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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Schätzung"
~subject:"Time series analysis"
~subject:"Yield curve"
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Schätzung
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
Statistical test
7
Statistischer Test
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
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Estimation theory
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Schätztheorie
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CAPM
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Option trading
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Optionsgeschäft
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Cointegration
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Einheitswurzeltest
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Hedging
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Kleinste-Quadrate-Methode
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Kointegration
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Least squares method
3
Probability theory
3
Regression analysis
3
Regressionsanalyse
3
Statistical distribution
3
Statistische Verteilung
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Book / Working Paper
22
Type of publication (narrower categories)
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Arbeitspapier
22
Graue Literatur
22
Non-commercial literature
22
Working Paper
22
Language
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English
22
Author
All
Mikkelsen, Peter
3
Taulbjerg, Jes
3
Christiansen, Charlotte
2
Di Miscia, Orazio
2
Myhre Lildholt, Peter
2
Tanggaard, Carsten
2
Brunetti, Celso
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Koulikov, Dmitri
1
Myhre Lildholdt, Peter
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Rahbek, Anders
1
Schmid, Wolfgang
1
Shin Jensen, Malene
1
Søndergaard Rasmussen, Nicki
1
Tolver Jensen, Søren
1
Tzotchev, Dobromir
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
661
Ekonomiska forskningsinstitutet <Stockholm>
82
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
71
European University Institute / Department of Economics
36
Forschungsinstitut zur Zukunft der Arbeit
35
Springer Fachmedien Wiesbaden
29
Internationaler Währungsfonds / Research Department
23
Birkbeck College / Department of Economics
19
Umeå universitet
18
Institut für Weltwirtschaft
16
University of Exeter / Department of Economics
15
Federal Reserve System / Board of Governors
14
Institut für Höhere Studien
12
Verlag Dr. Kovač
12
University of Oxford / Institute of Economics and Statistics
11
Centre for Quantitative Economics & Computing
10
Christian-Albrechts-Universität zu Kiel
10
Econometrisch Instituut <Rotterdam>
10
Federal Reserve System / Division of Research and Statistics
10
Australian National University / Faculty of Economics and Commerce
9
Centre for Economic Policy Research
9
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
9
Friedrich-Schiller-Universität Jena
9
Trinity College Dublin / Department of Economics
9
Umeå Universitet / Institutionen för Nationalekonomi
9
University of Reading / Department of Economics
9
Universität Mannheim
9
Center for Economic Research <Tilburg>
8
Centre for Economic Performance
8
Deutschland / Bundeswehr / Universität Hamburg
8
Eric Cuvillier <Firma>
8
Federal Reserve Bank of San Francisco
8
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
7
Goethe-Universität Frankfurt am Main
7
International Monetary Fund
7
Leibniz-Institut für Wirtschaftsforschung Halle
7
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
7
Rodney L. White Center for Financial Research
7
University of Strathclyde / Department of Economics
7
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
22
Source
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ECONIS (ZBW)
22
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1
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
2
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:
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
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:
5
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:
6
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:
7
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:
8
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
9
Optimal residual based tests for fractional cointegration and exchange rate dynamics
Nielsen, Morten Ørregaard
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702310
Saved in:
10
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
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