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~institution:"Centre for Analytical Finance <Århus>"
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Theorie
70
Theory
70
Stochastic process
17
Stochastischer Prozess
17
Option pricing theory
16
Optionspreistheorie
16
Yield curve
11
Zinsstruktur
11
Estimation
10
Schätzung
10
Volatility
10
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10
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8
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8
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8
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8
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7
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6
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6
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5
Markov chain
5
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5
Cointegration
4
Kointegration
4
Option trading
4
Optionsgeschäft
4
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4
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4
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3
Bubbles
3
Einheitswurzeltest
3
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3
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3
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3
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3
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Book / Working Paper
80
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Arbeitspapier
73
Graue Literatur
73
Non-commercial literature
73
Working Paper
73
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English
80
Author
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Barndorff-Nielsen, Ole E.
8
Sørensen, Michael
6
Christensen, Bent Jesper
5
Tanggaard, Carsten
5
Shepard, Neil
4
Ørregaard Nielsen, Morten
4
Di Miscia, Orazio
3
Engsted, Tom
3
Lunde, Asger
3
Mikkelsen, Peter
3
Raahauge, Peter
3
Schmidli, Hanspeter
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Bibby, Bo Martin
2
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Hansen, Peter Reinhard
2
Levendorskij, Sergej Z.
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Poulsen, Rolf
2
Rahbek, Anders
2
Sørensen, Helle
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
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
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
9,180
Forschungsinstitut zur Zukunft der Arbeit
480
OECD
416
Edward Elgar Publishing
410
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
334
Ekonomiska forskningsinstitutet <Stockholm>
308
Springer Fachmedien Wiesbaden
294
Center for Economic Research <Tilburg>
290
European University Institute / Department of Economics
256
International Monetary Fund
250
Institut für Weltwirtschaft
214
IGI Global
213
World Bank
180
Centre for Economic Policy Research
147
Internationaler Währungsfonds / Research Department
143
Foerder Institute for Economic Research <Tēl-Āvîv>
131
Umeå universitet
128
Zentrum für Europäische Wirtschaftsforschung
118
Universitat Pompeu Fabra / Departament d'Economia i Empresa
117
University of Exeter / Department of Economics
111
Social Systems Research Institute
105
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
104
Springer-Verlag GmbH
91
Columbia University / Department of Economics
88
Australian National University / Faculty of Economics and Commerce
87
Johns Hopkins University / Department of Economics
86
Massachusetts Institute of Technology / Department of Economics
86
Universitetet i Oslo / Økonomisk institutt
86
Federal Reserve System / Board of Governors
82
William Davidson Institute <Ann Arbor, Mich.>
82
Federal Reserve Bank of St. Louis
81
Deutsche Forschungsgemeinschaft
80
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
79
University of Warwick / Department of Economics
79
Federal Reserve Bank of San Francisco
78
Federal Reserve System / Division of Research and Statistics
78
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
78
Organisation for Economic Co-operation and Development
78
European University Institute / Department of Law
77
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
80
Source
All
ECONIS (ZBW)
80
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1
Management and employee compensation policy, and matched data on private firms : a no arbitrage asset pricing approach to on-the-job search and the wage distribution
Christensen, Bent Jesper
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622243
Saved in:
2
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
3
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
4
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Saved in:
5
Term structure of interest models : concept and
estimation
problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
6
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
7
Option pricing in stochastic volatility models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
Saved in:
8
Realised power variation and stochastic models
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607775
Saved in:
9
Feller processes of Normal Inverse Gaussian type
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543241
Saved in:
10
Integrated OU processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560040
Saved in:
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