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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Hedging"
~subject:"Statistischer Test"
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Hedging
Statistischer Test
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
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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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Probability theory
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Regression analysis
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Statistische Verteilung
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10
Working Paper
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English
10
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Hansen, Peter Reinhard
2
Lunde, Asger
2
Taulbjerg, Jes
2
Barndorff-Nielsen, Ole E.
1
Christensen, Claus Vorm
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Shephard, Neil G.
1
Søndergaard Rasmussen, Nicki
1
Ørregaard Nielsen, Morten
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
37
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
26
OECD
14
Center for Economic Research <Tilburg>
9
Organisation for Economic Co-operation and Development
8
Universität Augsburg / Institut für Volkswirtschaftslehre
6
Bonn Graduate School of Economics
5
Columbia University / Department of Economics
5
Institute of Finance and Accounting <London>
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Brown University / Department of Economics
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Springer Fachmedien Wiesbaden
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3
European University Institute / Department of Economics
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Foerder Institute for Economic Research <Tēl-Āvîv>
3
Johns Hopkins University / Department of Economics
3
Nationalekonomiska Institutionen <Lund>
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
University of California Davis / Department of Economics
3
Université de Montréal / Département de sciences économiques
3
Virginia Polytechnic Institute and State University / Department of Economics
3
Aarhus Universitet / Afdeling for Nationaløkonomi
2
Centre for Economic Policy Research
2
Deutsche Forschungsgemeinschaft
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
Forschungsinstitut zur Zukunft der Arbeit
2
Gottfried Wilhelm Leibniz Universität Hannover
2
London School of Economics and Political Science
2
Queen Mary College / Department of Economics
2
Rutgers University / Department of Economics
2
Social Systems Research Institute
2
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Svenska Handelshögskolan <Helsinki>
2
University of Cambridge / Department of Applied Economics
2
University of Cambridge / Faculty of Economics
2
University of Southampton / Department of Economics
2
University of York / Department of Economics and Related Studies
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
10
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ECONIS (ZBW)
10
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Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
2
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
3
Hedging with a misspecified model
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724264
Saved in:
4
A Monte Carlo method for exponential hedging of contingent claims
Grasselli, M.R.
(
contributor
);
Hurd, T.R.
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724279
Saved in:
5
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
6
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
Saved in:
7
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:
8
How to hedge unknown risk
Christensen, Claus Vorm
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560026
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9
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
Saved in:
10
Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of volatility models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
Saved in:
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