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~institution:"Queen Mary College / Department of Economics"
~subject:"Kointegration"
~subject:"Optionspreistheorie"
~subject:"Volatilität"
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Kointegration
Optionspreistheorie
Volatilität
Cointegration
4
Stochastic process
3
Stochastischer Prozess
3
Estimation
2
Nichtlineare Regression
2
Nonlinear regression
2
Option pricing theory
2
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1995-2004
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1
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1
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1
Multivariate analysis
1
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1
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1
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1
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7
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English
7
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Kapetanios, George
5
Blake, Andrew P.
1
Chourdakis, Kyriakos
1
Cipollini, Andrea
1
Shin, Yongcheol
1
Snell, Andy
1
Tzavalis, Elias
1
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Queen Mary College / Department of Economics
National Bureau of Economic Research
564
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
81
Institut für Schweizerisches Bankwesen <Zürich>
57
Centre for Analytical Finance <Århus>
42
European University Institute / Department of Economics
38
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
37
Ekonomiska forskningsinstitutet <Stockholm>
24
Svenska Handelshögskolan <Helsinki>
24
World Bank
21
International Monetary Fund
18
National Centre of Competence in Research North South <Bern>
18
Chambre de commerce et d'industrie de Paris
16
Federal Reserve Bank of St. Louis
15
Center for Economic Research <Tilburg>
14
Institut für Weltwirtschaft
13
University of Canterbury / Dept. of Economics and Finance
13
Internationaler Währungsfonds / Research Department
12
Nationalekonomiska Institutionen <Lund>
12
William Davidson Institute <Ann Arbor, Mich.>
11
Centre for Growth and Business Cycle Research <Manchester>
10
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
10
Federal Reserve Bank of New York
10
Københavns Universitet / Økonomisk Institut
10
Swiss National Centre of Competence in Research North South <Bern>
10
Econometrisch Instituut <Rotterdam>
9
Birkbeck College / Department of Economics
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Federal Reserve System / Board of Governors
8
Gottfried Wilhelm Leibniz Universität Hannover
8
Institute of Finance and Accounting <London>
8
Rodney L. White Center for Financial Research
8
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
8
Verlag Dr. Kovač
8
Centre for Economic Policy Research
7
Centre for International Macroeconomics
7
Instituto Valenciano de Investigaciones Económicas
7
Nuffield College
7
School of Finance and Business Economics <Perth, Western Australia>
7
Springer Fachmedien Wiesbaden
7
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Continuous time regime switching models and applications in estimating processes with stochastic
volatility
and jumps
Chourdakis, Kyriakos
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001866950
Saved in:
2
Pricing American options under stochastic
volatility
: a new method using Chebyshev polynomials to approximate the early exercise boundary
Tzavalis, Elias
(
contributor
);
Wang, Shi-jun
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867455
Saved in:
3
A note on joint estimation of common cycles and common trends in nonstationary multivariate systems
Kapetanios, George
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001866987
Saved in:
4
A new nonparametric test of
cointegration
rank
Kapetanios, George
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867121
Saved in:
5
Testing for
cointegration
in nonlinear STAR error correction models
Kapetanios, George
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867713
Saved in:
6
Testing for neglected nonlinearity in cointegrating relationships
Blake, Andrew P.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920635
Saved in:
7
A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, Andrea
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920657
Saved in:
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