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~institution:"Centre for Analytical Finance <Århus>"
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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
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7
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7
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Option trading
4
Optionsgeschäft
4
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3
Kointegration
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3
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3
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Arbeitspapier
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Graue Literatur
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Non-commercial literature
66
Working Paper
66
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English
70
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Barndorff-Nielsen, Ole E.
8
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
Strunk Hansen, Charlotte
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
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
Levendorskij, Sergej Z.
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,604
OECD
565
Edward Elgar Publishing
484
IGI Global
426
Ekonomiska forskningsinstitutet <Stockholm>
283
Center for Economic Research <Tilburg>
279
Springer Fachmedien Wiesbaden
267
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
259
European University Institute / Department of Economics
255
International Monetary Fund
240
World Bank
200
Forschungsinstitut zur Zukunft der Arbeit
172
Institut für Weltwirtschaft
146
Internationaler Währungsfonds / Research Department
138
Centre for Economic Policy Research
137
Foerder Institute for Economic Research <Tēl-Āvîv>
128
Umeå universitet
128
International Labour Organization (ILO), United Nations
121
Universitat Pompeu Fabra / Departament d'Economia i Empresa
107
Social Systems Research Institute
105
University of Exeter / Department of Economics
105
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
105
Organisation for Economic Co-operation and Development
98
Springer-Verlag GmbH
93
Australian National University / Faculty of Economics and Commerce
84
Massachusetts Institute of Technology / Department of Economics
81
Deutsche Forschungsgemeinschaft
80
Universitetet i Oslo / Økonomisk institutt
79
Robert Schuman Centre for Advanced Studies
78
Columbia University / Department of Economics
77
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
76
University of Warwick / Department of Economics
76
European University Institute / Department of Law
75
Federal Reserve System / Board of Governors
75
De Gruyter Oldenbourg
74
Erasmus Research Institute of Management
73
INSEAD
73
Instituto Valenciano de Investigaciones Económicas
72
Europäische Kommission
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
70
Source
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ECONIS (ZBW)
70
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1
Optimal inference in diffusion models of the short rate of interest
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622256
Saved in:
2
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:
3
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
4
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
Saved in:
5
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
6
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:
7
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
8
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:
9
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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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