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Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Stochastic process
12
Stochastischer Prozess
12
Time series analysis
12
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12
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11
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9
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Option trading
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Optionsgeschäft
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Cointegration
3
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3
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78
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Arbeitspapier
73
Graue Literatur
73
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73
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78
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Barndorff-Nielsen, Ole E.
8
Sørensen, Michael
5
Tanggaard, Carsten
5
Lunde, Asger
4
Christensen, Bent Jesper
3
Christiansen, Charlotte
3
Di Miscia, Orazio
3
Hansen, Peter Reinhard
3
Mikkelsen, Peter
3
Myhre Lildholt, Peter
3
Nielsen, Jens Perch
3
Shepard, Neil
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
Engsted, Tom
2
Koulikov, Dmitri
2
Løchte Jørgensen, Peter
2
Nielsen, Morten Ørregaard
2
Raahauge, Peter
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bibby, Bo Martin
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
Jones, M. C.
1
Kessler, Mathieu
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,357
OECD
567
Edward Elgar Publishing
425
Ekonomiska forskningsinstitutet <Stockholm>
312
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
305
Center for Economic Research <Tilburg>
287
Springer Fachmedien Wiesbaden
257
European University Institute / Department of Economics
256
International Monetary Fund
239
IGI Global
214
World Bank
181
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166
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156
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147
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138
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136
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133
Foerder Institute for Economic Research <Tēl-Āvîv>
126
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112
University of Exeter / Department of Economics
107
Social Systems Research Institute
104
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
102
Springer-Verlag GmbH
93
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85
Universitetet i Oslo / Økonomisk institutt
85
International Monetary Fund (IMF)
81
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80
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79
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79
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79
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78
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78
Columbia University / Department of Economics
77
Instituto Valenciano de Investigaciones Económicas
77
Econometrisch Instituut <Rotterdam>
76
De Gruyter Oldenbourg
74
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
73
Erasmus Research Institute of Management
71
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
71
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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
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
2
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
3
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
4
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
Saved in:
5
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
Saved in:
6
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
Saved in:
7
Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of volatility models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
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
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
Saved in:
10
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
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