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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Börsenkurs"
~subject:"Prognoseverfahren"
~subject:"Volatility"
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Börsenkurs
Prognoseverfahren
Volatility
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
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7
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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
3
Kointegration
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Least squares method
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Probability theory
3
Regression analysis
3
Regressionsanalyse
3
Statistical distribution
3
Statistische Verteilung
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11
Graue Literatur
11
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11
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11
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English
11
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Strunk Hansen, Charlotte
2
Barndorff-Nielsen, Ole E.
1
Bechmann, Ken L.
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Engsted, Tom
1
Hansen, Peter Reinhard
1
Lunde, Asger
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Shephard, Neil G.
1
Sørensen, Helle
1
Tanggaard, Carsten
1
Tuypens, Bjorn E.
1
Venardos, Emmanouil
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
432
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
24
Ekonomiska forskningsinstitutet <Stockholm>
23
European University Institute / Department of Economics
14
Rodney L. White Center for Financial Research
14
Birkbeck College / Department of Economics
12
Federal Reserve System / Division of Research and Statistics
9
International Monetary Fund
9
Internationaler Währungsfonds / Research Department
9
Christian-Albrechts-Universität zu Kiel
8
European University Institute / Department of Law
8
Centre for Economic Policy Research
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Springer Fachmedien Wiesbaden
7
Erasmus Research Institute of Management
6
Federal Reserve Bank of San Francisco
6
Federal Reserve System / Board of Governors
6
Institute of Finance and Accounting <London>
6
Svenska Handelshögskolan <Helsinki>
6
The Wharton Financial Institutions Center
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Zakład Teorii Prognoz <Krakau>
6
Econometrisch Instituut <Rotterdam>
5
Robert Schuman Centre for Advanced Studies
5
Rutgers University / Department of Economics
5
School of Economics and Finance <Brisbane>
5
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
5
University of Cambridge / Department of Applied Economics
5
University of Strathclyde / Department of Economics
5
Center for Economic Research <Tilburg>
4
Centre for International Research on Economic Tendency Surveys
4
Centre for Quantitative Economics & Computing
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Deutsche Forschungsgemeinschaft
4
Federal Reserve Bank of St. Louis
4
Forschungsinstitut zur Zukunft der Arbeit
4
Goethe-Universität Frankfurt am Main
4
Instituto Valenciano de Investigaciones Económicas
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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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)
11
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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
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
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
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
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:
7
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
8
Option pricing in stochastic volatility models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
Saved in:
9
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
10
Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of volatility models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
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