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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~subject:"ARCH-Modell"
~subject:"Monte-Carlo-Simulation"
~subject:"Statistical test"
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Risiko
ARCH-Modell
Monte-Carlo-Simulation
Statistical test
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
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7
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English
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Lunde, Asger
3
Hansen, Peter Reinhard
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Taulbjerg, Jes
2
Barndorff-Nielsen, Ole E.
1
Christiansen, Charlotte
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Di Miscia, Orazio
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Grasselli, M.R.
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Hurd, T.R.
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Jakubenas, Paulius
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Kristensen, Dennis
1
Mikkelsen, Peter
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Myhre Lildholt, Peter
1
Nielsen, Morten Ørregaard
1
Schmid, Wolfgang
1
Shephard, Neil G.
1
Stentoft, Lars
1
Søndergaard Rasmussen, Nicki
1
Tolver Jensen, Søren
1
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1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
228
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
39
Ekonomiska forskningsinstitutet <Stockholm>
25
OECD
15
Center for Economic Research <Tilburg>
10
European University Institute / Department of Economics
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Edward Elgar Publishing
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Brown University / Department of Economics
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6
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6
Shakai-Keizai-Kenkyūsho <Osaka>
6
University of Dundee / Department of Economic Studies
6
Aarhus Universitet / Afdeling for Nationaløkonomi
5
Australian National University / Faculty of Economics and Commerce
5
Centre for Quantitative Economics & Computing
5
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4
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
22
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ECONIS (ZBW)
22
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1
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
2
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:
3
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:
4
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
5
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
Saved in:
6
Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of volatility models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
Saved in:
7
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
Saved in:
8
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:
9
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
10
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
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