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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Markov-Kette"
~subject:"Time series analysis"
~subject:"Zinsstruktur"
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Markov-Kette
Time series analysis
Zinsstruktur
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Stochastic process
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Stochastischer Prozess
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Least squares method
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Probability theory
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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
Busch, Thomas
1
Daniels, Kenneth N.
1
Hansen, Niels Richard
1
Kessler, Mathieu
1
Koulikov, Dmitri
1
Myhre Lildholt, Peter
1
Rahbek, Anders
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Schmid, Wolfgang
1
Shin Jensen, Malene
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Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Tolver Jensen, Søren
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Tzotchev, Dobromir
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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
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Econometrisch Instituut <Rotterdam>
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University of Strathclyde / Department of Economics
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Springer Fachmedien Wiesbaden
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Gottfried Wilhelm Leibniz Universität Hannover
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London School of Economics and Political Science
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Centre for Quantitative Economics & Computing
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Christian-Albrechts-Universität zu Kiel
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European University Institute / Department of Law
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Instituto Valenciano de Investigaciones Económicas
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Australian National University / Faculty of Economics and Commerce
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Birkbeck College / Department of Economics
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Center for Economic Research <Tilburg>
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Federal Reserve Bank of New York
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Rodney L. White Center for Financial Research
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Eric Cuvillier <Firma>
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Federal Reserve System / Division of Research and Statistics
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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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
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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6
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
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7
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
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2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
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8
Cross-currency LIBOR market models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563858
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9
Classification of Markov chains on Rk
Hansen, Niels Richard
(
contributor
)
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543227
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10
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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