Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Centre for Analytical Finance <Århus>"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Estimation of parametric homog...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
38
Theory
38
Option pricing theory
24
Optionspreistheorie
24
Volatility
19
Volatilität
19
Stochastic process
17
Stochastischer Prozess
17
Estimation theory
12
Schätztheorie
12
Estimation
10
Schätzung
10
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Time series analysis
8
Zeitreihenanalyse
8
CAPM
7
USA
6
United States
6
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Yield curve
5
Zinsstruktur
5
ARCH model
4
ARCH-Modell
4
Option trading
4
Optionsgeschäft
4
Statistical test
4
Statistischer Test
4
Cointegration
3
Core
3
Interest rate derivative
3
Kointegration
3
Statistical distribution
3
Statistische Verteilung
3
Zinsderivat
3
Aktienoption
2
Bias
2
Black-Scholes model
2
Black-Scholes-Modell
2
more ...
less ...
Type of publication
All
Book / Working Paper
69
Type of publication (narrower categories)
All
Arbeitspapier
59
Graue Literatur
59
Non-commercial literature
59
Working Paper
59
Language
All
English
69
Author
All
Barndorff-Nielsen, Ole E.
8
Christensen, Bent Jesper
6
Sørensen, Michael
6
Shephard, Neil G.
5
Tanggaard, Carsten
5
Christiansen, Charlotte
4
Ørregaard Nielsen, Morten
4
Hansen, Peter Reinhard
3
Lunde, Asger
3
Nielsen, Jens Perch
3
Raahauge, Peter
3
Stentoft, Lars
3
Bibby, Bo Martin
2
Brunetti, Celso
2
Levendorskij, Sergej Z.
2
Løchte Jørgensen, Peter
2
Mikkelsen, Peter
2
Myhre Lildholt, Peter
2
Peskir, Goran
2
Shepard, Neil
2
Strunk Hansen, Charlotte
2
Søndergaard Rasmussen, Nicki
2
Sørensen, Helle
2
Bartholdy, Jan
1
Bladt, Mogens
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Busch, Thomas
1
Christensen, Claus Vorm
1
Di Miscia, Orazio
1
Engsted, Tom
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Jones, M. C.
1
Kelly, Leah
1
Kiefer, Nicholas Maximilian
1
Myhre Lildholdt, Peter
1
Nicolato, Elisa
1
Nielsen, Morten Ørregaard
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
3,525
Forschungsinstitut zur Zukunft der Arbeit
353
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
271
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
270
Ekonomiska forskningsinstitutet <Stockholm>
127
Institut für Weltwirtschaft
103
Springer Fachmedien Wiesbaden
87
C.E.P.R. Discussion Papers
85
Zentrum für Europäische Wirtschaftsforschung
77
OECD
75
International Monetary Fund (IMF)
63
EconWPA
60
Institut für Schweizerisches Bankwesen <Zürich>
58
School of Economics and Management, University of Aarhus
58
Tilburg University, Center for Economic Research
57
Center for Economic Research <Tilburg>
52
William Davidson Institute <Ann Arbor, Mich.>
52
HAL
50
European University Institute / Department of Economics
49
Federal Reserve Bank of St. Louis
44
World Bank
44
Deutsches Institut für Wirtschaftsforschung
39
International Monetary Fund
39
Internationaler Währungsfonds / Research Department
39
Federal Reserve System / Division of Research and Statistics
37
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
37
Federal Reserve Bank of San Francisco
36
Tinbergen Instituut
35
Umeå universitet
34
Verlag Dr. Kovač
34
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
33
Chambre de commerce et d'industrie de Paris
33
Department of Economics, Oxford University
33
Society for Computational Economics - SCE
33
Federal Reserve System / Board of Governors
32
Birkbeck College / Department of Economics
31
Centre for Economic Policy Research
30
Econometrisch Instituut <Rotterdam>
30
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
30
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
69
Source
All
ECONIS (ZBW)
69
Showing
1
-
10
of
69
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838599
Saved in:
5
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
6
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
Saved in:
7
Pricing american options when the underlying stock price exhibits time-vaying
volatility
Stentoft, Lars
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690047
Saved in:
8
Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
Saved in:
9
New evidence on the implied-realized
volatility
relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
10
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:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
