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Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Stochastic process
11
Stochastischer Prozess
11
Yield curve
11
Zinsstruktur
11
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10
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10
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9
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9
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9
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8
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Option trading
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Optionsgeschäft
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3
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3
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76
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72
Graue Literatur
72
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72
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72
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English
76
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Barndorff-Nielsen, Ole E.
8
Sørensen, Michael
5
Christiansen, Charlotte
4
Lunde, Asger
4
Tanggaard, Carsten
4
Christensen, Bent Jesper
3
Di Miscia, Orazio
3
Hansen, Peter Reinhard
3
Mikkelsen, Peter
3
Shepard, Neil
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Busch, Thomas
2
Christensen, Claus Vorm
2
Engsted, Tom
2
Koulikov, Dmitri
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
Ørregaard Nielsen, Morten
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bibby, Bo Martin
1
Brunetti, Celso
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
Kristensen, Dennis
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,095
Edward Elgar Publishing
403
OECD
356
Ekonomiska forskningsinstitutet <Stockholm>
297
Center for Economic Research <Tilburg>
281
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
281
Springer Fachmedien Wiesbaden
252
European University Institute / Department of Economics
249
IGI Global
212
International Monetary Fund (IMF)
178
Forschungsinstitut zur Zukunft der Arbeit
166
World Bank
158
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148
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140
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136
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134
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127
Foerder Institute for Economic Research <Tēl-Āvîv>
126
Organisation for Economic Co-operation and Development
118
Universitat Pompeu Fabra / Departament d'Economia i Empresa
112
University of Exeter / Department of Economics
105
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
84
Universitetet i Oslo / Økonomisk institutt
81
Deutsche Forschungsgemeinschaft
79
Massachusetts Institute of Technology / Department of Economics
78
Columbia University / Department of Economics
75
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75
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75
Robert Schuman Centre for Advanced Studies
75
University of Warwick / Department of Economics
75
De Gruyter Oldenbourg
74
European University Institute / Department of Law
74
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
74
Econometrisch Instituut <Rotterdam>
71
Erasmus Research Institute of Management
70
Deutschland / Bundeswehr / Universität Hamburg
69
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
76
Source
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ECONIS (ZBW)
76
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Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of volatility models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
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2
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
3
Modeling sequences of long memory non-negative covariance stationary random variables
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793903
Saved in:
4
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
Saved in:
5
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
6
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
Saved in:
7
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
8
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
Saved in:
9
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
10
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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