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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
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11
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Graue Literatur
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English
79
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Barndorff-Nielsen, Ole E.
9
Lunde, Asger
5
Sørensen, Michael
5
Tanggaard, Carsten
5
Christensen, Bent Jesper
4
Hansen, Peter Reinhard
4
Shephard, Neil G.
4
Strunk Hansen, Charlotte
4
Ørregaard Nielsen, Morten
4
Di Miscia, Orazio
3
Mikkelsen, Peter
3
Myhre Lildholt, Peter
3
Nielsen, Jens Perch
3
Shepard, Neil
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
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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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,858
International Monetary Fund (IMF)
652
International Monetary Fund
430
Edward Elgar Publishing
422
OECD
360
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
323
Ekonomiska forskningsinstitutet <Stockholm>
307
Center for Economic Research <Tilburg>
289
IGI Global
275
Springer Fachmedien Wiesbaden
271
European University Institute / Department of Economics
265
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
215
World Bank
179
Forschungsinstitut zur Zukunft der Arbeit
169
Institut für Weltwirtschaft
158
Internationaler Währungsfonds / Research Department
153
Centre for Economic Policy Research
142
Umeå universitet
133
Foerder Institute for Economic Research <Tēl-Āvîv>
128
Universitat Pompeu Fabra / Departament d'Economia i Empresa
110
University of Exeter / Department of Economics
109
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
106
Social Systems Research Institute
102
Federal Reserve Bank of St. Louis
94
Springer-Verlag GmbH
94
Australian National University / Faculty of Economics and Commerce
86
European University Institute / Department of Law
86
Federal Reserve System / Board of Governors
85
Massachusetts Institute of Technology / Department of Economics
83
Universitetet i Oslo / Økonomisk institutt
83
Deutsche Forschungsgemeinschaft
82
University of Warwick / Department of Economics
81
Robert Schuman Centre for Advanced Studies
79
Erasmus Research Institute of Management
77
Columbia University / Department of Economics
76
Econometrisch Instituut <Rotterdam>
76
De Gruyter Oldenbourg
74
Instituto Valenciano de Investigaciones Económicas
74
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
74
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
79
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ECONIS (ZBW)
79
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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
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:
3
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:
4
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
5
Return-based and range-based (co)viariance estimation : with an application to foreign exchange markets
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
Saved in:
6
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:
7
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:
8
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
9
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:
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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