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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Börsenkurs"
~subject:"Schätztheorie"
~subject:"Statistische Verteilung"
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Börsenkurs
Schätztheorie
Statistische Verteilung
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
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Time series analysis
6
Zeitreihenanalyse
6
Estimation theory
5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
CAPM
4
Option trading
4
Optionsgeschäft
4
Cointegration
3
Einheitswurzeltest
3
Hedging
3
Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
Probability theory
3
Regression analysis
3
Regressionsanalyse
3
Statistical distribution
3
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Book / Working Paper
10
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Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Language
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English
10
Author
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Tanggaard, Carsten
2
Barndorff-Nielsen, Ole E.
1
Bechmann, Ken L.
1
Busch, Thomas
1
Engsted, Tom
1
Jensen, Morten Berg
1
Lunde, Asger
1
Nielsen, Jens Perch
1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
Stelzer, Robert
1
Sørensen, Helle
1
Sørensen, Michael
1
Tzotchev, Dobromir
1
Ørregaard Nielsen, Morten
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
243
Ekonomiska forskningsinstitutet <Stockholm>
34
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
27
European University Institute / Department of Economics
26
Center for Economic Research <Tilburg>
22
Umeå universitet
21
University of New England / Department of Econometrics
19
Birkbeck College / Department of Economics
13
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
12
University of Exeter / Department of Economics
12
Rodney L. White Center for Financial Research
11
Federal Reserve System / Division of Research and Statistics
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
Rutgers University / Department of Economics
8
Umeå Universitet / Institutionen för Nationalekonomi
7
Australian National University / Faculty of Economics and Commerce
6
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
6
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
6
Institut für Höhere Studien
6
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
6
Centre for Economic Policy Research
5
Centre for Microdata Methods and Practice <London>
5
Chambre de commerce et d'industrie de Paris
5
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
5
Institut für Weltwirtschaft
5
Johns Hopkins University / Department of Economics
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
5
Universitetet i Oslo / Økonomisk institutt
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Banque de France / Direction des Etudes Economiques et de la Recherche
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Kansantaloustieteen Laitos <Tampere>
4
Københavns Universitet / Økonomisk Institut
4
London School of Economics and Political Science
4
Massachusetts Institute of Technology / Department of Economics
4
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
10
Source
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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
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
3
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:
4
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
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
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:
7
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:
8
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:
9
Boundary and bias correction in kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543238
Saved in:
10
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
Saved in:
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