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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~subject:"Estimation theory"
~subject:"Zeitreihenanalyse"
~type_genre:"Non-commercial literature"
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Subject
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Risiko
Estimation theory
Zeitreihenanalyse
Theorie
66
Theory
66
Option pricing theory
13
Optionspreistheorie
13
Yield curve
11
Zinsstruktur
11
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Stochastic process
7
Stochastischer Prozess
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Time series analysis
6
Markov chain
5
Markov-Kette
5
Schätztheorie
5
CAPM
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
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
Unit root test
3
Wahrscheinlichkeitsrechnung
3
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Type of publication
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Book / Working Paper
13
Type of publication (narrower categories)
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Non-commercial literature
Arbeitspapier
13
Graue Literatur
13
Working Paper
13
Language
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English
13
Author
All
Schmidli, Hanspeter
2
Busch, Thomas
1
Christiansen, Charlotte
1
Koulikov, Dmitri
1
Myhre Lildholt, Peter
1
Nielsen, Jens Perch
1
Rahbek, Anders
1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Sørensen, Michael
1
Tanggaard, Carsten
1
Tolver Jensen, Søren
1
Tzotchev, Dobromir
1
Ørregaard Nielsen, Morten
1
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Institution
All
Centre for Analytical Finance <Århus>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
63
Ekonomiska forskningsinstitutet <Stockholm>
54
European University Institute / Department of Economics
41
Umeå universitet
24
Center for Economic Research <Tilburg>
20
University of New England / Department of Econometrics
19
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
16
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
14
University of Exeter / Department of Economics
13
Forschungsinstitut zur Zukunft der Arbeit
12
Birkbeck College / Department of Economics
11
Universität Basel / Institut für Statistik und Ökonometrie
11
University of Southampton / Department of Economics
10
Australian National University / Faculty of Economics and Commerce
9
Federal Reserve System / Division of Research and Statistics
9
Aarhus Universitet / Afdeling for Nationaløkonomi
8
Chambre de commerce et d'industrie de Paris
8
National Bureau of Economic Research
8
Umeå Universitet / Institutionen för Nationalekonomi
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
European University Institute / Department of Law
7
Institut für Höhere Studien
7
Rutgers University / Department of Economics
7
Universitetet i Oslo / Økonomisk institutt
7
University of Cambridge / Department of Applied Economics
7
Rodney L. White Center for Financial Research
6
University of Strathclyde / Department of Economics
6
Centre for Microdata Methods and Practice <London>
5
Foerder Institute for Economic Research <Tēl-Āvîv>
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
5
Johns Hopkins University / Department of Economics
5
Shakai-Keizai-Kenkyūsho <Osaka>
5
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
5
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
5
Universität Mannheim / Institut für Volkswirtschaft und Statistik
5
Université de Montréal / Département de sciences économiques
5
Banque de France / Direction des Etudes Economiques et de la Recherche
4
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
4
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
13
Source
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ECONIS (ZBW)
13
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1
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
Saved in:
7
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
Saved in:
8
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
Saved in:
9
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
10
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
Saved in:
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