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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Estimation"
~subject:"Mathematical programming"
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Estimation
Mathematical programming
Theorie
70
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70
Option pricing theory
14
Optionspreistheorie
14
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11
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11
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Optionsgeschäft
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Kointegration
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8
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English
8
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Tanggaard, Carsten
2
Brunetti, Celso
1
Busch, Thomas
1
Christiansen, Charlotte
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
565
Forschungsinstitut zur Zukunft der Arbeit
63
Ekonomiska forskningsinstitutet <Stockholm>
42
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
35
Springer Fachmedien Wiesbaden
27
Internationaler Währungsfonds / Research Department
22
Birkbeck College / Department of Economics
16
Center for Economic Research <Tilburg>
15
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15
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14
Econometrisch Instituut <Rotterdam>
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14
IGI Global
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Verlag Dr. Kovač
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Erasmus Research Institute of Management
11
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11
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Centre for Economic Performance
10
Eric Cuvillier <Firma>
10
Umeå universitet
10
Universität Mannheim
10
Deutsches Institut für Wirtschaftsforschung
9
Edward Elgar Publishing
9
Friedrich-Schiller-Universität Jena
9
Institut für Ökonometrie und Operations Research, Rheinische Friedrich-Wilhelms-Universität Bonn
9
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8
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8
University of Exeter / Department of Economics
8
University of Reading / Department of Economics
8
Federal Reserve System / Division of Research and Statistics
7
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7
Centre for Quantitative Economics & Computing
6
Christian-Albrechts-Universität zu Kiel
6
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6
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
6
European University Institute / Department of Economics
6
Innocenzo Gasparini Institute for Economic Research <Mailand>
6
Institutionen för Skogsekonomi <Ume°a>
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
8
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ECONIS (ZBW)
8
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Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
Saved in:
2
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
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
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:
5
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
Saved in:
6
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:
7
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
8
Global polynomial kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543234
Saved in:
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