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Theorie
24
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Volatility
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Volatilität
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17
Stochastischer Prozess
17
Estimation theory
12
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47
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39
Graue Literatur
39
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39
Working Paper
39
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English
47
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Barndorff-Nielsen, Ole E.
8
Sørensen, Michael
7
Christiansen, Charlotte
5
Shephard, Neil G.
5
Ørregaard Nielsen, Morten
4
Christensen, Bent Jesper
3
Hansen, Peter Reinhard
3
Lunde, Asger
3
Bibby, Bo Martin
2
Di Miscia, Orazio
2
Levendorskij, Sergej Z.
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Shepard, Neil
2
Sørensen, Helle
2
Tanggaard, Carsten
2
Bladt, Mogens
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Hansen, Niels Richard
1
Jones, M. C.
1
Kelly, Leah
1
Kessler, Mathieu
1
Mikkelsen, Peter
1
Nicolato, Elisa
1
Platen, Eckhard
1
Poulsen, Rolf
1
Schmid, Wolfgang
1
Schmidli, Hanspeter
1
Shin Jensen, Malene
1
Skovgaard, Ib Michael
1
Sponholtz, Carina
1
Stegenborg Larsen, Kristian
1
Stelzer, Robert
1
Stentoft, Lars
1
Strunk Hansen, Charlotte
1
Svenstrup, Mikkel
1
Søndergaard Rasmussen, Nicki
1
Tzotchev, Dobromir
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
983
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
201
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
188
International Monetary Fund (IMF)
82
Ekonomiska forskningsinstitutet <Stockholm>
59
C.E.P.R. Discussion Papers
58
Institut für Schweizerisches Bankwesen <Zürich>
50
HAL
45
European University Institute / Department of Economics
41
EconWPA
30
Umeå universitet
27
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26
Center for Economic Research <Tilburg>
25
Econometrisch Instituut <Rotterdam>
25
Federal Reserve Bank of St. Louis
25
OECD
25
International Monetary Fund
24
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
24
Agricultural and Applied Economics Association - AAEA
23
University of New England / Department of Econometrics
23
London School of Economics and Political Science
22
Institut für Weltwirtschaft
20
Deutsche Forschungsgemeinschaft
19
Centre for Microdata Methods and Practice <London>
18
European Association of Agricultural Economists - EAAE
18
Society for Computational Economics - SCE
18
University of Exeter / Department of Economics
18
World Bank
18
Centre for Quantitative Economics & Computing
17
National Centre of Competence in Research North South <Bern>
17
Reserve Bank of Australia
17
Springer Fachmedien Wiesbaden
17
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
17
CESifo
16
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
16
Federal Reserve System / Division of Research and Statistics
16
Chambre de commerce et d'industrie de Paris
15
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
14
Department of Economics, Oxford University
14
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
47
Source
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ECONIS (ZBW)
47
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1
Statistical inference for discretely observed Markov jump processes
Bladt, Mogens
(
contributor
);
Sørensen, Michael
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793919
Saved in:
2
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:
3
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
4
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:
5
Power and bipower variation with stocjastic
volatility
and jumps
Brandorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763251
Saved in:
6
Barrier options and touch-and-out options under regular Lévy processes of exponential type
Bojarčenko, Svetlana I.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543244
Saved in:
7
Simulated likelihood approximations for stochastic
volatility
models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
8
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
9
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
10
On time-reversibility and estimating functions for Markov processes
Kessler, Mathieu
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690055
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