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A multivariate time series ana...
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Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Stochastic process
12
Stochastischer Prozess
12
Time series analysis
12
Zeitreihenanalyse
12
Yield curve
11
Zinsstruktur
11
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9
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9
ARCH model
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8
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7
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Optionsgeschäft
4
Cointegration
3
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3
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3
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3
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76
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Arbeitspapier
71
Graue Literatur
71
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71
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English
76
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Barndorff-Nielsen, Ole E.
8
Sørensen, Michael
5
Tanggaard, Carsten
5
Lunde, Asger
4
Christensen, Bent Jesper
3
Di Miscia, Orazio
3
Hansen, Peter Reinhard
3
Mikkelsen, Peter
3
Myhre Lildholt, Peter
3
Nielsen, Jens Perch
3
Shepard, Neil
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Ørregaard Nielsen, Morten
3
Brunetti, Celso
2
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Koulikov, Dmitri
2
Løchte Jørgensen, Peter
2
Nielsen, Morten Ørregaard
2
Raahauge, Peter
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bibby, Bo Martin
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Grosen, Anders
1
Hansen, Niels Richard
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Jensen, Morten Berg
1
Jones, M. C.
1
Kessler, Mathieu
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,214
Edward Elgar Publishing
423
Ekonomiska forskningsinstitutet <Stockholm>
302
Center for Economic Research <Tilburg>
281
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
275
OECD
261
Springer Fachmedien Wiesbaden
255
European University Institute / Department of Economics
250
IGI Global
213
Forschungsinstitut zur Zukunft der Arbeit
165
World Bank
156
Institut für Weltwirtschaft
142
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142
Internationaler Währungsfonds / Research Department
138
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136
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132
Foerder Institute for Economic Research <Tēl-Āvîv>
126
Universitat Pompeu Fabra / Departament d'Economia i Empresa
109
University of Exeter / Department of Economics
107
Social Systems Research Institute
103
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
102
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
100
Federal Reserve Bank of St. Louis
95
Springer-Verlag GmbH
93
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85
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82
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79
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77
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76
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76
University of Warwick / Department of Economics
76
De Gruyter Oldenbourg
74
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
73
Econometrisch Instituut <Rotterdam>
72
Federal Reserve Bank of San Francisco
72
Instituto Valenciano de Investigaciones Económicas
72
Erasmus Research Institute of Management
71
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
76
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ECONIS (ZBW)
76
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1
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
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2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
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2
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
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3
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
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4
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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5
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
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contributor
)
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2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
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6
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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7
A comparison of volatility models : does anything beat a GARCH(1,1)?
Hansen, Peter Reinhard
(
contributor
); …
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563856
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8
Local empirical spectral measure of multivariate processes with long range dependence
Ørregaard Nielsen, Morten
(
contributor
)
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2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838828
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9
Modeling sequences of long memory non-negative covariance stationary random variables
Koulikov, Dmitri
(
contributor
)
-
2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793903
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10
Local linear density estimation for filtered survival data, with bias correction
Jones, M. C.
(
contributor
);
Nielsen, Jens Perch
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227638
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