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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Kointegration"
~subject:"Markov chain"
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Estimation theory
Forecasting model
Kointegration
Markov chain
Theorie
69
Theory
69
Option pricing theory
13
Optionspreistheorie
13
Yield curve
11
Zinsstruktur
11
Stochastic process
9
Stochastischer Prozess
9
Estimation
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Schätzung
8
Volatility
8
Volatilität
8
Statistical test
7
Statistischer Test
7
Time series analysis
7
Zeitreihenanalyse
7
ARCH model
6
ARCH-Modell
6
Markov-Kette
5
Schätztheorie
5
CAPM
4
Cointegration
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Option trading
4
Optionsgeschäft
4
Probability theory
4
Wahrscheinlichkeitsrechnung
4
Einheitswurzeltest
3
Hedging
3
Kleinste-Quadrate-Methode
3
Least squares method
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Regression analysis
3
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Type of publication
All
Book / Working Paper
16
Type of publication (narrower categories)
All
Arbeitspapier
15
Graue Literatur
15
Non-commercial literature
15
Working Paper
15
Language
All
English
16
Author
All
Sørensen, Michael
2
Ørregaard Nielsen, Morten
2
Busch, Thomas
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Di Miscia, Orazio
1
Engsted, Tom
1
Hansen, Niels Richard
1
Kessler, Mathieu
1
Mikkelsen, Peter
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
Strunk Hansen, Charlotte
1
Sørensen, Helle
1
Tanggaard, Carsten
1
Taulbjerg, Jes
1
Tuypens, Bjorn E.
1
Tzotchev, Dobromir
1
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Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
179
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
51
Ekonomiska forskningsinstitutet <Stockholm>
41
European University Institute / Department of Economics
40
Umeå universitet
22
Center for Economic Research <Tilburg>
18
University of New England / Department of Econometrics
18
Federal Reserve System / Division of Research and Statistics
15
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
13
Birkbeck College / Department of Economics
12
Forschungsinstitut zur Zukunft der Arbeit
11
University of Exeter / Department of Economics
11
Universität Basel / Institut für Statistik und Ökonometrie
10
Econometrisch Instituut <Rotterdam>
9
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
9
Aarhus Universitet / Afdeling for Nationaløkonomi
8
European University Institute / Department of Law
8
Rutgers University / Department of Economics
8
Umeå Universitet / Institutionen för Nationalekonomi
8
University of Strathclyde / Department of Economics
8
Brown University / Department of Economics
7
Centre for Quantitative Economics & Computing
7
Rodney L. White Center for Financial Research
7
Springer Fachmedien Wiesbaden
7
University of Warwick / Department of Economics
7
Centre for Microdata Methods and Practice <London>
6
Christian-Albrechts-Universität zu Kiel
6
Federal Reserve Bank of St. Louis
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Københavns Universitet / Økonomisk Institut
6
OECD
6
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
6
University of Cambridge / Department of Applied Economics
6
Zakład Teorii Prognoz <Krakau>
6
Banque de France / Direction des Etudes Economiques et de la Recherche
5
Chambre de commerce et d'industrie de Paris
5
Deutsche Forschungsgemeinschaft
5
Federal Reserve Bank of San Francisco
5
IGI Global
5
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
16
Source
All
ECONIS (ZBW)
16
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1
Semiparametric analysis of stationary fractional cointegration and the implied-realized volatility relation in high-frequency options data
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599144
Saved in:
2
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
3
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:
4
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
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
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
Saved in:
7
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
8
On time-reversibility and estimating functions for Markov processes
Kessler, Mathieu
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690055
Saved in:
9
Misspecification versus bubbles in hyperinflation data : comment
Engsted, Tom
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660135
Saved in:
10
Classification of Markov chains on Rk
Hansen, Niels Richard
(
contributor
)
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543227
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