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~institution:"Centre for Analytical Finance <Århus>"
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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
Schätzung
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Estimation theory
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Markov chain
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Markov-Kette
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Schätztheorie
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Option trading
4
Optionsgeschäft
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3
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3
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Book / Working Paper
71
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Arbeitspapier
67
Graue Literatur
67
Non-commercial literature
67
Working Paper
67
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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
Raahauge, 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
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
Levendorskij, Sergej Z.
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,390
Edward Elgar Publishing
430
OECD
365
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
298
Ekonomiska forskningsinstitutet <Stockholm>
292
Center for Economic Research <Tilburg>
289
Springer Fachmedien Wiesbaden
283
International Monetary Fund
262
European University Institute / Department of Economics
255
IGI Global
238
Forschungsinstitut zur Zukunft der Arbeit
169
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
167
Tilburg University, Center for Economic Research
159
World Bank
159
Institut für Weltwirtschaft
140
Internationaler Währungsfonds / Research Department
137
Foerder Institute for Economic Research <Tēl-Āvîv>
136
Centre for Economic Policy Research
135
Umeå universitet
127
Universitat Pompeu Fabra / Departament d'Economia i Empresa
111
University of Exeter / Department of Economics
110
Social Systems Research Institute
104
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
103
Deutsche Forschungsgemeinschaft
95
Springer-Verlag GmbH
94
Australian National University / Faculty of Economics and Commerce
87
Robert Schuman Centre for Advanced Studies
83
Universitetet i Oslo / Økonomisk institutt
82
European University Institute / Department of Law
80
University of Warwick / Department of Economics
80
Massachusetts Institute of Technology / Department of Economics
78
Columbia University / Department of Economics
76
Federal Reserve System / Board of Governors
75
Erasmus Research Institute of Management
74
Instituto Valenciano de Investigaciones Económicas
74
CentER for Economic Research, Universiteit van Tilburg
73
De Gruyter Oldenbourg
73
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
73
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
70
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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
Latent
utility
shocks in a structural empirical asset pricing model
Christensen, Bent Jesper
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507048
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
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
4
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
Saved in:
5
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
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6
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:
7
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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8
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:
9
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
10
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
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