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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
Schätzung
7
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7
Statistischer Test
7
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7
Volatilität
7
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6
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6
Time series analysis
6
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6
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5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Schätztheorie
5
CAPM
4
Option trading
4
Optionsgeschäft
4
Cointegration
3
Einheitswurzeltest
3
Hedging
3
Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
Probability theory
3
Regression analysis
3
Regressionsanalyse
3
Statistical distribution
3
Statistische Verteilung
3
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Book / Working Paper
70
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Arbeitspapier
66
Graue Literatur
66
Non-commercial literature
66
Working Paper
66
Language
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English
70
Author
All
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
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
7,910
OECD
440
Edward Elgar Publishing
419
Ekonomiska forskningsinstitutet <Stockholm>
285
Center for Economic Research <Tilburg>
281
Springer Fachmedien Wiesbaden
281
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
256
European University Institute / Department of Economics
253
International Monetary Fund
236
World Bank
216
IGI Global
213
Forschungsinstitut zur Zukunft der Arbeit
203
Institut für Weltwirtschaft
144
Centre for Economic Policy Research
140
Internationaler Währungsfonds / Research Department
136
Umeå universitet
127
Foerder Institute for Economic Research <Tēl-Āvîv>
126
Universitat Pompeu Fabra / Departament d'Economia i Empresa
108
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
106
University of Exeter / Department of Economics
105
Social Systems Research Institute
104
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
102
Springer-Verlag GmbH
93
International Labour Organization (ILO), United Nations
85
Australian National University / Faculty of Economics and Commerce
84
Universitetet i Oslo / Økonomisk institutt
83
Deutsche Forschungsgemeinschaft
80
Massachusetts Institute of Technology / Department of Economics
80
Columbia University / Department of Economics
77
Robert Schuman Centre for Advanced Studies
77
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
76
Federal Reserve System / Board of Governors
75
University of Warwick / Department of Economics
75
European University Institute / Department of Law
74
De Gruyter Oldenbourg
73
Instituto Valenciano de Investigaciones Económicas
73
Johns Hopkins University / Department of Economics
71
Erasmus Research Institute of Management
70
Institute for the Study of Labor (IZA)
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
70
Source
All
ECONIS (ZBW)
70
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1
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:
2
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
3
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
Saved in:
4
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
5
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:
6
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
7
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
Saved in:
8
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
9
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
Saved in:
10
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
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