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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Markov chain"
~subject:"Monte-Carlo-Simulation"
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Estimation theory
Forecasting model
Markov chain
Monte-Carlo-Simulation
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
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
Kointegration
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
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Book / Working Paper
18
Type of publication (narrower categories)
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Arbeitspapier
17
Graue Literatur
17
Non-commercial literature
17
Working Paper
17
Language
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English
18
Author
All
Di Miscia, Orazio
2
Sørensen, Michael
2
Ørregaard Nielsen, Morten
2
Busch, Thomas
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Grasselli, M.R.
1
Hansen, Niels Richard
1
Hurd, T.R.
1
Kessler, Mathieu
1
Mikkelsen, Peter
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
Stentoft, Lars
1
Strunk Hansen, Charlotte
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Tanggaard, Carsten
1
Tuypens, Bjorn E.
1
Tzotchev, Dobromir
1
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Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
181
Ekonomiska forskningsinstitutet <Stockholm>
42
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
31
European University Institute / Department of Economics
27
Umeå universitet
23
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
University of Exeter / Department of Economics
12
Forschungsinstitut zur Zukunft der Arbeit
11
Universität Basel / Institut für Statistik und Ökonometrie
10
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
9
Umeå Universitet / Institutionen för Nationalekonomi
8
University of Strathclyde / Department of Economics
8
Centre for Quantitative Economics & Computing
7
Econometrisch Instituut <Rotterdam>
7
European University Institute / Department of Law
7
Rodney L. White Center for Financial Research
7
Rutgers University / Department of Economics
7
Springer Fachmedien Wiesbaden
7
Aarhus Universitet / Afdeling for Nationaløkonomi
6
Christian-Albrechts-Universität zu Kiel
6
Federal Reserve Bank of St. Louis
6
National Institute of Economic and Social Research
6
OECD
6
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
6
University of Canterbury / Dept. of Economics and Finance
6
University of Warwick / Department of Economics
6
Zakład Teorii Prognoz <Krakau>
6
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
Chambre de commerce et d'industrie de Paris
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Deutsche Forschungsgemeinschaft
5
Erasmus Research Institute of Management
5
Federal Reserve Bank of San Francisco
5
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
18
Source
All
ECONIS (ZBW)
18
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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
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
Saved in:
3
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
4
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:
5
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
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
On time-reversibility and estimating functions for Markov processes
Kessler, Mathieu
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690055
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8
Classification of Markov chains on Rk
Hansen, Niels Richard
(
contributor
)
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543227
Saved in:
9
Boundary and bias correction in kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543238
Saved in:
10
Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269
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