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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
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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7
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6
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6
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5
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5
Maximum-Likelihood-Schätzung
5
Schätztheorie
5
CAPM
4
Kleinste-Quadrate-Methode
4
Least squares method
4
Option trading
4
Optionsgeschäft
4
Regression analysis
4
Regressionsanalyse
4
Cointegration
3
Einheitswurzeltest
3
Forecast
3
Forecasting model
3
Hedging
3
Kointegration
3
Probability theory
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
Strunk Hansen, Charlotte
4
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
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
Sørensen, Helle
2
Tuypens, Bjorn E.
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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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,434
Edward Elgar Publishing
411
OECD
295
Ekonomiska forskningsinstitutet <Stockholm>
286
Center for Economic Research <Tilburg>
282
Springer Fachmedien Wiesbaden
271
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
265
European University Institute / Department of Economics
255
IGI Global
225
International Monetary Fund
204
World Bank
167
Forschungsinstitut zur Zukunft der Arbeit
165
Institut für Weltwirtschaft
145
Centre for Economic Policy Research
137
Internationaler Währungsfonds / Research Department
137
International Monetary Fund (IMF)
128
Umeå universitet
127
Foerder Institute for Economic Research <Tēl-Āvîv>
126
Universitat Pompeu Fabra / Departament d'Economia i Empresa
107
University of Exeter / Department of Economics
106
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
103
Social Systems Research Institute
102
Springer-Verlag GmbH
92
European University Institute / Department of Law
85
Australian National University / Faculty of Economics and Commerce
84
Federal Reserve Bank of St. Louis
80
Deutsche Forschungsgemeinschaft
79
Universitetet i Oslo / Økonomisk institutt
79
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
79
Massachusetts Institute of Technology / Department of Economics
78
De Gruyter Oldenbourg
77
Columbia University / Department of Economics
76
Federal Reserve System / Board of Governors
75
Robert Schuman Centre for Advanced Studies
75
University of Warwick / Department of Economics
75
Erasmus Research Institute of Management
74
Instituto Valenciano de Investigaciones Económicas
74
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
73
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
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:
2
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
3
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
4
Long-run regression :
theory
and application to U.S. asset markets
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491534
Saved in:
5
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:
6
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
7
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
Saved in:
8
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
9
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:
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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