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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Markov-Kette"
~subject:"Maximum likelihood estimation"
~subject:"Statistical test"
~subject:"Time series analysis"
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Markov-Kette
Maximum likelihood estimation
Statistical test
Time series analysis
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
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10
Stochastischer Prozess
10
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7
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Least squares method
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Probability theory
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23
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Arbeitspapier
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22
Working Paper
22
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English
23
Author
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Taulbjerg, Jes
3
Christiansen, Charlotte
2
Hansen, Peter Reinhard
2
Lunde, Asger
2
Rahbek, Anders
2
Sørensen, Helle
2
Sørensen, Michael
2
Barndorff-Nielsen, Ole E.
1
Busch, Thomas
1
Di Miscia, Orazio
1
Hansen, Niels Richard
1
Jakubenas, Paulius
1
Kessler, Mathieu
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
Mikkelsen, Peter
1
Myhre Lildholt, Peter
1
Shephard, Neil G.
1
Søndergaard Rasmussen, Nicki
1
Tolver Jensen, Søren
1
Uchida, Masayuki
1
Ørregaard Nielsen, Morten
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
95
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
68
Ekonomiska forskningsinstitutet <Stockholm>
52
European University Institute / Department of Economics
35
OECD
14
Econometrisch Instituut <Rotterdam>
12
Umeå universitet
12
Organisation for Economic Co-operation and Development
11
Center for Economic Research <Tilburg>
9
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
9
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
University of Strathclyde / Department of Economics
8
London School of Economics and Political Science
7
Umeå Universitet / Institutionen för Nationalekonomi
7
Université de Montréal / Département de sciences économiques
7
Aarhus Universitet / Afdeling for Nationaløkonomi
6
Columbia University / Department of Economics
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Springer Fachmedien Wiesbaden
6
University of Cambridge / Department of Applied Economics
6
University of Southampton / Department of Economics
6
Brown University / Department of Economics
5
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
Forschungsinstitut zur Zukunft der Arbeit
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
Shakai-Keizai-Kenkyūsho <Osaka>
5
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
5
University of Exeter / Department of Economics
5
Institut für Höhere Studien
4
Instituto Valenciano de Investigaciones Económicas
4
Social Systems Research Institute
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
University of California Davis / Department of Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Australian National University / Faculty of Economics and Commerce
3
Birkbeck College / Department of Economics
3
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
23
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ECONIS (ZBW)
23
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1
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
Saved in:
2
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:
3
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
4
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:
5
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
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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
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7
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
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8
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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9
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:
10
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
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