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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Markov-Kette"
~subject:"Statistischer Test"
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Markov-Kette
Statistischer Test
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
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Statistical test
7
Volatility
7
Volatilität
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Time series analysis
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Estimation theory
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Markov chain
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Schätztheorie
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CAPM
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Option trading
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Optionsgeschäft
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Cointegration
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Einheitswurzeltest
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Hedging
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Kleinste-Quadrate-Methode
3
Kointegration
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Least squares method
3
Probability theory
3
Regression analysis
3
Regressionsanalyse
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Statistical distribution
3
Statistische Verteilung
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Book / Working Paper
12
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Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Language
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English
12
Author
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Hansen, Peter Reinhard
2
Lunde, Asger
2
Taulbjerg, Jes
2
Barndorff-Nielsen, Ole E.
1
Christiansen, Charlotte
1
Di Miscia, Orazio
1
Hansen, Niels Richard
1
Jakubenas, Paulius
1
Kessler, Mathieu
1
Mikkelsen, Peter
1
Shephard, Neil G.
1
Sørensen, Michael
1
Ørregaard Nielsen, Morten
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
25
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
24
OECD
14
Center for Economic Research <Tilburg>
8
Ekonomiska forskningsinstitutet <Stockholm>
8
Organisation for Economic Co-operation and Development
8
Brown University / Department of Economics
5
Columbia University / Department of Economics
5
Econometrisch Instituut <Rotterdam>
5
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
4
European University Institute / Department of Economics
4
Social Systems Research Institute
4
Springer Fachmedien Wiesbaden
4
Johns Hopkins University / Department of Economics
3
London School of Economics and Political Science
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
University of British Columbia / Finance Division
3
University of California Davis / Department of Economics
3
University of Strathclyde / 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
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
2
Christian-Albrechts-Universität zu Kiel
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
European University Institute / Department of Law
2
Federal Reserve Bank of St. Louis
2
Forschungsinstitut zur Zukunft der Arbeit
2
Instituto Valenciano de Investigaciones Económicas
2
Jingji-Yanjiusuo <Taipeh>
2
Queen Mary College / Department of Economics
2
Rutgers University / Department of Economics
2
University of Cambridge / Department of Applied Economics
2
University of Cambridge / Faculty of Economics
2
University of Southampton / Department of Economics
2
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
2
Basel Committee on Banking Supervision
1
Boston College / Department of Economics
1
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
12
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ECONIS (ZBW)
12
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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
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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
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
6
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
7
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
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8
Classification of Markov chains on Rk
Hansen, Niels Richard
(
contributor
)
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543227
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9
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:
10
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
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