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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Markov chain"
~subject:"Maximum likelihood estimation"
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Estimation theory
Forecasting model
Markov chain
Maximum likelihood estimation
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Time series analysis
6
Zeitreihenanalyse
6
Markov-Kette
5
Maximum-Likelihood-Schätzung
5
Schätztheorie
5
CAPM
4
Option trading
4
Optionsgeschäft
4
Cointegration
3
Einheitswurzeltest
3
Hedging
3
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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Type of publication
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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
3
Sørensen, Helle
2
Busch, Thomas
1
Christiansen, Charlotte
1
Di Miscia, Orazio
1
Hansen, Niels Richard
1
Kessler, Mathieu
1
Kristensen, Dennis
1
Mikkelsen, Peter
1
Nielsen, Jens Perch
1
Rahbek, Anders
1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
Strunk Hansen, Charlotte
1
Tanggaard, Carsten
1
Taulbjerg, Jes
1
Tuypens, Bjorn E.
1
Tzotchev, Dobromir
1
Uchida, Masayuki
1
Ørregaard Nielsen, Morten
1
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Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
145
Ekonomiska forskningsinstitutet <Stockholm>
39
European University Institute / Department of Economics
27
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
26
Umeå universitet
23
University of New England / Department of Econometrics
19
Center for Economic Research <Tilburg>
18
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
13
Birkbeck College / Department of Economics
12
Federal Reserve System / Division of Research and Statistics
12
Forschungsinstitut zur Zukunft der Arbeit
12
University of Exeter / Department of Economics
11
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
10
Universität Basel / Institut für Statistik und Ökonometrie
10
University of Strathclyde / Department of Economics
9
Centre for Quantitative Economics & Computing
8
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
8
European University Institute / Department of Law
8
Umeå Universitet / Institutionen för Nationalekonomi
8
Econometrisch Instituut <Rotterdam>
7
Rodney L. White Center for Financial Research
7
Rutgers University / Department of Economics
7
Springer Fachmedien Wiesbaden
7
Christian-Albrechts-Universität zu Kiel
6
Shakai-Keizai-Kenkyūsho <Osaka>
6
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
6
Universitetet i Oslo / Økonomisk institutt
6
Zakład Teorii Prognoz <Krakau>
6
Aarhus Universitet / Afdeling for Nationaløkonomi
5
Banque de France / Direction des Etudes Economiques et de la Recherche
5
Brown University / Department of Economics
5
Centre for Microdata Methods and Practice <London>
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Deutsche Forschungsgemeinschaft
5
Federal Reserve Bank of St. Louis
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Institut für Höhere Studien
5
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
5
University of Cambridge / Department of Applied Economics
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
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
2
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
3
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
4
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
5
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702284
Saved in:
6
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
7
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:
8
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
9
On time-reversibility and estimating functions for Markov processes
Kessler, Mathieu
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690055
Saved in:
10
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
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