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~institution:"Centre for Analytical Finance <Århus>"
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Ambiguity, risk and asset retu...
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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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6
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Option trading
4
Optionsgeschäft
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3
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3
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Book / Working Paper
72
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Arbeitspapier
68
Graue Literatur
68
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68
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68
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English
72
Author
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Barndorff-Nielsen, Ole E.
8
Tanggaard, Carsten
5
Sørensen, Michael
4
Christensen, Bent Jesper
3
Di Miscia, Orazio
3
Engsted, Tom
3
Lunde, Asger
3
Mikkelsen, Peter
3
Shepard, Neil
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Christensen, Claus Vorm
2
Christiansen, Charlotte
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
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
Hnilica, Jiri
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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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,589
Edward Elgar Publishing
408
OECD
292
Center for Economic Research <Tilburg>
287
Ekonomiska forskningsinstitutet <Stockholm>
287
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
262
Springer Fachmedien Wiesbaden
256
European University Institute / Department of Economics
249
International Monetary Fund
240
IGI Global
213
Forschungsinstitut zur Zukunft der Arbeit
169
World Bank
160
International Monetary Fund (IMF)
139
Institut für Weltwirtschaft
138
Centre for Economic Policy Research
136
Internationaler Währungsfonds / Research Department
136
Umeå universitet
127
Foerder Institute for Economic Research <Tēl-Āvîv>
126
Universitat Pompeu Fabra / Departament d'Economia i Empresa
112
University of Exeter / Department of Economics
107
Social Systems Research Institute
102
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
102
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
98
Springer-Verlag GmbH
92
Australian National University / Faculty of Economics and Commerce
84
Deutsche Forschungsgemeinschaft
80
Federal Reserve System / Board of Governors
79
Universitetet i Oslo / Økonomisk institutt
79
Massachusetts Institute of Technology / Department of Economics
78
Robert Schuman Centre for Advanced Studies
76
Columbia University / Department of Economics
75
De Gruyter Oldenbourg
74
European University Institute / Department of Law
74
University of Warwick / Department of Economics
74
Instituto Valenciano de Investigaciones Económicas
73
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
73
Erasmus Research Institute of Management
72
Federal Reserve System / Division of Research and Statistics
70
Deutschland / Bundeswehr / Universität Hamburg
69
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
72
Source
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ECONIS (ZBW)
72
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1
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
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2
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
Saved in:
3
Classical doctrines and alternatives in decision-making under risk with respect to asset price dynamics
Hnilica, Jiri
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686808
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4
The comovement of US and UK stock markets
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660129
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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
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7
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
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8
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
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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
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10
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
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