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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~source:"econis"
~subject:"Regression analysis"
~subject:"Yield curve"
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Risiko
Regression analysis
Yield curve
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Zinsstruktur
11
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10
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English
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Mikkelsen, Peter
3
Taulbjerg, Jes
3
Di Miscia, Orazio
2
Schmidli, Hanspeter
2
Barndorff-Nielsen, Ole E.
1
Christiansen, Charlotte
1
Daniels, Kenneth N.
1
Nielsen, Morten Ørregaard
1
Schmid, Wolfgang
1
Shepard, Neil
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Shin Jensen, Malene
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Strunk Hansen, Charlotte
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
328
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
32
Ekonomiska forskningsinstitutet <Stockholm>
16
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
12
University of Exeter / Department of Economics
10
Edward Elgar Publishing
9
Center for Economic Research <Tilburg>
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Federal Reserve System / Division of Research and Statistics
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Australian National University / Faculty of Economics and Commerce
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Chambre de commerce et d'industrie de Paris
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Institute of Finance and Accounting <London>
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Massachusetts Institute of Technology / Department of Economics
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Springer Fachmedien Wiesbaden
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European University Institute / Department of Economics
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
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Banque de France / Direction des Etudes Economiques et de la Recherche
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4
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International Center for Financial Asset Management and Engineering
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Internationaler Währungsfonds
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Rodney L. White Center for Financial Research
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
16
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ECONIS (ZBW)
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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
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
Saved in:
4
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
5
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:
6
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:
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
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
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