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Bubbles or Volatility : A Mark...
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Theorie
70
Theory
70
Volatility
19
Volatilität
19
Option pricing theory
18
Optionspreistheorie
18
Stochastic process
13
Stochastischer Prozess
13
Yield curve
12
Zinsstruktur
12
Estimation
10
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Schätzung
10
ARCH model
8
ARCH-Modell
8
Statistical test
8
Statistischer Test
8
Time series analysis
8
Zeitreihenanalyse
8
Estimation theory
7
Schätztheorie
7
Markov chain
6
Markov-Kette
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
USA
6
United States
6
CAPM
5
Option trading
5
Optionsgeschäft
5
Cointegration
4
Kointegration
4
Statistical distribution
4
Statistische Verteilung
4
Analysis of variance
3
Bubbles
3
Börsenkurs
3
Einheitswurzeltest
3
Forecast
3
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Book / Working Paper
87
Type of publication (narrower categories)
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Arbeitspapier
79
Graue Literatur
79
Non-commercial literature
79
Working Paper
79
Language
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English
87
Author
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Barndorff-Nielsen, Ole E.
8
Christensen, Bent Jesper
6
Christiansen, Charlotte
6
Sørensen, Michael
6
Tanggaard, Carsten
5
Lunde, Asger
4
Shepard, Neil
4
Di Miscia, Orazio
3
Engsted, Tom
3
Hansen, Peter Reinhard
3
Mikkelsen, Peter
3
Myhre Lildholt, Peter
3
Raahauge, Peter
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Ørregaard Nielsen, Morten
3
Brunetti, Celso
2
Christensen, Claus Vorm
2
Levendorskij, Sergej Z.
2
Løchte Jørgensen, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Poulsen, Rolf
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Shin Jensen, Malene
2
Stentoft, Lars
2
Sørensen, Helle
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bibby, Bo Martin
1
Bladt, Mogens
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Grosen, Anders
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
9,734
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
742
International Monetary Fund (IMF)
723
International Monetary Fund
554
OECD
553
Forschungsinstitut zur Zukunft der Arbeit
479
Edward Elgar Publishing
428
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
342
Ekonomiska forskningsinstitutet <Stockholm>
322
Springer Fachmedien Wiesbaden
296
Center for Economic Research <Tilburg>
294
European University Institute / Department of Economics
267
World Bank
259
Institut für Weltwirtschaft
231
IGI Global
212
Facultad de Ciencias Económicas y Sociales, Universidad Nacional de Mar del Plata
193
Internationaler Währungsfonds / Research Department
163
C.E.P.R. Discussion Papers
158
Centre for Economic Policy Research
156
EconWPA
147
Foerder Institute for Economic Research <Tēl-Āvîv>
131
Inter-American Development Bank
131
Umeå universitet
130
Cowles Foundation for Research in Economics, Yale University
127
Organisation for Economic Co-operation and Development
126
Universitat Pompeu Fabra / Departament d'Economia i Empresa
119
Zentrum für Europäische Wirtschaftsforschung
116
University of Exeter / Department of Economics
112
Econometric Society
108
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
106
Social Systems Research Institute
105
Federal Reserve Bank of St. Louis
104
William Davidson Institute <Ann Arbor, Mich.>
98
Federal Reserve System / Board of Governors
93
Massachusetts Institute of Technology / Department of Economics
92
Tilburg University, Center for Economic Research
92
Springer-Verlag GmbH
91
Australian National University / Faculty of Economics and Commerce
88
Universitetet i Oslo / Økonomisk institutt
88
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
87
Source
All
ECONIS (ZBW)
87
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1
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
2
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:
3
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:
4
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:
5
Return-based and range-based (co)viariance
estimation
: with an application to foreign exchange markets
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
Saved in:
6
Estimation
of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
Saved in:
7
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
8
A new test for speculative
bubbles
based on return variance decompositions
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660132
Saved in:
9
Time series modelling of daily log-price ranges for SF/USD and USD/GBP
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719176
Saved in:
10
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
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