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~institution:"Centre for Analytical Finance <Århus>"
~subject:"New institutional economics"
~subject:"Time series analysis"
~subject:"Umweltbewertung"
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New institutional economics
Time series analysis
Umweltbewertung
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
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Option trading
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Optionsgeschäft
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English
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Myhre Lildholt, Peter
2
Brunetti, Celso
1
Busch, Thomas
1
Christiansen, Charlotte
1
Hansen, Peter Reinhard
1
Koulikov, Dmitri
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Lunde, Asger
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Rahbek, Anders
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Søndergaard Rasmussen, Nicki
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
90
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
47
Ekonomiska forskningsinstitutet <Stockholm>
44
European University Institute / Department of Economics
32
Umeå universitet
12
Econometrisch Instituut <Rotterdam>
10
Federal Reserve Bank of St. Louis
10
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Christian-Albrechts-Universität zu Kiel
6
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6
Gottfried Wilhelm Leibniz Universität Hannover
6
Umeå Universitet / Institutionen för Nationalekonomi
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University of Strathclyde / Department of Economics
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Centre for Quantitative Economics & Computing
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Edward Elgar Publishing
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London School of Economics and Political Science
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
Springer Fachmedien Wiesbaden
5
University of Cambridge / Department of Applied Economics
5
University of Exeter / Department of Economics
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Institut für Höhere Studien
4
Norges Bank / Utredningsavdelingen
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Université de Montréal / Département de sciences économiques
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Birkbeck College / Department of Economics
3
Centre for Growth and Business Cycle Research <Manchester>
3
Eric Cuvillier <Firma>
3
Federal Reserve Bank of New York
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Max-Planck-Institut zur Erforschung von Wirtschaftssystemen
3
Organisation for Economic Co-operation and Development
3
School of Finance and Business Economics <Perth, Western Australia>
3
Shakai-Keizai-Kenkyūsho <Osaka>
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Springer-Verlag GmbH
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
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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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Time series modelling of daily log-price ranges for SF/USD and USD/GBP
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719176
Saved in:
2
A comparison of volatility models : does anything beat a GARCH(1,1)?
Hansen, Peter Reinhard
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563856
Saved in:
3
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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
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:
6
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
7
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
Saved in:
8
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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