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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Federal Reserve System / Board of Governors"
~subject:"Yield curve"
~subject:"Zeitreihenanalyse"
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Risiko
Yield curve
Zeitreihenanalyse
Theorie
145
Theory
145
Estimation
20
Schätzung
20
Option pricing theory
14
Optionspreistheorie
14
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United States
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English
26
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Mikkelsen, Peter
3
Taulbjerg, Jes
3
Christiansen, Charlotte
2
Di Miscia, Orazio
2
Mendoza, Enrique G.
2
Schmidli, Hanspeter
2
Akbarian, Dara
1
Busch, Thomas
1
Carroll, Chris
1
Crabbe, Leland E.
1
Daniels, Kenneth N.
1
Ericsson, Neil R.
1
Koulikov, Dmitri
1
Marquez, Jaime R.
1
Myhre Lildholt, Peter
1
Rahbek, Anders
1
Rogers, John H.
1
Schmid, Wolfgang
1
Shin Jensen, Malene
1
Stevens, Guy V. G.
1
Søndergaard Rasmussen, Nicki
1
Tolver Jensen, Søren
1
Turner, Christopher M.
1
Tzotchev, Dobromir
1
Uribe, Martín
1
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Centre for Analytical Finance <Århus>
Federal Reserve System / Board of Governors
National Bureau of Economic Research
366
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
61
Ekonomiska forskningsinstitutet <Stockholm>
57
European University Institute / Department of Economics
36
Umeå universitet
15
University of Exeter / Department of Economics
13
Edward Elgar Publishing
10
Australian National University / Faculty of Economics and Commerce
9
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
9
Econometrisch Instituut <Rotterdam>
8
University of Southampton / Department of Economics
8
Birkbeck College / Department of Economics
7
Centre for Quantitative Economics & Computing
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
European University Institute / Department of Law
7
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
7
Umeå Universitet / Institutionen för Nationalekonomi
7
Center for Economic Research <Tilburg>
6
Chambre de commerce et d'industrie de Paris
6
Federal Reserve System / Division of Research and Statistics
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Institute of Finance and Accounting <London>
6
Springer Fachmedien Wiesbaden
6
University of Dundee / Department of Economic Studies
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Banque de France / Direction des Etudes Economiques et de la Recherche
5
Christian-Albrechts-Universität zu Kiel
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London School of Economics and Political Science
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
19
International finance discussion papers
5
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ECONIS (ZBW)
26
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Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
2
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
3
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
Saved in:
4
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
5
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
6
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:
7
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
8
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
Saved in:
9
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
10
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
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