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A review of "Non-stationary ti...
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Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Stochastic process
13
Stochastischer Prozess
13
Time series analysis
12
Zeitreihenanalyse
12
Yield curve
11
Zinsstruktur
11
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10
Volatilität
10
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8
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8
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8
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Maximum likelihood estimation
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CAPM
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Option trading
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Optionsgeschäft
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Kleinste-Quadrate-Methode
3
Least squares method
3
Nichtlineare Regression
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79
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Arbeitspapier
73
Graue Literatur
73
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73
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English
79
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Barndorff-Nielsen, Ole E.
8
Sørensen, Michael
5
Tanggaard, Carsten
5
Ørregaard Nielsen, Morten
5
Christensen, Bent Jesper
4
Lunde, Asger
4
Di Miscia, Orazio
3
Hansen, Peter Reinhard
3
Mikkelsen, Peter
3
Myhre Lildholt, Peter
3
Nielsen, Jens Perch
3
Rahbek, Anders
3
Shepard, Neil
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
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
Schmidli, Hanspeter
2
Sørensen, Helle
2
Bartholdy, Jan
1
Bec, Frédérique
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
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,196
Edward Elgar Publishing
405
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
380
Ekonomiska forskningsinstitutet <Stockholm>
302
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
287
Center for Economic Research <Tilburg>
281
OECD
274
European University Institute / Department of Economics
265
Springer Fachmedien Wiesbaden
253
IGI Global
212
International Monetary Fund
207
Forschungsinstitut zur Zukunft der Arbeit
165
World Bank
157
International Monetary Fund (IMF)
152
Institut für Weltwirtschaft
142
Internationaler Währungsfonds / Research Department
138
Centre for Economic Policy Research
135
Umeå universitet
132
Foerder Institute for Economic Research <Tēl-Āvîv>
126
Universitat Pompeu Fabra / Departament d'Economia i Empresa
109
University of Exeter / Department of Economics
108
Social Systems Research Institute
102
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
102
Springer-Verlag GmbH
91
Australian National University / Faculty of Economics and Commerce
85
Universitetet i Oslo / Økonomisk institutt
83
European University Institute / Department of Law
80
Massachusetts Institute of Technology / Department of Economics
80
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79
Federal Reserve System / Board of Governors
77
University of Warwick / Department of Economics
77
Columbia University / Department of Economics
76
Robert Schuman Centre for Advanced Studies
76
De Gruyter Oldenbourg
74
Econometrisch Instituut <Rotterdam>
73
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
73
Instituto Valenciano de Investigaciones Económicas
72
Erasmus Research Institute of Management
71
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
71
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
79
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ECONIS (ZBW)
79
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1
Optimal residual based tests for fractional
cointegration
and exchange rate dynamics
Nielsen, Morten Ørregaard
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702310
Saved in:
2
Misspecification versus bubbles in hyperinflation data : comment
Engsted, Tom
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660135
Saved in:
3
Cointegration
and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
4
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
5
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
Saved in:
6
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
Saved in:
7
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
8
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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9
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
Saved in:
10
Vector equilibrium correction models with non-linear discountinuous adjustments
Bec, Frédérique
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728534
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