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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Markov chain"
~subject:"Stochastischer Prozess"
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Estimation theory
Forecasting model
Markov chain
Stochastischer Prozess
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
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 estimation
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
22
Type of publication (narrower categories)
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Arbeitspapier
19
Graue Literatur
19
Non-commercial literature
19
Working Paper
19
Language
All
English
22
Author
All
Barndorff-Nielsen, Ole E.
6
Shephard, Neil G.
3
Sørensen, Michael
3
Di Miscia, Orazio
2
Sørensen, Helle
2
Busch, Thomas
1
Christiansen, Charlotte
1
Hansen, Niels Richard
1
Kessler, Mathieu
1
Levendorskij, Sergej Z.
1
Mikkelsen, Peter
1
Nicolato, Elisa
1
Nielsen, Jens Perch
1
Schmid, Wolfgang
1
Shepard, Neil
1
Stegenborg Larsen, Kristian
1
Stelzer, Robert
1
Strunk Hansen, Charlotte
1
Tanggaard, Carsten
1
Tuypens, Bjorn E.
1
Tzotchev, Dobromir
1
Uchida, Masayuki
1
Venardos, Emmanouil
1
Ørregaard Nielsen, Morten
1
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Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
173
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
67
Ekonomiska forskningsinstitutet <Stockholm>
38
European University Institute / Department of Economics
28
Umeå universitet
23
Center for Economic Research <Tilburg>
19
University of New England / Department of Econometrics
18
Springer Fachmedien Wiesbaden
14
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
14
Birkbeck College / Department of Economics
12
Federal Reserve System / Division of Research and Statistics
12
University of Exeter / Department of Economics
12
Econometrisch Instituut <Rotterdam>
11
Forschungsinstitut zur Zukunft der Arbeit
11
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
10
Universität Basel / Institut für Statistik und Ökonometrie
10
Umeå Universitet / Institutionen för Nationalekonomi
9
University of Strathclyde / Department of Economics
9
Centre for Quantitative Economics & Computing
8
Erasmus Research Institute of Management
8
European University Institute / Department of Law
8
Aarhus Universitet / Afdeling for Nationaløkonomi
7
Rodney L. White Center for Financial Research
7
Rutgers University / Department of Economics
7
Australian National University / Faculty of Economics and Commerce
6
Chambre de commerce et d'industrie de Paris
6
Christian-Albrechts-Universität zu Kiel
6
Deutsche Forschungsgemeinschaft
6
Federal Reserve Bank of St. Louis
6
Social Systems Research Institute
6
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
6
Universitetet i Oslo / Økonomisk institutt
6
University of Cambridge / Department of Applied Economics
6
Verlag Dr. Kovač
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
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
22
Source
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ECONIS (ZBW)
22
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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
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
5
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
6
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Saved in:
7
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:
8
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
9
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
10
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
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