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An ARIMA-model-based approach...
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Theorie
70
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70
Option pricing theory
14
Optionspreistheorie
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Stochastischer Prozess
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Barndorff-Nielsen, Ole E.
8
Sørensen, Michael
5
Tanggaard, Carsten
5
Lunde, Asger
4
Christensen, Bent Jesper
3
Di Miscia, Orazio
3
Hansen, Peter Reinhard
3
Mikkelsen, Peter
3
Myhre Lildholt, Peter
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Nielsen, Jens Perch
3
Shepard, Neil
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Ørregaard Nielsen, Morten
3
Brunetti, Celso
2
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Koulikov, Dmitri
2
Løchte Jørgensen, Peter
2
Nielsen, Morten Ørregaard
2
Raahauge, Peter
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bibby, Bo Martin
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
Jones, M. C.
1
Kessler, Mathieu
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
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Edward Elgar Publishing
412
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344
Ekonomiska forskningsinstitutet <Stockholm>
302
Center for Economic Research <Tilburg>
281
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
275
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253
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73
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72
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71
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71
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69
Federal Reserve System / Division of Research and Statistics
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
76
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ECONIS (ZBW)
76
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1
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
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contributor
)
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
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Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
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2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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3
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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4
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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5
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
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contributor
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
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6
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
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contributor
); …
-
2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
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7
Local linear density estimation for filtered survival data, with bias correction
Jones, M. C.
(
contributor
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Nielsen, Jens Perch
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227638
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8
Time series modelling of daily log-price ranges for SF/USD and USD/GBP
Brunetti, Celso
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contributor
); …
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719176
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9
Diffusion-type models with given marginal and autocorrelation function
Bibby, Bo Martin
(
contributor
); …
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2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748916
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10
Modeling sequences of long memory non-negative covariance stationary random variables
Koulikov, Dmitri
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contributor
)
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2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793903
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