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Theorie
70
Theory
70
Option pricing theory
16
Optionspreistheorie
16
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Estimation
8
Schätzung
8
Volatility
8
Volatilität
8
CAPM
7
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7
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7
Statistical test
7
Statistischer Test
7
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6
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6
Estimation theory
6
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6
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6
Schätztheorie
6
Time series analysis
6
Zeitreihenanalyse
6
Markov chain
5
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5
Option trading
5
Optionsgeschäft
5
Börsenkurs
3
Cointegration
3
Einheitswurzeltest
3
Forecast
3
Hedging
3
Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
Probability theory
3
Prognose
3
Regression analysis
3
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Book / Working Paper
74
Type of publication (narrower categories)
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Arbeitspapier
70
Graue Literatur
70
Non-commercial literature
70
Working Paper
70
Language
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English
74
Author
All
Barndorff-Nielsen, Ole E.
9
Christensen, Bent Jesper
4
Shephard, Neil G.
4
Sørensen, Michael
4
Tanggaard, Carsten
4
Di Miscia, Orazio
3
Lunde, Asger
3
Mikkelsen, Peter
3
Raahauge, Peter
3
Shepard, Neil
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
Rahbek, Anders
2
Schmidli, Hanspeter
2
Stentoft, Lars
2
Sørensen, Helle
2
Ørregaard Nielsen, Morten
2
Bartholdy, Jan
1
Bechmann, Ken L.
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
7,703
Edward Elgar Publishing
407
Ekonomiska forskningsinstitutet <Stockholm>
292
Center for Economic Research <Tilburg>
285
OECD
276
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
269
Springer Fachmedien Wiesbaden
259
European University Institute / Department of Economics
249
International Monetary Fund
235
IGI Global
212
Forschungsinstitut zur Zukunft der Arbeit
165
World Bank
161
Institut für Weltwirtschaft
143
Internationaler Währungsfonds / Research Department
141
Centre for Economic Policy Research
139
International Monetary Fund (IMF)
138
Umeå universitet
127
Foerder Institute for Economic Research <Tēl-Āvîv>
126
Universitat Pompeu Fabra / Departament d'Economia i Empresa
112
University of Exeter / Department of Economics
107
Social Systems Research Institute
103
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
103
Springer-Verlag GmbH
92
Australian National University / Faculty of Economics and Commerce
84
Deutsche Forschungsgemeinschaft
83
Federal Reserve System / Board of Governors
80
Universitetet i Oslo / Økonomisk institutt
79
Massachusetts Institute of Technology / Department of Economics
78
Robert Schuman Centre for Advanced Studies
76
Columbia University / Department of Economics
75
De Gruyter Oldenbourg
75
Erasmus Research Institute of Management
75
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
75
European University Institute / Department of Law
74
Federal Reserve System / Division of Research and Statistics
74
University of Warwick / Department of Economics
73
Instituto Valenciano de Investigaciones Económicas
72
Institute of Finance and Accounting <London>
70
Deutschland / Bundeswehr / Universität Hamburg
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
74
Source
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ECONIS (ZBW)
74
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1
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:
2
Short tales, price pressure, and the stock price response to convertible bond calls
Bechmann, Ken L.
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851134
Saved in:
3
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
Saved in:
4
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:
5
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
Saved in:
6
Management and employee compensation policy, and matched data on private firms : a no arbitrage asset pricing approach to on-the-job search and the wage distribution
Christensen, Bent Jesper
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622243
Saved in:
7
Pricing american options when the underlying stock price exhibits time-vaying volatility
Stentoft, Lars
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690047
Saved in:
8
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
Saved in:
9
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:
10
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:
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