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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
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Time series analysis
6
Zeitreihenanalyse
6
Estimation theory
5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Option trading
5
Optionsgeschäft
5
Schätztheorie
5
CAPM
4
Cointegration
4
Kointegration
4
Bias
3
Einheitswurzeltest
3
Hedging
3
Kleinste-Quadrate-Methode
3
Least squares method
3
Nichtlineare Regression
3
Nonlinear regression
3
Probability theory
3
Regression analysis
3
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Book / Working Paper
72
Type of publication (narrower categories)
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Arbeitspapier
68
Graue Literatur
68
Non-commercial literature
68
Working Paper
68
Language
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English
72
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
Rahbek, Anders
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
Schmidli, Hanspeter
2
Sørensen, Helle
2
Ørregaard Nielsen, Morten
2
Bartholdy, Jan
1
Bec, Frédérique
1
Bechmann, Ken L.
1
Brunetti, Celso
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Frino, Alex
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
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,387
Edward Elgar Publishing
413
OECD
370
Ekonomiska forskningsinstitutet <Stockholm>
284
Center for Economic Research <Tilburg>
282
Springer Fachmedien Wiesbaden
276
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
263
European University Institute / Department of Economics
253
International Monetary Fund
241
IGI Global
214
Forschungsinstitut zur Zukunft der Arbeit
172
World Bank
159
Institut für Weltwirtschaft
138
Internationaler Währungsfonds / Research Department
137
Centre for Economic Policy Research
135
Umeå universitet
127
Foerder Institute for Economic Research <Tēl-Āvîv>
126
University of Exeter / Department of Economics
108
Universitat Pompeu Fabra / Departament d'Economia i Empresa
107
Social Systems Research Institute
102
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
102
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
101
Springer-Verlag GmbH
91
Australian National University / Faculty of Economics and Commerce
85
Deutsche Forschungsgemeinschaft
81
Massachusetts Institute of Technology / Department of Economics
79
Universitetet i Oslo / Økonomisk institutt
79
Columbia University / Department of Economics
77
European University Institute / Department of Law
77
Robert Schuman Centre for Advanced Studies
77
Federal Reserve System / Board of Governors
76
De Gruyter Oldenbourg
73
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
73
University of Warwick / Department of Economics
73
Erasmus Research Institute of Management
72
Instituto Valenciano de Investigaciones Económicas
71
Johns Hopkins University / Department of Economics
70
Deutschland / Bundeswehr / Universität Hamburg
69
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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
72
Source
All
ECONIS (ZBW)
72
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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
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
3
Estimation of expected return : CAPM vs Fama and French
Bartholdy, Jan
(
contributor
);
Peare, Paula
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069191
Saved in:
4
Boundary and
bias
correction in kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543238
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5
Vector equilibrium correction models with non-linear discountinuous adjustments
Bec, Frédérique
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728534
Saved in:
6
Asymmetric price behaviour surrounding block trades : a market microstructure explanation
Frino, Alex
(
contributor
);
Mollica, Vito
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767506
Saved in:
7
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:
8
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
9
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
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10
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
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