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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Börsenkurs"
~subject:"Stochastic process"
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Börsenkurs
Stochastic process
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
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
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6
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6
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6
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5
Markov chain
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Markov-Kette
5
Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Schätztheorie
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CAPM
4
Option trading
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Optionsgeschäft
4
Cointegration
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Einheitswurzeltest
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Hedging
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Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
Probability theory
3
Regression analysis
3
Regressionsanalyse
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Statistical distribution
3
Statistische Verteilung
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Book / Working Paper
12
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Arbeitspapier
9
Graue Literatur
9
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9
Working Paper
9
Language
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English
12
Author
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Barndorff-Nielsen, Ole E.
6
Shephard, Neil G.
3
Bechmann, Ken L.
1
Di Miscia, Orazio
1
Engsted, Tom
1
Levendorskij, Sergej Z.
1
Nicolato, Elisa
1
Shepard, Neil
1
Stelzer, Robert
1
Sørensen, Helle
1
Sørensen, Michael
1
Tanggaard, Carsten
1
Uchida, Masayuki
1
Venardos, Emmanouil
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
248
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
53
Ekonomiska forskningsinstitutet <Stockholm>
13
Birkbeck College / Department of Economics
8
Springer Fachmedien Wiesbaden
8
Centre for Economic Policy Research
7
Erasmus Research Institute of Management
7
Rodney L. White Center for Financial Research
7
Australian National University / Faculty of Economics and Commerce
6
Universität Mannheim
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve System / Division of Research and Statistics
5
University of Exeter / Department of Economics
5
Deutsche Forschungsgemeinschaft
4
Econometrisch Instituut <Rotterdam>
4
European University Institute / Department of Economics
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Center for Economic Research <Tilburg>
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Christian-Albrechts-Universität zu Kiel
3
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
3
Federal Reserve System / Board of Governors
3
Goethe-Universität Frankfurt am Main
3
Institut für Höhere Studien
3
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
3
Institutionen för Skogsekonomi <Ume°a>
3
Judge Institute of Management Studies
3
Kansantaloustieteen Laitos <Tampere>
3
School of Economics and Finance <Brisbane>
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer-Verlag GmbH
3
University of Chicago / Center for Research in Security Prices
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
American Finance Association
2
Bonn Graduate School of Economics
2
Chambre de commerce et d'industrie de Paris
2
Deutschland / Bundeswehr / Universität Hamburg
2
Federal Reserve Bank of Cleveland
2
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
12
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ECONIS (ZBW)
12
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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
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
3
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:
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
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
Saved in:
6
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:
7
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
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
Realised power variation and stochastic models
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607775
Saved in:
10
Feller processes of Normal Inverse Gaussian type
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543241
Saved in:
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