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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Markov-Kette"
~subject:"Maximum likelihood estimation"
~subject:"Time series analysis"
~subject:"Zinsstruktur"
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Markov-Kette
Maximum likelihood estimation
Time series analysis
Zinsstruktur
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Stochastic process
10
Stochastischer Prozess
10
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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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Book / Working Paper
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Graue Literatur
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Working Paper
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English
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Mikkelsen, Peter
3
Taulbjerg, Jes
3
Christiansen, Charlotte
2
Di Miscia, Orazio
2
Rahbek, Anders
2
Sørensen, Helle
2
Sørensen, Michael
2
Busch, Thomas
1
Daniels, Kenneth N.
1
Hansen, Niels Richard
1
Kessler, Mathieu
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
Myhre Lildholt, Peter
1
Schmid, Wolfgang
1
Shin Jensen, Malene
1
Søndergaard Rasmussen, Nicki
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
181
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
61
Ekonomiska forskningsinstitutet <Stockholm>
57
European University Institute / Department of Economics
33
Umeå universitet
12
University of Exeter / Department of Economics
11
Econometrisch Instituut <Rotterdam>
10
University of Strathclyde / Department of Economics
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
7
Springer Fachmedien Wiesbaden
7
Umeå Universitet / Institutionen för Nationalekonomi
7
Gottfried Wilhelm Leibniz Universität Hannover
6
London School of Economics and Political Science
6
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
6
Banque de France / Direction des Etudes Economiques et de la Recherche
5
Center for Economic Research <Tilburg>
5
Centre for Quantitative Economics & Computing
5
Christian-Albrechts-Universität zu Kiel
5
European University Institute / Department of Law
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Instituto Valenciano de Investigaciones Económicas
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
Rodney L. White Center for Financial Research
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Shakai-Keizai-Kenkyūsho <Osaka>
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University of Southampton / Department of Economics
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University of Cambridge / Department of Applied Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
4
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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)
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Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
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2
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
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3
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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4
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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5
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
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6
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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7
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
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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
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9
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
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10
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
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