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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Forecasting model"
~subject:"Markov chain"
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Forecasting model
Markov chain
Theorie
69
Theory
69
Option pricing theory
13
Optionspreistheorie
13
Yield curve
11
Zinsstruktur
11
Stochastic process
9
Stochastischer Prozess
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Monte Carlo simulation
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Markov-Kette
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Maximum-Likelihood-Schätzung
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Option trading
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Optionsgeschäft
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Einheitswurzeltest
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Hedging
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Kleinste-Quadrate-Methode
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Least squares method
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Nichtparametrisches Verfahren
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English
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Busch, Thomas
1
Christiansen, Charlotte
1
Di Miscia, Orazio
1
Hansen, Niels Richard
1
Kessler, Mathieu
1
Mikkelsen, Peter
1
Strunk Hansen, Charlotte
1
Sørensen, Michael
1
Tuypens, Bjorn E.
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
151
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
Ekonomiska forskningsinstitutet <Stockholm>
12
Federal Reserve System / Division of Research and Statistics
8
European University Institute / Department of Economics
7
European University Institute / Department of Law
7
University of Strathclyde / Department of Economics
7
Christian-Albrechts-Universität zu Kiel
6
Econometrisch Instituut <Rotterdam>
6
Federal Reserve Bank of St. Louis
6
OECD
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Springer Fachmedien Wiesbaden
6
Zakład Teorii Prognoz <Krakau>
6
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5
Federal Reserve Bank of San Francisco
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Gottfried Wilhelm Leibniz Universität Hannover
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IGI Global
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Umeå Universitet / Institutionen för Nationalekonomi
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Centre for International Research on Economic Tendency Surveys
4
Centre for Quantitative Economics & Computing
4
Erasmus Research Institute of Management
4
Rutgers University / Department of Economics
4
Verlag Dr. Kovač
4
Brown University / Department of Economics
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
London School of Economics and Political Science
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National Research Council <USA> / Transportation Research Board
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Robert Schuman Centre for Advanced Studies
3
School of Economics and Finance <Brisbane>
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Social Systems Research Institute
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The Wharton Financial Institutions Center
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3
University of Warwick / Department of Economics
3
Akademia Ekonomiczna w Krakowie
2
Boston College / Department of Economics
2
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
7
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ECONIS (ZBW)
7
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1
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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2
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
3
On time-reversibility and estimating functions for Markov processes
Kessler, Mathieu
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690055
Saved in:
4
Classification of Markov chains on Rk
Hansen, Niels Richard
(
contributor
)
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543227
Saved in:
5
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
6
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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:
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