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Theorie
70
Theory
70
Option pricing theory
15
Optionspreistheorie
15
Estimation theory
12
Schätztheorie
12
Yield curve
11
Zinsstruktur
11
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10
ARCH-Modell
10
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10
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10
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10
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9
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9
Zeitreihenanalyse
9
Estimation
8
Schätzung
8
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7
Markov chain
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Markov-Kette
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Maximum likelihood estimation
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6
CAPM
5
Option trading
4
Optionsgeschäft
4
Analysis of variance
3
Cointegration
3
Core
3
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3
Hedging
3
Heteroscedasticity
3
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3
Interest rate
3
Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
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81
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Arbeitspapier
75
Graue Literatur
75
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75
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75
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English
81
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Barndorff-Nielsen, Ole E.
10
Sørensen, Michael
6
Lunde, Asger
5
Shephard, Neil G.
5
Tanggaard, Carsten
5
Christensen, Bent Jesper
4
Hansen, Peter Reinhard
4
Søndergaard Rasmussen, Nicki
4
Christiansen, Charlotte
3
Di Miscia, Orazio
3
Mikkelsen, Peter
3
Nielsen, Jens Perch
3
Shepard, Neil
3
Strunk Hansen, Charlotte
3
Taulbjerg, Jes
3
Busch, Thomas
2
Christensen, Claus Vorm
2
Engsted, Tom
2
Koulikov, Dmitri
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Nielsen, Morten Ørregaard
2
Poulsen, Rolf
2
Raahauge, Peter
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Ørregaard Nielsen, Morten
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bladt, Mogens
1
Brunetti, Celso
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
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,468
Edward Elgar Publishing
403
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
377
Ekonomiska forskningsinstitutet <Stockholm>
302
OECD
282
Center for Economic Research <Tilburg>
281
European University Institute / Department of Economics
255
Springer Fachmedien Wiesbaden
253
IGI Global
213
Forschungsinstitut zur Zukunft der Arbeit
165
World Bank
157
Institut für Weltwirtschaft
144
Internationaler Währungsfonds / Research Department
137
Centre for Economic Policy Research
136
International Monetary Fund
136
Umeå universitet
132
Foerder Institute for Economic Research <Tēl-Āvîv>
127
Universitat Pompeu Fabra / Departament d'Economia i Empresa
111
University of Exeter / Department of Economics
110
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
103
Social Systems Research Institute
102
Springer-Verlag GmbH
91
Deutsche Forschungsgemeinschaft
90
Australian National University / Faculty of Economics and Commerce
84
Universitetet i Oslo / Økonomisk institutt
82
Econometrisch Instituut <Rotterdam>
79
Federal Reserve System / Board of Governors
79
Massachusetts Institute of Technology / Department of Economics
79
Columbia University / Department of Economics
78
European University Institute / Department of Law
78
Robert Schuman Centre for Advanced Studies
77
University of Warwick / Department of Economics
76
Instituto Valenciano de Investigaciones Económicas
75
De Gruyter Oldenbourg
74
Erasmus Research Institute of Management
74
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
74
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
71
Federal Reserve System / Division of Research and Statistics
70
Deutschland / Bundeswehr / Universität Hamburg
69
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
81
Source
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ECONIS (ZBW)
81
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1
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:
2
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702284
Saved in:
3
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
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
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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6
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
Saved in:
7
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
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8
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
Saved in:
9
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
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10
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
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