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A comparison of periodic autor...
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Subject
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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
Volatility
9
Volatilität
9
ARCH model
8
ARCH-Modell
8
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Estimation theory
6
Schätztheorie
6
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
CAPM
4
Kleinste-Quadrate-Methode
4
Least squares method
4
Option trading
4
Optionsgeschäft
4
Regression analysis
4
Regressionsanalyse
4
USA
4
United States
4
Cointegration
3
Einheitswurzeltest
3
Forecast
3
Forecasting model
3
Hedging
3
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Type of publication
All
Book / Working Paper
77
Type of publication (narrower categories)
All
Arbeitspapier
72
Graue Literatur
72
Non-commercial literature
72
Working Paper
72
Language
All
English
77
Author
All
Barndorff-Nielsen, Ole E.
8
Sørensen, Michael
5
Tanggaard, Carsten
5
Lunde, Asger
4
Strunk Hansen, Charlotte
4
Christensen, Bent Jesper
3
Di Miscia, Orazio
3
Hansen, Peter Reinhard
3
Mikkelsen, Peter
3
Myhre Lildholt, Peter
3
Nielsen, Jens Perch
3
Shepard, Neil
3
Shephard, Neil G.
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
Tuypens, Bjorn E.
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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Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,475
Edward Elgar Publishing
417
OECD
403
Ekonomiska forskningsinstitutet <Stockholm>
303
Center for Economic Research <Tilburg>
281
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
278
Springer Fachmedien Wiesbaden
271
European University Institute / Department of Economics
256
International Monetary Fund
246
IGI Global
218
World Bank
172
Forschungsinstitut zur Zukunft der Arbeit
165
Institut für Weltwirtschaft
149
Internationaler Währungsfonds / Research Department
138
Centre for Economic Policy Research
134
Umeå universitet
132
Foerder Institute for Economic Research <Tēl-Āvîv>
126
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
122
Universitat Pompeu Fabra / Departament d'Economia i Empresa
109
International Energy Agency
108
University of Exeter / Department of Economics
108
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
103
Social Systems Research Institute
102
International Monetary Fund (IMF)
101
Springer-Verlag GmbH
95
European University Institute / Department of Law
87
Federal Reserve Bank of St. Louis
87
Australian National University / Faculty of Economics and Commerce
85
Universitetet i Oslo / Økonomisk institutt
82
Deutsche Forschungsgemeinschaft
79
Massachusetts Institute of Technology / Department of Economics
79
Federal Reserve System / Board of Governors
77
University of Warwick / Department of Economics
77
Columbia University / Department of Economics
76
Robert Schuman Centre for Advanced Studies
76
Erasmus Research Institute of Management
74
De Gruyter Oldenbourg
73
Instituto Valenciano de Investigaciones Económicas
73
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
73
more ...
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
77
Source
All
ECONIS (ZBW)
77
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1
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
2
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
Saved in:
3
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
Saved in:
4
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
5
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
Saved in:
6
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
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
Local linear density estimation for filtered survival data, with bias correction
Jones, M. C.
(
contributor
);
Nielsen, Jens Perch
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227638
Saved in:
9
Time series modelling of daily log-price ranges for SF/USD and USD/GBP
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719176
Saved in:
10
Diffusion-type models with given marginal and autocorrelation function
Bibby, Bo Martin
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748916
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