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Theorie
70
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70
Option pricing theory
15
Optionspreistheorie
15
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12
Schätztheorie
12
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Optionsgeschäft
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Barndorff-Nielsen, Ole E.
10
Sørensen, Michael
7
Lunde, Asger
5
Shephard, Neil G.
5
Tanggaard, Carsten
5
Christensen, Bent Jesper
4
Hansen, Peter Reinhard
4
Søndergaard Rasmussen, Nicki
4
Di Miscia, Orazio
3
Mikkelsen, Peter
3
Myhre Lildholt, Peter
3
Nielsen, Jens Perch
3
Shepard, Neil
3
Strunk Hansen, Charlotte
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
Poulsen, Rolf
2
Raahauge, Peter
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bibby, Bo Martin
1
Bladt, Mogens
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
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,587
Edward Elgar Publishing
406
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
378
OECD
365
Ekonomiska forskningsinstitutet <Stockholm>
308
Center for Economic Research <Tilburg>
282
European University Institute / Department of Economics
256
Springer Fachmedien Wiesbaden
254
International Monetary Fund
238
IGI Global
213
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165
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147
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139
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136
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134
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112
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111
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
103
Social Systems Research Institute
102
Springer-Verlag GmbH
91
Deutsche Forschungsgemeinschaft
90
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85
Universitetet i Oslo / Økonomisk institutt
84
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82
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82
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80
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79
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79
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77
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77
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75
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74
De Gruyter Oldenbourg
73
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
73
Instituto Valenciano de Investigaciones Económicas
72
Escola de Pós-Graduação em Economia <Rio de Janeiro>
70
Federal Reserve System / Division of Research and Statistics
70
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
82
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ECONIS (ZBW)
82
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1
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
Saved in:
2
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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
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4
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
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5
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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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
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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
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8
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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9
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
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10
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
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