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~institution:"Centre for Analytical Finance <Århus>"
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Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Estimation
7
Monte Carlo simulation
7
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7
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7
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7
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Markov-Kette
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Maximum likelihood estimation
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Option trading
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Optionsgeschäft
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Schätztheorie
5
CAPM
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3
Cointegration
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Einheitswurzeltest
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Hedging
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3
Kointegration
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Least squares method
3
Probability theory
3
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Book / Working Paper
72
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Arbeitspapier
68
Graue Literatur
68
Non-commercial literature
68
Working Paper
68
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English
72
Author
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Barndorff-Nielsen, Ole E.
8
Sørensen, Michael
4
Tanggaard, Carsten
4
Christensen, Bent Jesper
3
Di Miscia, Orazio
3
Lunde, Asger
3
Mikkelsen, Peter
3
Shepard, Neil
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Hansen, Peter Reinhard
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Raahauge, Peter
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Ørregaard Nielsen, Morten
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Brunetti, Celso
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Frino, Alex
1
Grasselli, M.R.
1
Grosen, Anders
1
Grundy, Bruce D.
1
Hansen, Niels Richard
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Jensen, Morten Berg
1
Kessler, Mathieu
1
Koulikov, Dmitri
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,482
OECD
450
Edward Elgar Publishing
433
IGI Global
353
Springer Fachmedien Wiesbaden
345
Ekonomiska forskningsinstitutet <Stockholm>
283
Center for Economic Research <Tilburg>
281
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
259
European University Institute / Department of Economics
250
International Monetary Fund
240
World Bank
174
Forschungsinstitut zur Zukunft der Arbeit
169
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
160
Institut für Weltwirtschaft
141
Internationaler Währungsfonds / Research Department
137
Centre for Economic Policy Research
136
Foerder Institute for Economic Research <Tēl-Āvîv>
132
Umeå universitet
128
Universitat Pompeu Fabra / Departament d'Economia i Empresa
112
University of Exeter / Department of Economics
105
C.E.P.R. Discussion Papers
104
Social Systems Research Institute
103
Springer-Verlag GmbH
102
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
102
Organisation for Economic Co-operation and Development
98
Australian National University / Faculty of Economics and Commerce
84
Universitetet i Oslo / Økonomisk institutt
80
Deutsche Forschungsgemeinschaft
79
Massachusetts Institute of Technology / Department of Economics
79
European University Institute / Department of Law
78
Columbia University / Department of Economics
77
Robert Schuman Centre for Advanced Studies
77
De Gruyter Oldenbourg
76
Federal Reserve System / Board of Governors
75
University of Warwick / Department of Economics
74
Erasmus Research Institute of Management
73
Instituto Valenciano de Investigaciones Económicas
73
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
73
Johns Hopkins University / Department of Economics
71
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
72
Source
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ECONIS (ZBW)
72
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1
Management and employee compensation policy, and matched data on private firms : a no arbitrage asset pricing approach to on-the-job search and the wage distribution
Christensen, Bent Jesper
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622243
Saved in:
2
Gold-mining
Raaballe, Johannes
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728522
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3
Asymmetric price behaviour surrounding block trades : a market microstructure explanation
Frino, Alex
(
contributor
);
Mollica, Vito
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767506
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4
Speculative bubbles in stock prices? : Tests based on the price-dividend ratio
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001998442
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5
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
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6
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
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2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
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7
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
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8
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
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9
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
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10
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
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