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~institution:"Centre for Analytical Finance <Århus>"
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Theorie
70
Theory
70
Stochastic process
17
Stochastischer Prozess
17
Option pricing theory
16
Optionspreistheorie
16
Yield curve
11
Zinsstruktur
11
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10
Volatilität
10
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8
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8
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7
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Option trading
4
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3
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3
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3
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78
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Arbeitspapier
72
Graue Literatur
72
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72
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72
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English
78
Author
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Barndorff-Nielsen, Ole E.
8
Sørensen, Michael
7
Shepard, Neil
4
Tanggaard, Carsten
4
Ørregaard Nielsen, Morten
4
Christensen, Bent Jesper
3
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
Bladt, Mogens
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
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,169
Edward Elgar Publishing
413
OECD
348
Ekonomiska forskningsinstitutet <Stockholm>
287
Center for Economic Research <Tilburg>
282
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
274
Springer Fachmedien Wiesbaden
267
European University Institute / Department of Economics
251
International Monetary Fund
239
IGI Global
216
Forschungsinstitut zur Zukunft der Arbeit
167
World Bank
165
Institut für Weltwirtschaft
138
Internationaler Währungsfonds / Research Department
136
Centre for Economic Policy Research
134
Umeå universitet
128
Foerder Institute for Economic Research <Tēl-Āvîv>
127
Universitat Pompeu Fabra / Departament d'Economia i Empresa
112
University of Exeter / Department of Economics
107
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
103
Social Systems Research Institute
102
Springer-Verlag GmbH
93
Deutsche Forschungsgemeinschaft
85
Australian National University / Faculty of Economics and Commerce
84
International Monetary Fund (IMF)
84
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79
European University Institute / Department of Law
78
Massachusetts Institute of Technology / Department of Economics
78
Columbia University / Department of Economics
76
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76
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75
Erasmus Research Institute of Management
74
De Gruyter Oldenbourg
73
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
73
University of Warwick / Department of Economics
73
Econometrisch Instituut <Rotterdam>
71
Instituto Valenciano de Investigaciones Económicas
71
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
70
Deutschland / Bundeswehr / Universität Hamburg
69
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
78
Source
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ECONIS (ZBW)
78
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1
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:
2
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
3
On time-reversibility and estimating functions for Markov processes
Kessler, Mathieu
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690055
Saved in:
4
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
5
Classification of Markov chains on Rk
Hansen, Niels Richard
(
contributor
)
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543227
Saved in:
6
Statistical inference for discretely observed Markov jump processes
Bladt, Mogens
(
contributor
);
Sørensen, Michael
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793919
Saved in:
7
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
8
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
9
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
Saved in:
10
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
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