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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Cointegration"
~subject:"Statistischer Test"
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Cointegration
Statistischer Test
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
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11
Zinsstruktur
11
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Option trading
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Kointegration
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English
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Hansen, Peter Reinhard
2
Lunde, Asger
2
Taulbjerg, Jes
2
Barndorff-Nielsen, Ole E.
1
Engsted, Tom
1
Jakubenas, Paulius
1
Nielsen, Morten Ørregaard
1
Shephard, Neil G.
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Ørregaard Nielsen, Morten
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Centre for Analytical Finance <Århus>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
42
National Bureau of Economic Research
21
European University Institute / Department of Economics
14
OECD
14
Organisation for Economic Co-operation and Development
8
Center for Economic Research <Tilburg>
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Brown University / Department of Economics
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
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European University Institute / Department of Law
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Johns Hopkins University / Department of Economics
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Københavns Universitet / Økonomisk Institut
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London School of Economics and Political Science
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3
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3
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2
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2
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2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
9
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ECONIS (ZBW)
9
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1
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
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2
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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3
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
4
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
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5
Misspecification versus bubbles in hyperinflation data : comment
Engsted, Tom
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660135
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6
Optimal residual based tests for fractional cointegration and exchange rate dynamics
Nielsen, Morten Ørregaard
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702310
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7
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
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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
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
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