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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Regressionsanalyse"
~subject:"Statistical test"
~subject:"Time series analysis"
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Regressionsanalyse
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Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
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10
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Option trading
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Book / Working Paper
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16
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16
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English
16
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Barndorff-Nielsen, Ole E.
2
Hansen, Peter Reinhard
2
Lunde, Asger
2
Taulbjerg, Jes
2
Busch, Thomas
1
Christiansen, Charlotte
1
Jakubenas, Paulius
1
Koulikov, Dmitri
1
Myhre Lildholt, Peter
1
Nielsen, Morten Ørregaard
1
Rahbek, Anders
1
Shepard, Neil
1
Shephard, Neil G.
1
Strunk Hansen, Charlotte
1
Søndergaard Rasmussen, Nicki
1
Tolver Jensen, Søren
1
Tuypens, Bjorn E.
1
Ørregaard Nielsen, Morten
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
102
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
73
Ekonomiska forskningsinstitutet <Stockholm>
44
European University Institute / Department of Economics
33
OECD
14
Center for Economic Research <Tilburg>
11
Organisation for Economic Co-operation and Development
11
Umeå universitet
11
Econometrisch Instituut <Rotterdam>
10
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
10
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Columbia University / Department of Economics
7
University of Cambridge / Department of Applied Economics
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Aarhus Universitet / Afdeling for Nationaløkonomi
6
Brown University / Department of Economics
6
Centre for Quantitative Economics & Computing
6
Christian-Albrechts-Universität zu Kiel
6
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
6
Escola de Pós-Graduação em Economia <Rio de Janeiro>
6
Forschungsinstitut zur Zukunft der Arbeit
6
Gottfried Wilhelm Leibniz Universität Hannover
6
London School of Economics and Political Science
6
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Springer Fachmedien Wiesbaden
6
Umeå Universitet / Institutionen för Nationalekonomi
6
University of Southampton / Department of Economics
6
University of Strathclyde / Department of Economics
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Université de Montréal / Département de sciences économiques
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5
Massachusetts Institute of Technology / Department of Economics
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University of Exeter / Department of Economics
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Institut für Höhere Studien
4
University of California Davis / Department of Economics
4
University of Cambridge / Faculty of Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Australian National University / Faculty of Economics and Commerce
3
Birkbeck College / Department of Economics
3
Boston College / Department of Economics
3
De Gruyter Oldenbourg
3
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
16
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ECONIS (ZBW)
16
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Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
Saved in:
2
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
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
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
5
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:
6
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
7
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:
8
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
9
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:
10
Econometric analysis of realised covariation : high frequency covariance, regression and correlation in financial economics
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686826
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