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Optimal CAR simulation
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Theorie
69
Theory
69
Stochastic process
17
Stochastischer Prozess
17
Option pricing theory
15
Optionspreistheorie
15
Yield curve
11
Zinsstruktur
11
Volatility
10
Volatilität
10
Estimation
9
Schätzung
9
Time series analysis
9
Zeitreihenanalyse
9
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Estimation theory
7
Maximum likelihood estimation
7
Maximum-Likelihood-Schätzung
7
Schätztheorie
7
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7
Statistischer Test
7
ARCH model
6
ARCH-Modell
6
CAPM
5
Cointegration
5
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5
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5
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5
Option trading
5
Optionsgeschäft
5
Probability theory
4
Statistical distribution
4
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4
Wahrscheinlichkeitsrechnung
4
Einheitswurzeltest
3
Forecast
3
Hedging
3
Kleinste-Quadrate-Methode
3
Least squares method
3
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Book / Working Paper
79
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Arbeitspapier
73
Graue Literatur
73
Non-commercial literature
73
Working Paper
73
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English
79
Author
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Barndorff-Nielsen, Ole E.
8
Sørensen, Michael
7
Christensen, Bent Jesper
5
Ørregaard Nielsen, Morten
5
Shepard, Neil
4
Tanggaard, Carsten
4
Di Miscia, Orazio
3
Lunde, Asger
3
Mikkelsen, Peter
3
Schmidli, Hanspeter
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Bibby, Bo Martin
2
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Hansen, Peter Reinhard
2
Levendorskij, Sergej Z.
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Raahauge, Peter
2
Rahbek, Anders
2
Sørensen, Helle
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
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
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
8,689
OECD
677
Edward Elgar Publishing
469
Springer Fachmedien Wiesbaden
381
IGI Global
303
Center for Economic Research <Tilburg>
291
Ekonomiska forskningsinstitutet <Stockholm>
291
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
290
International Monetary Fund
287
World Bank
255
European University Institute / Department of Economics
254
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
210
Forschungsinstitut zur Zukunft der Arbeit
170
Institut für Weltwirtschaft
167
Internationaler Währungsfonds / Research Department
155
Centre for Economic Policy Research
153
Foerder Institute for Economic Research <Tēl-Āvîv>
130
Umeå universitet
130
Organisation for Economic Co-operation and Development
126
Universitat Pompeu Fabra / Departament d'Economia i Empresa
112
USA / Bureau of the Census
111
University of Exeter / Department of Economics
108
Social Systems Research Institute
106
International Monetary Fund (IMF)
105
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
102
Springer-Verlag GmbH
100
London School of Economics and Political Science
99
Robert Schuman Centre for Advanced Studies
99
Deutsche Forschungsgemeinschaft
97
Federal Reserve System / Division of Research and Statistics
91
Federal Reserve System / Board of Governors
90
Econometrisch Instituut <Rotterdam>
86
Erasmus Research Institute of Management
86
International Labour Organization (ILO), United Nations
86
European University Institute / Department of Law
85
Australian National University / Faculty of Economics and Commerce
84
Massachusetts Institute of Technology / Department of Economics
81
University of Warwick / Department of Economics
81
Bangladesch / Parisaṅkhyāna Byuro
79
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
79
Source
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ECONIS (ZBW)
79
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1
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
2
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
3
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:
4
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:
5
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
6
Integrated OU processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560040
Saved in:
7
Realised power variation and stochastic models
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607775
Saved in:
8
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:
9
Feller processes of Normal Inverse Gaussian type
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543241
Saved in:
10
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
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