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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Markov-Kette"
~subject:"Maximum likelihood estimation"
~subject:"Monte-Carlo-Simulation"
~subject:"Time series analysis"
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Markov-Kette
Maximum likelihood estimation
Monte-Carlo-Simulation
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
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Least squares method
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English
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Christiansen, Charlotte
2
Di Miscia, Orazio
2
Rahbek, Anders
2
Søndergaard Rasmussen, Nicki
2
Sørensen, Helle
2
Sørensen, Michael
2
Busch, Thomas
1
Grasselli, M.R.
1
Hansen, Niels Richard
1
Hurd, T.R.
1
Kessler, Mathieu
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
Mikkelsen, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Morten Ørregaard
1
Schmid, Wolfgang
1
Stentoft, Lars
1
Taulbjerg, Jes
1
Tolver Jensen, Søren
1
Tzotchev, Dobromir
1
Uchida, Masayuki
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
87
Ekonomiska forskningsinstitutet <Stockholm>
57
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
57
European University Institute / Department of Economics
33
Umeå universitet
13
Econometrisch Instituut <Rotterdam>
10
University of Strathclyde / Department of Economics
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
7
Umeå Universitet / Institutionen för Nationalekonomi
7
University of Exeter / Department of Economics
7
Aarhus Universitet / Afdeling for Nationaløkonomi
6
Gottfried Wilhelm Leibniz Universität Hannover
6
London School of Economics and Political Science
6
Centre for Quantitative Economics & Computing
5
Christian-Albrechts-Universität zu Kiel
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
European University Institute / Department of Law
5
Instituto Valenciano de Investigaciones Económicas
5
Københavns Universitet / Økonomisk Institut
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
Shakai-Keizai-Kenkyūsho <Osaka>
5
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
5
University of Canterbury / Dept. of Economics and Finance
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University of Southampton / Department of Economics
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Center for Economic Research <Tilburg>
4
Institut für Höhere Studien
4
National Institute of Economic and Social Research
4
Springer Fachmedien Wiesbaden
4
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4
Universität Basel / Institut für Statistik und Ökonometrie
4
Université de Montréal / Département de sciences économiques
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Institut für Weltwirtschaft
3
Konjunkturinstitutet <Stockholm>
3
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
22
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ECONIS (ZBW)
22
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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
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
3
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:
4
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
5
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:
6
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:
7
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
Saved in:
8
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702284
Saved in:
9
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
10
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
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