Econometrisch Instituut <Rotterdam>
5
Erasmus Research Institute of Management
5
Federal Reserve Bank of San Francisco
5
Federal Reserve System / Board of Governors
5
National Institute of Economic and Social Research
5
Springer Fachmedien Wiesbaden
5
University of Canterbury / Dept. of Economics and Finance
5
Centre for International Research on Economic Tendency Surveys
4
International Monetary Fund
4
Robert Schuman Centre for Advanced Studies
4
Rutgers University / Department of Economics
4
School of Economics and Finance <Brisbane>
4
The Wharton Financial Institutions Center
4
Umeå Universitet / Institutionen för Nationalekonomi
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Umeå universitet
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University of Cambridge / Department of Applied Economics
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Universität Mannheim
4
Australian National University / Faculty of Economics and Commerce
3
Center for Economic Research <Tilburg>
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Deutsche Forschungsgemeinschaft
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
3
Federal Reserve Bank of St. Louis
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
11
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ECONIS (ZBW)
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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
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2
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:
3
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
4
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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5
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
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6
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
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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
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8
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
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9
Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269
Saved in:
10
A Monte Carlo method for exponential hedging of contingent claims
Grasselli, M.R.
(
contributor
);
Hurd, T.R.
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724279
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