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Liquidity and interest rates
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Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Estimation
8
Monte Carlo simulation
8
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8
Schätzung
8
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7
Statistischer Test
7
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7
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7
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6
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6
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6
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6
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5
Maximum likelihood estimation
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Option trading
4
Optionsgeschäft
4
Analysis of variance
3
Cointegration
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Einheitswurzeltest
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Hedging
3
Interest rate
3
Kleinste-Quadrate-Methode
3
Kointegration
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Least squares method
3
Probability theory
3
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3
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Book / Working Paper
71
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Arbeitspapier
66
Graue Literatur
66
Non-commercial literature
66
Working Paper
66
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English
71
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Barndorff-Nielsen, Ole E.
8
Christensen, Bent Jesper
4
Sørensen, Michael
4
Tanggaard, Carsten
4
Di Miscia, Orazio
3
Lunde, Asger
3
Mikkelsen, Peter
3
Shepard, Neil
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Hansen, Peter Reinhard
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Poulsen, Rolf
2
Raahauge, Peter
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Ørregaard Nielsen, Morten
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Brunetti, Celso
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
Kessler, Mathieu
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,568
Edward Elgar Publishing
409
International Monetary Fund
306
OECD
304
Ekonomiska forskningsinstitutet <Stockholm>
284
Center for Economic Research <Tilburg>
279
Springer Fachmedien Wiesbaden
268
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
261
European University Institute / Department of Economics
250
IGI Global
212
World Bank
169
Forschungsinstitut zur Zukunft der Arbeit
165
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
165
Institut für Weltwirtschaft
148
Internationaler Währungsfonds / Research Department
145
Centre for Economic Policy Research
138
Foerder Institute for Economic Research <Tēl-Āvîv>
127
Umeå universitet
127
International Monetary Fund (IMF)
120
Universitat Pompeu Fabra / Departament d'Economia i Empresa
108
University of Exeter / Department of Economics
105
Social Systems Research Institute
103
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
102
Springer-Verlag GmbH
91
C.E.P.R. Discussion Papers
90
Australian National University / Faculty of Economics and Commerce
85
Federal Reserve System / Board of Governors
82
Deutsche Forschungsgemeinschaft
81
Massachusetts Institute of Technology / Department of Economics
80
Universitetet i Oslo / Økonomisk institutt
79
European University Institute / Department of Law
78
Columbia University / Department of Economics
76
De Gruyter Oldenbourg
76
Robert Schuman Centre for Advanced Studies
75
Instituto Valenciano de Investigaciones Económicas
74
University of Warwick / Department of Economics
74
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
73
Erasmus Research Institute of Management
71
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
70
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
71
Source
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ECONIS (ZBW)
71
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1
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
2
Optimal inference in diffusion models of the short rate of interest
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622256
Saved in:
3
Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
Saved in:
4
Speculative bubbles in stock prices? : Tests based on the price-dividend ratio
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001998442
Saved in:
5
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
6
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
Saved in:
7
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
8
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:
9
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
10
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
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