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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Markov-Kette"
~subject:"Maximum likelihood estimation"
~subject:"Statistische Verteilung"
~subject:"Time series analysis"
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Markov-Kette
Maximum likelihood estimation
Statistische Verteilung
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
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Maximum-Likelihood-Schätzung
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Option trading
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Optionsgeschäft
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Kointegration
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Least squares method
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Probability theory
3
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Statistical distribution
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18
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16
Working Paper
16
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English
18
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Christiansen, Charlotte
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
Jensen, Morten Berg
1
Kessler, Mathieu
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
Lunde, Asger
1
Mikkelsen, Peter
1
Myhre Lildholt, Peter
1
Stelzer, Robert
1
Søndergaard Rasmussen, Nicki
1
Taulbjerg, Jes
1
Tolver Jensen, Søren
1
Uchida, Masayuki
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
107
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
58
Ekonomiska forskningsinstitutet <Stockholm>
51
European University Institute / Department of Economics
38
Umeå universitet
12
Econometrisch Instituut <Rotterdam>
10
Center for Economic Research <Tilburg>
9
London School of Economics and Political Science
9
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
8
Umeå Universitet / Institutionen för Nationalekonomi
8
University of Strathclyde / Department of Economics
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Gottfried Wilhelm Leibniz Universität Hannover
6
Shakai-Keizai-Kenkyūsho <Osaka>
6
University of Exeter / Department of Economics
6
University of Southampton / Department of Economics
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
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
Rutgers University / Department of Economics
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Institut für Höhere Studien
4
Instituto Valenciano de Investigaciones Económicas
4
Organisation for Economic Co-operation and Development
4
Social Systems Research Institute
4
Springer Fachmedien Wiesbaden
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
University of Cambridge / Department of Applied Economics
4
University of New England / Department of Econometrics
4
University of York / Department of Economics and Related Studies
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Université de Montréal / Département de sciences économiques
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Australian National University / Faculty of Economics and Commerce
3
Birkbeck College / Department of Economics
3
Federal Reserve Bank of St. Louis
3
Forschungsinstitut zur Zukunft der Arbeit
3
Institut für Weltwirtschaft
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
18
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ECONIS (ZBW)
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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
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Saved in:
3
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:
4
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:
5
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:
6
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
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7
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
Saved in:
8
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:
9
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
10
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
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