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~institution:"Centre for Analytical Finance <Århus>"
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Theorie
70
Theory
70
Option pricing theory
15
Optionspreistheorie
15
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Volatility
9
Volatilität
9
Estimation
7
Monte Carlo simulation
7
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7
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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
Estimation theory
5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Option trading
5
Optionsgeschäft
5
Schätztheorie
5
CAPM
4
Börsenkurs
3
Cointegration
3
Einheitswurzeltest
3
Hedging
3
Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
Probability theory
3
Regression analysis
3
Regressionsanalyse
3
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3
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Book / Working Paper
72
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Arbeitspapier
68
Graue Literatur
68
Non-commercial literature
68
Working Paper
68
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English
72
Author
All
Barndorff-Nielsen, Ole E.
8
Sørensen, Michael
4
Tanggaard, Carsten
4
Christensen, Bent Jesper
3
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
Raahauge, Peter
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Stentoft, Lars
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
7,606
Edward Elgar Publishing
408
Ekonomiska forskningsinstitutet <Stockholm>
289
Center for Economic Research <Tilburg>
284
OECD
279
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
268
Springer Fachmedien Wiesbaden
257
European University Institute / Department of Economics
250
International Monetary Fund
241
IGI Global
215
Forschungsinstitut zur Zukunft der Arbeit
165
World Bank
159
Institut für Weltwirtschaft
143
Internationaler Währungsfonds / Research Department
141
Centre for Economic Policy Research
139
Foerder Institute for Economic Research <Tēl-Āvîv>
127
Umeå universitet
127
International Monetary Fund (IMF)
123
Universitat Pompeu Fabra / Departament d'Economia i Empresa
112
University of Exeter / Department of Economics
107
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
103
Social Systems Research Institute
102
Springer-Verlag GmbH
92
Australian National University / Faculty of Economics and Commerce
84
Federal Reserve System / Board of Governors
82
Deutsche Forschungsgemeinschaft
81
Universitetet i Oslo / Økonomisk institutt
79
Massachusetts Institute of Technology / Department of Economics
78
De Gruyter Oldenbourg
76
Robert Schuman Centre for Advanced Studies
76
Columbia University / Department of Economics
75
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
75
European University Institute / Department of Law
74
Erasmus Research Institute of Management
73
Federal Reserve System / Division of Research and Statistics
73
University of Warwick / Department of Economics
73
Instituto Valenciano de Investigaciones Económicas
72
INSEAD
70
Deutschland / Bundeswehr / Universität Hamburg
69
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
72
Source
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ECONIS (ZBW)
72
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1
Short tales, price pressure, and the stock price response to convertible bond calls
Bechmann, Ken L.
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851134
Saved in:
2
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:
3
The information content of earnings announcements in Denmark
Sponholtz, Carina
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069215
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4
Pricing american options when the underlying stock price exhibits time-vaying volatility
Stentoft, Lars
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690047
Saved in:
5
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
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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
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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
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9
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
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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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