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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Regression analysis"
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Estimation theory
Forecasting model
Regression analysis
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
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Schätzung
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Statistical test
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Volatility
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Volatilität
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Time series analysis
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Schätztheorie
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CAPM
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Option trading
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Optionsgeschäft
4
Cointegration
3
Einheitswurzeltest
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Hedging
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Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
Probability theory
3
Regressionsanalyse
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Statistical distribution
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Statistische Verteilung
3
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Book / Working Paper
9
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Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Language
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English
9
Author
All
Barndorff-Nielsen, Ole E.
1
Busch, Thomas
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Schmid, Wolfgang
1
Shepard, Neil
1
Stegenborg Larsen, Kristian
1
Strunk Hansen, Charlotte
1
Sørensen, Helle
1
Sørensen, Michael
1
Tanggaard, Carsten
1
Tuypens, Bjorn E.
1
Tzotchev, Dobromir
1
Ørregaard Nielsen, Morten
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
148
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
34
Ekonomiska forskningsinstitutet <Stockholm>
31
European University Institute / Department of Economics
25
Umeå universitet
22
University of New England / Department of Econometrics
19
Center for Economic Research <Tilburg>
18
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
14
Federal Reserve System / Division of Research and Statistics
13
Birkbeck College / Department of Economics
12
Forschungsinstitut zur Zukunft der Arbeit
12
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
10
University of Exeter / Department of Economics
10
Universität Basel / Institut für Statistik und Ökonometrie
10
Centre for Quantitative Economics & Computing
9
Springer Fachmedien Wiesbaden
8
European University Institute / Department of Law
7
Massachusetts Institute of Technology / Department of Economics
7
Rodney L. White Center for Financial Research
7
Rutgers University / Department of Economics
7
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
7
Umeå Universitet / Institutionen för Nationalekonomi
7
University of Strathclyde / Department of Economics
7
Centre for Microdata Methods and Practice <London>
6
Deutsche Forschungsgemeinschaft
6
Universitetet i Oslo / Økonomisk institutt
6
University of Cambridge / Department of Applied Economics
6
Zakład Teorii Prognoz <Krakau>
6
Aarhus Universitet / Afdeling for Nationaløkonomi
5
Banque de France / Direction des Etudes Economiques et de la Recherche
5
Christian-Albrechts-Universität zu Kiel
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Institut für Höhere Studien
5
Leibniz-Institut für Wirtschaftsforschung Halle
5
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
5
University of Southampton / Department of Economics
5
Boston College / Department of Economics
4
Brown University / Department of Economics
4
Centre for International Research on Economic Tendency Surveys
4
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
9
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ECONIS (ZBW)
9
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1
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
Saved in:
2
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
3
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
4
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:
5
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:
6
Econometric analysis of realised covariation : high frequency covariance, regression and correlation in financial economics
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686826
Saved in:
7
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
Saved in:
8
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:
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:
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