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Regime-switching cointegration
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Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Stochastic process
13
Stochastischer Prozess
13
Time series analysis
12
Zeitreihenanalyse
12
Yield curve
11
Zinsstruktur
11
Estimation
10
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Schätzung
10
Volatility
10
Volatilität
10
ARCH model
8
ARCH-Modell
8
Estimation theory
8
Schätztheorie
8
Statistical test
7
Statistischer Test
7
Cointegration
6
Kointegration
6
Markov chain
6
Markov-Kette
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
CAPM
5
USA
5
United States
5
Option trading
4
Optionsgeschäft
4
Analysis of variance
3
Bubbles
3
Einheitswurzeltest
3
Forecast
3
Hedging
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Heteroscedasticity
3
Heteroskedastizität
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83
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Arbeitspapier
76
Graue Literatur
76
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76
Working Paper
76
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English
83
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Barndorff-Nielsen, Ole E.
8
Christensen, Bent Jesper
6
Sørensen, Michael
6
Tanggaard, Carsten
6
Ørregaard Nielsen, Morten
5
Lunde, Asger
4
Di Miscia, Orazio
3
Engsted, Tom
3
Hansen, Peter Reinhard
3
Mikkelsen, Peter
3
Myhre Lildholt, Peter
3
Nielsen, Jens Perch
3
Raahauge, Peter
3
Rahbek, Anders
3
Shepard, Neil
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Brunetti, Celso
2
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Koulikov, Dmitri
2
Løchte Jørgensen, Peter
2
Nielsen, Morten Ørregaard
2
Poulsen, Rolf
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Bartholdy, Jan
1
Bec, Frédérique
1
Bechmann, Ken L.
1
Bibby, Bo Martin
1
Bladt, Mogens
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
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
9,101
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
541
Forschungsinstitut zur Zukunft der Arbeit
479
Edward Elgar Publishing
409
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
340
OECD
329
Ekonomiska forskningsinstitutet <Stockholm>
326
Springer Fachmedien Wiesbaden
293
Center for Economic Research <Tilburg>
291
European University Institute / Department of Economics
270
International Monetary Fund
221
Institut für Weltwirtschaft
215
IGI Global
213
World Bank
177
International Monetary Fund (IMF)
173
Centre for Economic Policy Research
148
Internationaler Währungsfonds / Research Department
144
Umeå universitet
132
Foerder Institute for Economic Research <Tēl-Āvîv>
131
Universitat Pompeu Fabra / Departament d'Economia i Empresa
117
Zentrum für Europäische Wirtschaftsforschung
117
University of Exeter / Department of Economics
112
Social Systems Research Institute
105
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
104
EconWPA
96
Federal Reserve Bank of St. Louis
95
Springer-Verlag GmbH
91
William Davidson Institute <Ann Arbor, Mich.>
90
Universitetet i Oslo / Økonomisk institutt
89
Australian National University / Faculty of Economics and Commerce
88
Massachusetts Institute of Technology / Department of Economics
87
European University Institute / Department of Law
85
Johns Hopkins University / Department of Economics
85
Columbia University / Department of Economics
84
Federal Reserve System / Board of Governors
84
Federal Reserve Bank of San Francisco
82
University of Warwick / Department of Economics
82
Deutsche Forschungsgemeinschaft
79
Econometrisch Instituut <Rotterdam>
79
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
83
Source
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ECONIS (ZBW)
83
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1
Optimal residual based tests for fractional
cointegration
and exchange rate dynamics
Nielsen, Morten Ørregaard
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702310
Saved in:
2
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
3
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
4
Misspecification versus bubbles in hyperinflation data : comment
Engsted, Tom
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660135
Saved in:
5
Cointegration
and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
6
Estimation
of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
7
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
8
On time-reversibility and estimating functions for Markov processes
Kessler, Mathieu
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690055
Saved in:
9
MCMC based
estimation
of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
10
Classification of Markov chains on Rk
Hansen, Niels Richard
(
contributor
)
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543227
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