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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~subject:"Cointegration"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Monte Carlo simulation"
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Risiko
Cointegration
Maximum-Likelihood-Schätzung
Monte Carlo simulation
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Estimation
7
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16
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English
17
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Nielsen, Morten Ørregaard
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Taulbjerg, Jes
2
Di Miscia, Orazio
1
Engsted, Tom
1
Grasselli, M.R.
1
Hurd, T.R.
1
Kristensen, Dennis
1
Mikkelsen, Peter
1
Rahbek, Anders
1
Schmid, Wolfgang
1
Stentoft, Lars
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Tzotchev, Dobromir
1
Uchida, Masayuki
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
225
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
41
Ekonomiska forskningsinstitutet <Stockholm>
21
European University Institute / Department of Economics
19
Edward Elgar Publishing
9
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
9
Aarhus Universitet / Afdeling for Nationaløkonomi
8
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Australian National University / Faculty of Economics and Commerce
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University of Dundee / Department of Economic Studies
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Chambre de commerce et d'industrie de Paris
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5
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5
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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5
Center for Economic Research <Tilburg>
4
European University Institute / Department of Law
4
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Svenska Handelshögskolan <Helsinki>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
17
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ECONIS (ZBW)
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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
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
5
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
6
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
7
Misspecification versus bubbles in hyperinflation data : comment
Engsted, Tom
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660135
Saved in:
8
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702284
Saved in:
9
Optimal residual based tests for fractional cointegration and exchange rate dynamics
Nielsen, Morten Ørregaard
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702310
Saved in:
10
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
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