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Stationarity and memory of ARC...
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Theorie
69
Theory
69
Option pricing theory
14
Optionspreistheorie
14
Estimation theory
13
Schätztheorie
13
Yield curve
12
Zinsstruktur
12
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11
Monte-Carlo-Simulation
11
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10
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10
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Stochastischer Prozess
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4
Kointegration
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Option trading
4
Optionsgeschäft
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Probability theory
4
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4
Wahrscheinlichkeitsrechnung
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3
Einheitswurzeltest
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81
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75
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75
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75
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English
81
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Barndorff-Nielsen, Ole E.
10
Sørensen, Michael
6
Christensen, Bent Jesper
5
Lunde, Asger
5
Shephard, Neil G.
5
Tanggaard, Carsten
5
Hansen, Peter Reinhard
4
Søndergaard Rasmussen, Nicki
4
Christiansen, Charlotte
3
Di Miscia, Orazio
3
Mikkelsen, Peter
3
Nielsen, Jens Perch
3
Shepard, Neil
3
Strunk Hansen, Charlotte
3
Taulbjerg, Jes
3
Ørregaard Nielsen, Morten
3
Busch, Thomas
2
Christensen, Claus Vorm
2
Engsted, Tom
2
Koulikov, Dmitri
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Nielsen, Morten Ørregaard
2
Poulsen, Rolf
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bladt, Mogens
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
Jones, M. C.
1
Kelly, Leah
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
8,688
OECD
641
Edward Elgar Publishing
567
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
388
European Commission / Joint Research Centre
325
Ekonomiska forskningsinstitutet <Stockholm>
302
IGI Global
283
Center for Economic Research <Tilburg>
281
Springer Fachmedien Wiesbaden
259
European University Institute / Department of Economics
257
International Monetary Fund
239
World Bank
205
Forschungsinstitut zur Zukunft der Arbeit
166
Internationaler Währungsfonds / Research Department
150
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
148
Centre for Economic Policy Research
145
Umeå universitet
135
Foerder Institute for Economic Research <Tēl-Āvîv>
129
Organisation for Economic Co-operation and Development
120
Universitat Pompeu Fabra / Departament d'Economia i Empresa
111
University of Exeter / Department of Economics
111
Social Systems Research Institute
104
European Parliament / Directorate-General for Internal Policies of the Union
102
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
102
Deutsche Forschungsgemeinschaft
99
Robert Schuman Centre for Advanced Studies
96
European Central Bank
92
Springer-Verlag GmbH
91
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90
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87
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86
Australian National University / Faculty of Economics and Commerce
84
Erasmus Research Institute of Management
84
Universitetet i Oslo / Økonomisk institutt
82
Columbia University / Department of Economics
81
Federal Reserve System / Division of Research and Statistics
80
University of Warwick / Department of Economics
80
Bangladesch / Parisaṅkhyāna Byuro
79
Massachusetts Institute of Technology / Department of Economics
79
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
81
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ECONIS (ZBW)
81
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1
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
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2
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
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3
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702284
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4
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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5
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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6
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
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7
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
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8
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
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9
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
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10
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
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