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The asymmetric spillover effec...
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Subject
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Theorie
70
Theory
70
Volatility
19
Volatilität
19
Option pricing theory
18
Optionspreistheorie
18
Stochastic process
13
Stochastischer Prozess
13
Yield curve
12
Zinsstruktur
12
ARCH model
10
ARCH-Modell
10
Estimation
10
Monte Carlo simulation
10
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10
Schätzung
10
Time series analysis
9
Zeitreihenanalyse
9
Estimation theory
7
Schätztheorie
7
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7
Statistischer Test
7
Markov chain
6
Markov-Kette
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
USA
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United States
6
CAPM
5
Option trading
5
Optionsgeschäft
5
Cointegration
4
Kointegration
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4
Statistische Verteilung
4
Analysis of variance
3
Bubbles
3
Börsenkurs
3
Einheitswurzeltest
3
Forecast
3
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Book / Working Paper
88
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Arbeitspapier
80
Graue Literatur
80
Non-commercial literature
80
Working Paper
80
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English
88
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Barndorff-Nielsen, Ole E.
8
Christensen, Bent Jesper
6
Sørensen, Michael
6
Christiansen, Charlotte
5
Tanggaard, Carsten
5
Lunde, Asger
4
Shepard, Neil
4
Di Miscia, Orazio
3
Engsted, Tom
3
Hansen, Peter Reinhard
3
Mikkelsen, Peter
3
Myhre Lildholt, Peter
3
Raahauge, Peter
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Ørregaard Nielsen, Morten
3
Brunetti, Celso
2
Busch, Thomas
2
Christensen, Claus Vorm
2
Koulikov, Dmitri
2
Levendorskij, Sergej Z.
2
Løchte Jørgensen, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Poulsen, Rolf
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Shin Jensen, Malene
2
Stentoft, Lars
2
Sørensen, Helle
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bibby, Bo Martin
1
Bladt, Mogens
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
9,468
Forschungsinstitut zur Zukunft der Arbeit
479
Edward Elgar Publishing
422
OECD
352
International Monetary Fund
349
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
333
International Monetary Fund (IMF)
324
Ekonomiska forskningsinstitutet <Stockholm>
323
Springer Fachmedien Wiesbaden
301
Center for Economic Research <Tilburg>
295
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
266
European University Institute / Department of Economics
262
Institut für Weltwirtschaft
219
IGI Global
212
World Bank
211
Centre for Economic Policy Research
152
Internationaler Währungsfonds / Research Department
151
Foerder Institute for Economic Research <Tēl-Āvîv>
132
Umeå universitet
129
Zentrum für Europäische Wirtschaftsforschung
118
Universitat Pompeu Fabra / Departament d'Economia i Empresa
116
University of Exeter / Department of Economics
109
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
107
Social Systems Research Institute
106
Federal Reserve Bank of St. Louis
98
Springer-Verlag GmbH
92
William Davidson Institute <Ann Arbor, Mich.>
90
C.E.P.R. Discussion Papers
89
Federal Reserve System / Board of Governors
89
Massachusetts Institute of Technology / Department of Economics
89
Australian National University / Faculty of Economics and Commerce
88
Universitetet i Oslo / Økonomisk institutt
88
Johns Hopkins University / Department of Economics
85
Columbia University / Department of Economics
84
Deutsche Forschungsgemeinschaft
82
Federal Reserve Bank of San Francisco
81
Federal Reserve System / Division of Research and Statistics
80
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
80
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
79
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
88
Source
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ECONIS (ZBW)
88
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1
Estimation
of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
Saved in:
2
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
3
Volatility
-spillover effects in European bond markets
Christiansen, Charlotte
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838842
Saved in:
4
A comparison of
volatility
models : does anything beat a GARCH(1,1)?
Hansen, Peter Reinhard
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563856
Saved in:
5
Decomposing European bond and equity
volatility
Christiansen, Charlotte
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167494
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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