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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Estimation"
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Estimation
Theorie
70
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70
Option pricing theory
16
Optionspreistheorie
16
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13
Zinsstruktur
13
Estimation theory
12
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10
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Least squares method
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Option trading
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Optionsgeschäft
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Tanggaard, Carsten
2
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1
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1
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1
Myhre Lildholdt, Peter
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Nielsen, Jens Perch
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
638
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
49
Ekonomiska forskningsinstitutet <Stockholm>
41
Forschungsinstitut zur Zukunft der Arbeit
32
Springer Fachmedien Wiesbaden
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Internationaler Währungsfonds / Research Department
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Goethe-Universität Frankfurt am Main
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Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
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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)
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Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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2
Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
Saved in:
3
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
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
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