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~institution:"Centre for Analytical Finance <Århus>"
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Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Stochastic process
12
Stochastischer Prozess
12
Time series analysis
12
Zeitreihenanalyse
12
Yield curve
11
Zinsstruktur
11
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10
Schätzung
10
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9
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8
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8
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5
Markov chain
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USA
5
United States
5
Option trading
4
Optionsgeschäft
4
Analysis of variance
3
Bubbles
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Cointegration
3
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3
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Hedging
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74
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74
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74
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74
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English
80
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Barndorff-Nielsen, Ole E.
8
Tanggaard, Carsten
6
Christensen, Bent Jesper
5
Sørensen, Michael
5
Lunde, Asger
4
Christiansen, Charlotte
3
Di Miscia, Orazio
3
Engsted, Tom
3
Hansen, Peter Reinhard
3
Mikkelsen, Peter
3
Myhre Lildholt, Peter
3
Nielsen, Jens Perch
3
Raahauge, Peter
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
Koulikov, Dmitri
2
Løchte Jørgensen, 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
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
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
9,045
Forschungsinstitut zur Zukunft der Arbeit
479
Edward Elgar Publishing
407
OECD
397
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
343
Ekonomiska forskningsinstitutet <Stockholm>
327
Center for Economic Research <Tilburg>
292
Springer Fachmedien Wiesbaden
289
European University Institute / Department of Economics
258
Institut für Weltwirtschaft
215
IGI Global
212
World Bank
176
International Monetary Fund
162
Centre for Economic Policy Research
147
Internationaler Währungsfonds / Research Department
144
Umeå universitet
132
Foerder Institute for Economic Research <Tēl-Āvîv>
130
Organisation for Economic Co-operation and Development
121
Universitat Pompeu Fabra / Departament d'Economia i Empresa
118
Zentrum für Europäische Wirtschaftsforschung
116
University of Exeter / Department of Economics
111
Social Systems Research Institute
105
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
104
Springer-Verlag GmbH
91
Universitetet i Oslo / Økonomisk institutt
90
Australian National University / Faculty of Economics and Commerce
88
Federal Reserve Bank of St. Louis
88
Massachusetts Institute of Technology / Department of Economics
86
Johns Hopkins University / Department of Economics
85
Columbia University / Department of Economics
84
Federal Reserve System / Board of Governors
84
William Davidson Institute <Ann Arbor, Mich.>
83
University of Warwick / Department of Economics
82
Federal Reserve Bank of San Francisco
81
European University Institute / Department of Law
80
Deutsche Forschungsgemeinschaft
79
Federal Reserve System / Division of Research and Statistics
79
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
79
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
79
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
80
Source
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ECONIS (ZBW)
80
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1
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
2
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
3
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
Saved in:
4
Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of volatility models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
Saved in:
5
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
6
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
Saved in:
7
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
8
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
Saved in:
9
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
10
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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