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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~subject:"Estimation theory"
~subject:"Stochastic process"
~subject:"Yield curve"
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Risiko
Estimation theory
Stochastic process
Yield curve
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Zinsstruktur
11
Stochastischer Prozess
10
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Time series analysis
6
Zeitreihenanalyse
6
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Schätztheorie
5
CAPM
4
Option trading
4
Optionsgeschäft
4
Cointegration
3
Einheitswurzeltest
3
Hedging
3
Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
Probability theory
3
Regression analysis
3
Regressionsanalyse
3
Statistical distribution
3
Statistische Verteilung
3
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Type of publication
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Book / Working Paper
26
Type of publication (narrower categories)
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Arbeitspapier
23
Graue Literatur
23
Non-commercial literature
23
Working Paper
23
Language
All
English
26
Author
All
Barndorff-Nielsen, Ole E.
6
Mikkelsen, Peter
3
Shephard, Neil G.
3
Taulbjerg, Jes
3
Di Miscia, Orazio
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Sørensen, Michael
2
Christiansen, Charlotte
1
Daniels, Kenneth N.
1
Levendorskij, Sergej Z.
1
Nicolato, Elisa
1
Nielsen, Jens Perch
1
Schmid, Wolfgang
1
Shepard, Neil
1
Shin Jensen, Malene
1
Stegenborg Larsen, Kristian
1
Stelzer, Robert
1
Tanggaard, Carsten
1
Tzotchev, Dobromir
1
Uchida, Masayuki
1
Venardos, Emmanouil
1
Ørregaard Nielsen, Morten
1
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Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
342
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
71
Ekonomiska forskningsinstitutet <Stockholm>
41
European University Institute / Department of Economics
27
Umeå universitet
25
Center for Economic Research <Tilburg>
21
University of Exeter / Department of Economics
20
University of New England / Department of Econometrics
19
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
18
Springer Fachmedien Wiesbaden
13
Federal Reserve System / Division of Research and Statistics
12
Australian National University / Faculty of Economics and Commerce
11
Birkbeck College / Department of Economics
11
Chambre de commerce et d'industrie de Paris
11
Forschungsinstitut zur Zukunft der Arbeit
11
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
11
Edward Elgar Publishing
10
Universität Basel / Institut für Statistik und Ökonometrie
10
Aarhus Universitet / Afdeling for Nationaløkonomi
8
Deutsche Forschungsgemeinschaft
8
Rodney L. White Center for Financial Research
8
Umeå Universitet / Institutionen för Nationalekonomi
8
Banque de France / Direction des Etudes Economiques et de la Recherche
7
Erasmus Research Institute of Management
7
Universitetet i Oslo / Økonomisk institutt
7
University of Southampton / Department of Economics
7
Federal Reserve System / Board of Governors
6
Foerder Institute for Economic Research <Tēl-Āvîv>
6
Johns Hopkins University / Department of Economics
6
State University of New York at Albany / Department of Economics
6
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
6
University of Dundee / Department of Economic Studies
6
Australian National University / Faculty of Economics
5
Centre for Economic Policy Research
5
Centre for Microdata Methods and Practice <London>
5
Centre for Quantitative Economics & Computing
5
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
5
Institut für Weltwirtschaft
5
Institute of Finance and Accounting <London>
5
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
26
Source
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ECONIS (ZBW)
26
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1
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Saved in:
2
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:
3
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:
4
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:
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
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
7
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
8
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:
9
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
Saved in:
10
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
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