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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
Monte Carlo simulation
8
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8
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8
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8
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7
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6
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5
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5
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4
Kointegration
4
Option trading
4
Optionsgeschäft
4
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3
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3
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3
Least squares method
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Probability theory
3
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3
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3
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71
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Arbeitspapier
66
Graue Literatur
66
Non-commercial literature
66
Working Paper
66
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English
71
Author
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Barndorff-Nielsen, Ole E.
8
Christensen, Bent Jesper
4
Sørensen, Michael
4
Tanggaard, Carsten
4
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
Ørregaard Nielsen, Morten
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
Bartholdy, Jan
1
Bechmann, Ken L.
1
Brunetti, Celso
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
Kessler, Mathieu
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
Levendorskij, Sergej Z.
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,308
Edward Elgar Publishing
413
OECD
410
International Monetary Fund (IMF)
404
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
302
Center for Economic Research <Tilburg>
283
Ekonomiska forskningsinstitutet <Stockholm>
283
International Monetary Fund
274
Springer Fachmedien Wiesbaden
261
European University Institute / Department of Economics
252
IGI Global
212
Forschungsinstitut zur Zukunft der Arbeit
171
World Bank
167
Deutsches Institut für Wirtschaftsforschung / Projektgruppe Das Sozio-Ökonomische Panel
141
Institut für Weltwirtschaft
138
Internationaler Währungsfonds / Research Department
137
Centre for Economic Policy Research
135
Umeå universitet
128
Foerder Institute for Economic Research <Tēl-Āvîv>
126
Universitat Pompeu Fabra / Departament d'Economia i Empresa
113
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
107
University of Exeter / Department of Economics
105
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
103
Social Systems Research Institute
102
Springer-Verlag GmbH
91
Australian National University / Faculty of Economics and Commerce
84
Universitetet i Oslo / Økonomisk institutt
81
Deutsche Forschungsgemeinschaft
80
Massachusetts Institute of Technology / Department of Economics
78
Robert Schuman Centre for Advanced Studies
77
Columbia University / Department of Economics
75
European University Institute / Department of Law
75
Federal Reserve System / Board of Governors
75
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
74
University of Warwick / Department of Economics
74
De Gruyter Oldenbourg
73
Instituto Valenciano de Investigaciones Económicas
73
Deutschland / Bundeswehr / Universität Hamburg
70
Erasmus Research Institute of Management
70
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
71
Source
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ECONIS (ZBW)
71
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1
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:
2
Econometric analysis of realised covariation : high frequency covariance, regression and
correlation
in financial economics
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686826
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
Semiparametric analysis of stationary fractional cointegration and the implied-realized volatility relation in high-frequency options data
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599144
Saved in:
6
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
Saved in:
7
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
8
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
Saved in:
9
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
10
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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