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Market Power in Power Markets...
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Theorie
50
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47
Volatilität
37
Volatility
32
Estimation theory
26
Schätztheorie
26
Zeitreihenanalyse
18
Denmark
17
Dänemark
17
Estimation
17
Schätzung
17
Time series analysis
16
realized volatility
13
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12
Capital income
12
Kapitaleinkommen
12
Prognose
12
implied volatility
12
ARCH model
10
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10
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10
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10
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10
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9
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9
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jumps
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long memory
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Language
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English
153
Undetermined
51
Spanish
4
Danish
2
Author
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Christensen, Bent Jesper
207
Nielsen, Morten Ørregaard
44
Busch, Thomas
17
Zhu, Jie
15
Gupta, Nabanita Datta
12
Kiefer, Nicholas Maximilian
12
Andersen, Lykke E.
11
Kiefer, Nicholas M.
9
Neumann, George R.
8
Posch, Olaf
8
Björk, Tomas
7
Wel, Michel van der
7
Werwatz, Axel
7
An, Mark Yuying
6
Borup, Daniel
6
Dahl, Christian M.
6
Iglesias, Emma M.
6
Kruse, Robinson
5
Sibbertsen, Philipp
5
Varneskov, Rasmus Tangsgaard
5
Andreasen, Martin M.
4
Delgadillo, Claudia
4
Kallestrup-Lamb, Malene
4
Lentz, Rasmus
4
Mortensen, Dale
4
Mortensen, Dale T.
4
Santucci de Magistris, Paolo
4
van der Wel, Michel
4
An, Mark Y.
3
Asmussen, Søren
3
Gombani, Andrea
3
Mølgaard, Rune
3
Parra-Alvarez, Juan Carlos
3
Prabhala, N. R.
3
Raahauge, Peter
3
Sørensen, Michael
3
Thøgersen, Julie
3
Ørregaard Nielsen, Morten
3
Bach, Christian
2
Datta Gupta, Nabanita
2
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School of Economics and Management, University of Aarhus
16
Centre for Analytical Finance <Århus>
8
Economics Department, Queen's University
6
Instituto de Estudios Avanzados en Desarrollo (INESAD)
4
National Bureau of Economic Research
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
CESifo
1
Centre for Applied Microeconometrics (CAM), Økonomisk Institut
1
Conference on "Globalization: Strategies and Effects" <2011, Kolding>
1
Conference on Labor Market Models and Matched Employer Employee Data <2004, Sandbjerg>
1
Conference on Social Insurance and Pension Research <2001, Århus>
1
Copenhagen Business School
1
Duke University, Department of Economics
1
Econometric Society
1
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
1
Institut for Finansiering <Frederiksberg>
1
Society for Economic Dynamics - SED
1
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover
1
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
24
CREATES research paper
16
CREATES Research Papers
15
Journal of econometrics
12
Development Research Working Paper Series
8
Queen's Economics Department Working Paper
6
Queen's Economics Department working paper
6
Working Papers / Economics Department, Queen's University
6
Journal of Econometrics
5
Working paper
5
Journal of applied econometrics
4
Journal of labor economics
4
CREATES Research Paper
3
Insurance / Mathematics & economics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
CESifo Working Paper Series
2
Journal of Applied Econometrics
2
Journal of Labor Economics
2
Journal of financial economics
2
Mathematical Finance
2
NBER working paper series
2
Nationaløkonomisk tidsskrift
2
Revista latinoamericana de desarrollo económico
2
The review of economics and statistics
2
2010 Meeting Papers
1
CAM Working Papers
1
CAM working papers / Centre for Applied Microeconometrics, Department of Economics, University of Copenhagen
1
CESifo Working Paper
1
CESifo working papers
1
Contributions to economic analysis
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers of interdisciplinary research project 373
1
Diskussionsbeitrag
1
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
1
Duration transition and count data models
1
Econometric Society World Congress 2000 Contributed Papers
1
Econometric Theory
1
Econometric theory
1
Economic modelling
1
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Source
All
ECONIS (ZBW)
126
RePEc
52
EconStor
14
OLC EcoSci
14
USB Cologne (EcoSocSci)
2
Other ZBW resources
2
Showing
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91
Approximate distributions in essentially linear models
An, Mark Yuying
-
1998
Persistent link: https://www.econbiz.de/10000992531
Saved in:
92
Some control theoretic aspects of interest rate theory
Björk, Tomas
;
Christensen, Bent Jesper
;
Gombani, Andrea
-
1998
Persistent link: https://www.econbiz.de/10000995463
Saved in:
93
The relation between implied and realized volatility
Christensen, Bent Jesper
;
Prabhala, N. R.
-
1998
Persistent link: https://www.econbiz.de/10000995465
Saved in:
94
Panel data, local cuts, and orthogeodesic models
Christensen, Bent Jesper
-
1997
Persistent link: https://www.econbiz.de/10000976604
Saved in:
95
Inference in non-linear panel models with partially missing observations : the case of the equilibrium search model
Christensen, Bent Jesper
- In:
Journal of econometrics
79
(
1997
)
2
,
pp. 201-219
Persistent link: https://www.econbiz.de/10001335932
Saved in:
96
The effects of pension systems reform on retirement and government finances : predictions using Danish data on married couples
Christensen, Bent Jesper
;
Gupta, Nabanita Datta
-
1999
Persistent link: https://www.econbiz.de/10001363008
Saved in:
97
Simulated moment methods for empirical equivalent martingale measures
Christensen, Bent Jesper
;
Kiefer, Nicholas Maximilian
-
1999
Persistent link: https://www.econbiz.de/10001393943
Saved in:
98
Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
Saved in:
99
New evidence on the implied-realized volatility relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
100
The exact likelihood function for an empirical job search model
Christensen, Bent Jesper
- In:
Econometric theory
7
(
1991
)
4
,
pp. 464-486
Persistent link: https://www.econbiz.de/10001117738
Saved in:
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