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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Experiment"
~subject:"Time series analysis"
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Experiment
Time series 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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Volatility
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Option trading
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Optionsgeschäft
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Cointegration
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Kointegration
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Least squares method
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English
6
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Busch, Thomas
1
Christiansen, Charlotte
1
Koulikov, Dmitri
1
Myhre Lildholt, Peter
1
Rahbek, Anders
1
Søndergaard Rasmussen, Nicki
1
Tolver Jensen, Søren
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
129
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
63
Ekonomiska forskningsinstitutet <Stockholm>
45
European University Institute / Department of Economics
31
Center for Economic Research <Tilburg>
20
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
13
Umeå universitet
11
Bonn Graduate School of Economics
9
Econometrisch Instituut <Rotterdam>
8
Forschungsinstitut zur Zukunft der Arbeit
8
Christian-Albrechts-Universität zu Kiel
7
Gottfried Wilhelm Leibniz Universität Hannover
6
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
6
Springer Fachmedien Wiesbaden
6
Umeå Universitet / Institutionen för Nationalekonomi
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Centre for Quantitative Economics & Computing
5
European University Institute / Department of Law
5
Institut für Höhere Studien
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London School of Economics and Political Science
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
University of Strathclyde / Department of Economics
5
Australian National University / Faculty of Economics and Commerce
4
Brown University / Department of Economics
4
California Institute of Technology / Division of the Humanities and Social Sciences
4
Edward Elgar Publishing
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Institute for Research in the Behavioral, Economic, and Management Sciences
4
Instituto Valenciano de Investigaciones Económicas
4
Keizai-Sangyō-Kenkyūsho <Tokio>
4
Krannert Graduate School of Management
4
Organisation for Economic Co-operation and Development
4
Shakai-Keizai-Kenkyūsho <Osaka>
4
Universitat Pompeu Fabra / Departament d'Economia i Empresa
4
University of Cambridge / Department of Applied Economics
4
University of Exeter / Department of Economics
4
University of Southampton / Department of Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Birkbeck College / Department of Economics
3
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
6
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ECONIS (ZBW)
6
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Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
2
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:
3
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
Saved in:
4
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
5
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
Saved in:
6
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:
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