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Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Stochastic process
11
Stochastischer Prozess
11
Yield curve
11
Zinsstruktur
11
Volatility
8
Volatilität
8
Estimation
7
Monte Carlo simulation
7
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Statistischer Test
7
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6
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Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
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Schätztheorie
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CAPM
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Option trading
4
Optionsgeschäft
4
Statistical distribution
4
Statistische Verteilung
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Cointegration
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Einheitswurzeltest
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Hedging
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Kleinste-Quadrate-Methode
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3
Least squares method
3
Probability theory
3
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3
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71
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Arbeitspapier
66
Graue Literatur
66
Non-commercial literature
66
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66
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English
71
Author
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Barndorff-Nielsen, Ole E.
8
Sørensen, Michael
5
Tanggaard, Carsten
4
Christensen, Bent Jesper
3
Di Miscia, Orazio
3
Lunde, Asger
3
Mikkelsen, Peter
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
Rahbek, Anders
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Ørregaard Nielsen, Morten
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bibby, Bo Martin
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
Jensen, Morten Berg
1
Kessler, Mathieu
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,193
Edward Elgar Publishing
416
OECD
350
Ekonomiska forskningsinstitutet <Stockholm>
281
Center for Economic Research <Tilburg>
278
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
268
Springer Fachmedien Wiesbaden
262
European University Institute / Department of Economics
249
International Monetary Fund
233
IGI Global
214
Forschungsinstitut zur Zukunft der Arbeit
165
World Bank
165
Institute for the Study of Labor (IZA)
157
Institut für Weltwirtschaft
138
Internationaler Währungsfonds / Research Department
136
Centre for Economic Policy Research
135
Umeå universitet
127
Foerder Institute for Economic Research <Tēl-Āvîv>
126
Universitat Pompeu Fabra / Departament d'Economia i Empresa
107
University of Exeter / Department of Economics
105
Social Systems Research Institute
102
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
102
Springer-Verlag GmbH
91
Australian National University / Faculty of Economics and Commerce
84
Deutsche Forschungsgemeinschaft
80
Universitetet i Oslo / Økonomisk institutt
79
Massachusetts Institute of Technology / Department of Economics
78
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
78
Columbia University / Department of Economics
76
Robert Schuman Centre for Advanced Studies
76
Federal Reserve System / Board of Governors
75
University of Warwick / Department of Economics
75
European University Institute / Department of Law
74
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
74
De Gruyter Oldenbourg
73
Instituto Valenciano de Investigaciones Económicas
71
Erasmus Research Institute of Management
70
Deutschland / Bundeswehr / Universität Hamburg
69
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
69
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
71
Source
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ECONIS (ZBW)
71
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1
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
2
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:
3
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
Saved in:
4
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
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5
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:
6
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
7
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
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8
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
9
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
Saved in:
10
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
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