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~institution:"Centre for Analytical Finance <Århus>"
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Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Stochastic process
13
Stochastischer Prozess
13
Time series analysis
12
Zeitreihenanalyse
12
Yield curve
11
Zinsstruktur
11
Volatility
10
Volatilität
10
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8
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8
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8
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8
Estimation
7
Schätzung
7
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7
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7
Cointegration
6
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6
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6
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6
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5
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5
Maximum likelihood estimation
5
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5
CAPM
4
Option trading
4
Optionsgeschäft
4
Einheitswurzeltest
3
Hedging
3
Heteroscedasticity
3
Heteroskedastizität
3
Kleinste-Quadrate-Methode
3
Least squares method
3
Nichtlineare Regression
3
Nichtparametrisches Verfahren
3
Nonlinear regression
3
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79
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Arbeitspapier
73
Graue Literatur
73
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73
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73
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English
79
Author
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Barndorff-Nielsen, Ole E.
8
Sørensen, Michael
5
Tanggaard, Carsten
5
Ørregaard Nielsen, Morten
5
Christensen, Bent Jesper
4
Lunde, Asger
4
Di Miscia, Orazio
3
Hansen, Peter Reinhard
3
Mikkelsen, Peter
3
Myhre Lildholt, Peter
3
Nielsen, Jens Perch
3
Rahbek, Anders
3
Shepard, Neil
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Brunetti, Celso
2
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Koulikov, Dmitri
2
Løchte Jørgensen, Peter
2
Nielsen, Morten Ørregaard
2
Raahauge, Peter
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Bartholdy, Jan
1
Bec, Frédérique
1
Bechmann, Ken L.
1
Bibby, Bo Martin
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
Jones, M. C.
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,603
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
662
Edward Elgar Publishing
421
OECD
404
Ekonomiska forskningsinstitutet <Stockholm>
307
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
293
Springer Fachmedien Wiesbaden
290
Center for Economic Research <Tilburg>
284
European University Institute / Department of Economics
268
International Monetary Fund (IMF)
243
IGI Global
217
International Monetary Fund
191
World Bank
186
Forschungsinstitut zur Zukunft der Arbeit
179
Institut für Weltwirtschaft
168
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139
Centre for Economic Policy Research
135
Umeå universitet
134
Foerder Institute for Economic Research <Tēl-Āvîv>
129
International Energy Agency
125
Universitat Pompeu Fabra / Departament d'Economia i Empresa
109
University of Exeter / Department of Economics
108
EconWPA
103
Faculty of Economics, University of Cambridge
103
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
103
Social Systems Research Institute
102
Springer-Verlag GmbH
102
Organisation for Economic Co-operation and Development
92
Australian National University / Faculty of Economics and Commerce
85
Universitetet i Oslo / Økonomisk institutt
85
European University Institute / Department of Law
84
Massachusetts Institute of Technology / Department of Economics
82
Deutsche Forschungsgemeinschaft
81
Robert Schuman Centre for Advanced Studies
81
Federal Reserve System / Board of Governors
80
University of Warwick / Department of Economics
78
Weltbank
78
Columbia University / Department of Economics
76
De Gruyter Oldenbourg
76
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
79
Source
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ECONIS (ZBW)
79
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1
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:
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 continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
4
Cointegration
and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
5
Misspecification versus bubbles in hyperinflation data : comment
Engsted, Tom
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660135
Saved in:
6
Optimal residual based tests for fractional
cointegration
and exchange rate dynamics
Nielsen, Morten Ørregaard
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702310
Saved in:
7
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
Saved in:
8
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:
9
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
Saved in:
10
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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