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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Statistische Verteilung"
~subject:"Time series analysis"
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Statistische Verteilung
Time series analysis
Theorie
70
Theory
70
Option pricing theory
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Optionspreistheorie
14
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11
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Barndorff-Nielsen, Ole E.
1
Busch, Thomas
1
Christiansen, Charlotte
1
Jensen, Morten Berg
1
Koulikov, Dmitri
1
Lunde, Asger
1
Myhre Lildholt, Peter
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Rahbek, Anders
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
89
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49
Ekonomiska forskningsinstitutet <Stockholm>
42
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Organisation for Economic Co-operation and Development
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Shakai-Keizai-Kenkyūsho <Osaka>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
8
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ECONIS (ZBW)
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Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
2
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Saved in:
3
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:
4
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:
5
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
6
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:
7
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
Saved in:
8
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
Saved in:
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