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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Schätztheorie"
~subject:"Time series analysis"
~subject:"Yield curve"
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Schätztheorie
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
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Zeitreihenanalyse
6
Estimation theory
5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
CAPM
4
Option trading
4
Optionsgeschäft
4
Cointegration
3
Einheitswurzeltest
3
Hedging
3
Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
Probability theory
3
Regression analysis
3
Regressionsanalyse
3
Statistical distribution
3
Statistische Verteilung
3
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Type of publication
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Book / Working Paper
21
Type of publication (narrower categories)
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Arbeitspapier
21
Graue Literatur
21
Non-commercial literature
21
Working Paper
21
Language
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English
21
Author
All
Mikkelsen, Peter
3
Taulbjerg, Jes
3
Christiansen, Charlotte
2
Di Miscia, Orazio
2
Busch, Thomas
1
Daniels, Kenneth N.
1
Koulikov, Dmitri
1
Myhre Lildholt, Peter
1
Nielsen, Jens Perch
1
Rahbek, Anders
1
Schmid, Wolfgang
1
Shin Jensen, Malene
1
Stegenborg Larsen, Kristian
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Sørensen, Michael
1
Tanggaard, Carsten
1
Tolver Jensen, Søren
1
Tzotchev, Dobromir
1
Ørregaard Nielsen, Morten
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
167
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
65
Ekonomiska forskningsinstitutet <Stockholm>
61
European University Institute / Department of Economics
42
Umeå universitet
23
Center for Economic Research <Tilburg>
18
University of New England / Department of Econometrics
18
University of Exeter / Department of Economics
17
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
12
Universität Basel / Institut für Statistik und Ökonometrie
12
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
11
Forschungsinstitut zur Zukunft der Arbeit
10
Birkbeck College / Department of Economics
9
Federal Reserve System / Division of Research and Statistics
9
Rodney L. White Center for Financial Research
9
Econometrisch Instituut <Rotterdam>
8
Umeå Universitet / Institutionen för Nationalekonomi
8
Aarhus Universitet / Afdeling for Nationaløkonomi
7
Banque de France / Direction des Etudes Economiques et de la Recherche
7
Centre for Quantitative Economics & Computing
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Institut für Höhere Studien
7
Institut für Weltwirtschaft
7
Rutgers University / Department of Economics
7
Springer Fachmedien Wiesbaden
7
Australian National University / Faculty of Economics and Commerce
6
Deutsche Forschungsgemeinschaft
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
6
Universitetet i Oslo / Økonomisk institutt
6
University of Cambridge / Department of Applied Economics
6
University of Strathclyde / Department of Economics
6
Centre for Microdata Methods and Practice <London>
5
Christian-Albrechts-Universität zu Kiel
5
European University Institute / Department of Law
5
London School of Economics and Political Science
5
Shakai-Keizai-Kenkyūsho <Osaka>
5
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
5
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
5
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
21
Source
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ECONIS (ZBW)
21
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1
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
Saved in:
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
Saved in:
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
Saved in:
6
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:
7
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
8
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
Saved in:
9
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:
10
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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