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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
70
Theory
70
Option pricing theory
24
Optionspreistheorie
24
Stochastic process
13
Stochastischer Prozess
13
Yield curve
13
Zinsstruktur
13
Estimation theory
12
Schätztheorie
12
Volatility
12
Volatilität
12
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Estimation
8
Schätzung
8
Option trading
7
Optionsgeschäft
7
Statistical test
7
Statistischer Test
7
Time series analysis
7
ARCH model
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ARCH-Modell
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CAPM
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Markov chain
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Markov-Kette
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
6
Kleinste-Quadrate-Methode
4
Least squares method
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Probability theory
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Statistical distribution
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4
Wahrscheinlichkeitsrechnung
4
Analysis of variance
3
Börsenkurs
3
Cointegration
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Core
3
Einheitswurzeltest
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7
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6
Graue Literatur
6
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6
Working Paper
6
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English
7
Author
All
Busch, Thomas
1
Christiansen, Charlotte
1
Jones, M. C.
1
Koulikov, Dmitri
1
Myhre Lildholt, Peter
1
Nielsen, Jens Perch
1
Rahbek, Anders
1
Søndergaard Rasmussen, Nicki
1
Tanggaard, Carsten
1
Tolver Jensen, Søren
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
130
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
60
Ekonomiska forskningsinstitutet <Stockholm>
51
European University Institute / Department of Economics
33
Umeå universitet
15
Centre for Quantitative Economics & Computing
12
Econometrisch Instituut <Rotterdam>
11
Escola de Pós-Graduação em Economia <Rio de Janeiro>
9
Umeå Universitet / Institutionen för Nationalekonomi
9
London School of Economics and Political Science
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
European University Institute / Department of Law
7
Gottfried Wilhelm Leibniz Universität Hannover
7
University of Cambridge / Department of Applied Economics
6
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
University of Exeter / Department of Economics
5
University of Strathclyde / Department of Economics
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Institut für Höhere Studien
4
Organisation for Economic Co-operation and Development
4
State University of New York at Albany / Department of Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Australian National University / Faculty of Economics and Commerce
3
Center for Economic Research <Tilburg>
3
Econometric Society
3
Federal Reserve System / Board of Governors
3
Institut für Weltwirtschaft
3
Instituto Valenciano de Investigaciones Económicas
3
Københavns Universitet / Økonomisk Institut
3
Loughborough University / Department of Economics
3
Norges Bank / Utredningsavdelingen
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
University of Chicago / Center for Research in Security Prices
3
University of New England / Department of Econometrics
3
University of Otago / Commerce Division
3
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
7
Source
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ECONIS (ZBW)
7
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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
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
Saved in:
3
Local linear density estimation for filtered survival data, with bias correction
Jones, M. C.
(
contributor
);
Nielsen, Jens Perch
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227638
Saved in:
4
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
Saved in:
5
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
Saved in:
6
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
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:
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