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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Markov chain"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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Subject
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Estimation theory
Forecasting model
Markov chain
Volatility
Zeitreihenanalyse
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
Volatilität
8
Statistical test
7
Statistischer Test
7
Time series analysis
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
All
Book / Working Paper
24
Type of publication (narrower categories)
All
Arbeitspapier
23
Graue Literatur
23
Non-commercial literature
23
Working Paper
23
Language
All
English
24
Author
All
Christensen, Bent Jesper
2
Christiansen, Charlotte
2
Myhre Lildholt, Peter
2
Strunk Hansen, Charlotte
2
Sørensen, Helle
2
Sørensen, Michael
2
Ørregaard Nielsen, Morten
2
Barndorff-Nielsen, Ole E.
1
Busch, Thomas
1
Di Miscia, Orazio
1
Hansen, Niels Richard
1
Hansen, Peter Reinhard
1
Kessler, Mathieu
1
Koulikov, Dmitri
1
Lunde, Asger
1
Mikkelsen, Peter
1
Nicolato, Elisa
1
Nielsen, Jens Perch
1
Rahbek, Anders
1
Schmid, Wolfgang
1
Shephard, Neil G.
1
Stegenborg Larsen, Kristian
1
Søndergaard Rasmussen, Nicki
1
Tanggaard, Carsten
1
Tolver Jensen, Søren
1
Tuypens, Bjorn E.
1
Tzotchev, Dobromir
1
Venardos, Emmanouil
1
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Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
446
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
87
Ekonomiska forskningsinstitutet <Stockholm>
73
European University Institute / Department of Economics
52
Umeå universitet
24
Center for Economic Research <Tilburg>
19
Federal Reserve System / Division of Research and Statistics
19
University of New England / Department of Econometrics
18
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
16
Birkbeck College / Department of Economics
15
University of Exeter / Department of Economics
14
Forschungsinstitut zur Zukunft der Arbeit
13
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
13
Umeå Universitet / Institutionen för Nationalekonomi
12
Universität Basel / Institut für Statistik und Ökonometrie
12
Centre for Quantitative Economics & Computing
11
Internationaler Währungsfonds / Research Department
11
Springer Fachmedien Wiesbaden
11
Econometrisch Instituut <Rotterdam>
10
European University Institute / Department of Law
10
Rodney L. White Center for Financial Research
10
Rutgers University / Department of Economics
10
Aarhus Universitet / Afdeling for Nationaløkonomi
9
Institut für Höhere Studien
9
Institut für Weltwirtschaft
9
International Monetary Fund
9
University of Strathclyde / Department of Economics
9
Chambre de commerce et d'industrie de Paris
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Instituto Valenciano de Investigaciones Económicas
8
University of Cambridge / Department of Applied Economics
8
University of Warwick / Department of Economics
8
Erasmus Research Institute of Management
7
Federal Reserve Bank of New York
7
Federal Reserve Bank of St. Louis
7
Svenska Handelshögskolan <Helsinki>
7
Australian National University / Faculty of Economics and Commerce
6
Brown University / Department of Economics
6
Centre for Economic Policy Research
6
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
24
Source
All
ECONIS (ZBW)
24
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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
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
3
New evidence on the implied-realized volatility relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
4
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
5
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
Saved in:
6
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:
7
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
8
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:
9
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
Saved in:
10
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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