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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Estimation"
~subject:"Forecasting model"
~subject:"Wohlfahrtsanalyse"
~subject:"Zeitreihenanalyse"
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Estimation
Forecasting model
Wohlfahrtsanalyse
Zeitreihenanalyse
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
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7
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Option trading
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Optionsgeschäft
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Cointegration
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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
3
Statistical distribution
3
Statistische Verteilung
3
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Book / Working Paper
12
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Arbeitspapier
12
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12
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12
Working Paper
12
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English
12
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Myhre Lildholt, Peter
2
Tanggaard, Carsten
2
Brunetti, Celso
1
Busch, Thomas
1
Christiansen, Charlotte
1
Koulikov, Dmitri
1
Myhre Lildholdt, Peter
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Rahbek, Anders
1
Strunk Hansen, Charlotte
1
Søndergaard Rasmussen, Nicki
1
Tolver Jensen, Søren
1
Tuypens, Bjorn E.
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
909
Ekonomiska forskningsinstitutet <Stockholm>
83
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
68
Forschungsinstitut zur Zukunft der Arbeit
45
European University Institute / Department of Economics
42
Springer Fachmedien Wiesbaden
32
Internationaler Währungsfonds / Research Department
24
Birkbeck College / Department of Economics
21
Institut für Weltwirtschaft
19
Umeå universitet
18
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16
Centre for Economic Policy Research
14
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13
Umeå Universitet / Institutionen för Nationalekonomi
13
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
12
Econometrisch Instituut <Rotterdam>
12
European University Institute / Department of Law
12
University of Exeter / Department of Economics
12
Verlag Dr. Kovač
12
Center for Economic Research <Tilburg>
11
Centre for Quantitative Economics & Computing
11
Christian-Albrechts-Universität zu Kiel
11
International Monetary Fund
11
University of Oxford / Institute of Economics and Statistics
11
University of Strathclyde / Department of Economics
11
Federal Reserve Bank of San Francisco
10
Friedrich-Schiller-Universität Jena
10
Trinity College Dublin / Department of Economics
10
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10
Escola de Pós-Graduação em Economia <Rio de Janeiro>
9
Federal Reserve System / Division of Research and Statistics
9
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9
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9
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8
Centre for Economic Performance
8
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8
Edward Elgar Publishing
8
Eric Cuvillier <Firma>
8
Federal Reserve Bank of New York
8
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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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1
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
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
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
Saved in:
5
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
Saved in:
6
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
Saved in:
7
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
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8
Return-based and range-based (co)viariance estimation : with an application to foreign exchange markets
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
Saved in:
9
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
10
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
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