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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Börsenkurs"
~subject:"Prognoseverfahren"
~subject:"Zinsstruktur"
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Börsenkurs
Prognoseverfahren
Zinsstruktur
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Stochastic process
10
Stochastischer Prozess
10
Estimation
7
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7
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Schätzung
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Maximum-Likelihood-Schätzung
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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
3
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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Book / Working Paper
15
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Arbeitspapier
15
Graue Literatur
15
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15
Working Paper
15
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English
15
Author
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Mikkelsen, Peter
3
Taulbjerg, Jes
3
Di Miscia, Orazio
2
Bechmann, Ken L.
1
Busch, Thomas
1
Christiansen, Charlotte
1
Daniels, Kenneth N.
1
Engsted, Tom
1
Schmid, Wolfgang
1
Shin Jensen, Malene
1
Strunk Hansen, Charlotte
1
Tanggaard, Carsten
1
Tuypens, Bjorn E.
1
Tzotchev, Dobromir
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
400
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
24
Ekonomiska forskningsinstitutet <Stockholm>
23
Birkbeck College / Department of Economics
12
Rodney L. White Center for Financial Research
11
Federal Reserve System / Division of Research and Statistics
9
University of Exeter / Department of Economics
9
Christian-Albrechts-Universität zu Kiel
8
Federal Reserve Bank of San Francisco
8
Centre for Economic Policy Research
7
Erasmus Research Institute of Management
7
European University Institute / Department of Economics
7
European University Institute / Department of Law
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Springer Fachmedien Wiesbaden
7
Federal Reserve System / Board of Governors
6
International Monetary Fund
6
Zakład Teorii Prognoz <Krakau>
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve Bank of St. Louis
5
School of Economics and Finance <Brisbane>
5
The Wharton Financial Institutions Center
5
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
5
University of Strathclyde / Department of Economics
5
Australian National University / Faculty of Economics and Commerce
4
Banque de France / Direction des Etudes Economiques et de la Recherche
4
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
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
4
Econometrisch Instituut <Rotterdam>
4
Goethe-Universität Frankfurt am Main
4
International Center for Financial Asset Management and Engineering
4
Internationaler Währungsfonds / Research Department
4
Robert Schuman Centre for Advanced Studies
4
Rutgers University / Department of Economics
4
Umeå Universitet / Institutionen för Nationalekonomi
4
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
15
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ECONIS (ZBW)
15
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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
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
Saved in:
4
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
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
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
7
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
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8
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:
9
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
10
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
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