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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Markov-Kette"
~subject:"Time series analysis"
~subject:"Yield curve"
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Markov-Kette
Time series analysis
Yield curve
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Estimation
7
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Schätzung
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Volatility
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Option trading
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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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Statistical distribution
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Statistische Verteilung
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Book / Working Paper
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Graue Literatur
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19
Working Paper
19
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English
19
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Mikkelsen, Peter
3
Taulbjerg, Jes
3
Christiansen, Charlotte
2
Di Miscia, Orazio
2
Busch, Thomas
1
Daniels, Kenneth N.
1
Hansen, Niels Richard
1
Kessler, Mathieu
1
Koulikov, Dmitri
1
Myhre Lildholt, Peter
1
Rahbek, Anders
1
Schmid, Wolfgang
1
Shin Jensen, Malene
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Tolver Jensen, Søren
1
Tzotchev, Dobromir
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
177
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
56
Ekonomiska forskningsinstitutet <Stockholm>
55
European University Institute / Department of Economics
32
Umeå universitet
12
University of Exeter / Department of Economics
10
Econometrisch Instituut <Rotterdam>
9
University of Strathclyde / Department of Economics
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Springer Fachmedien Wiesbaden
7
Umeå Universitet / Institutionen för Nationalekonomi
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Gottfried Wilhelm Leibniz Universität Hannover
6
London School of Economics and Political Science
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Banque de France / Direction des Etudes Economiques et de la Recherche
5
Centre for Quantitative Economics & Computing
5
Christian-Albrechts-Universität zu Kiel
5
European University Institute / Department of Law
5
Instituto Valenciano de Investigaciones Económicas
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
Australian National University / Faculty of Economics and Commerce
4
Birkbeck College / Department of Economics
4
Center for Economic Research <Tilburg>
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Federal Reserve Bank of New York
4
Federal Reserve Bank of San Francisco
4
Federal Reserve Bank of St. Louis
4
Institut für Höhere Studien
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Institut für Weltwirtschaft
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Rodney L. White Center for Financial Research
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State University of New York at Albany / Department of Economics
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Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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University of Cambridge / Department of Applied Economics
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Universität Basel / Institut für Statistik und Ökonometrie
4
Aarhus Universitet / Afdeling for Nationaløkonomi
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Erasmus Research Institute of Management
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Eric Cuvillier <Firma>
3
Federal Reserve System / Division of Research and Statistics
3
Institute of Finance and Accounting <London>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
19
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ECONIS (ZBW)
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The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
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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
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4
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:
5
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
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6
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
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7
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
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8
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
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9
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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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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