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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Regressionsanalyse"
~subject:"Time series analysis"
~subject:"Volatility"
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Regressionsanalyse
Time series analysis
Volatility
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
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15
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English
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Barndorff-Nielsen, Ole E.
2
Myhre Lildholt, Peter
2
Strunk Hansen, Charlotte
2
Busch, Thomas
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Hansen, Peter Reinhard
1
Koulikov, Dmitri
1
Lunde, Asger
1
Nicolato, Elisa
1
Nielsen, Morten Ørregaard
1
Rahbek, Anders
1
Shepard, Neil
1
Shephard, Neil G.
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Tolver Jensen, Søren
1
Tuypens, Bjorn E.
1
Venardos, Emmanouil
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
265
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
67
Ekonomiska forskningsinstitutet <Stockholm>
47
European University Institute / Department of Economics
39
Umeå universitet
11
Econometrisch Instituut <Rotterdam>
9
Birkbeck College / Department of Economics
8
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
8
Umeå Universitet / Institutionen för Nationalekonomi
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Centre for Quantitative Economics & Computing
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Instituto Valenciano de Investigaciones Económicas
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Internationaler Währungsfonds / Research Department
7
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Rodney L. White Center for Financial Research
7
University of Exeter / Department of Economics
7
Christian-Albrechts-Universität zu Kiel
6
European University Institute / Department of Law
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Forschungsinstitut zur Zukunft der Arbeit
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Institute of Finance and Accounting <London>
6
Massachusetts Institute of Technology / Department of Economics
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Springer Fachmedien Wiesbaden
6
Svenska Handelshögskolan <Helsinki>
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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University of Cambridge / Department of Applied Economics
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University of Strathclyde / Department of Economics
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Center for Economic Research <Tilburg>
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
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London School of Economics and Political Science
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4
Australian National University / Faculty of Economics and Commerce
4
Brown University / Department of Economics
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Erasmus Research Institute of Management
4
Federal Reserve Bank of New York
4
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Institut für Höhere Studien
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
15
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ECONIS (ZBW)
15
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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
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
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
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:
7
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
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
Option pricing in stochastic volatility models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
Saved in:
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