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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~subject:"Markov chain"
~subject:"Probability theory"
~subject:"Regressionsanalyse"
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Risiko
Markov chain
Probability theory
Regressionsanalyse
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Volatility
7
Volatilität
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6
ARCH-Modell
6
Time series analysis
6
Zeitreihenanalyse
6
Estimation theory
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Markov-Kette
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Schätztheorie
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CAPM
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Option trading
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Optionsgeschäft
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Cointegration
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Hedging
3
Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
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3
Statistical distribution
3
Statistische Verteilung
3
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11
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Arbeitspapier
11
Graue Literatur
11
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11
Working Paper
11
Language
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English
11
Author
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Schmidli, Hanspeter
2
Sørensen, Michael
2
Barndorff-Nielsen, Ole E.
1
Christiansen, Charlotte
1
Di Miscia, Orazio
1
Hansen, Niels Richard
1
Kessler, Mathieu
1
Mikkelsen, Peter
1
Nielsen, Morten Ørregaard
1
Shepard, Neil
1
Stegenborg Larsen, Kristian
1
Strunk Hansen, Charlotte
1
Tuypens, Bjorn E.
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
251
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
29
Ekonomiska forskningsinstitutet <Stockholm>
17
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
13
Edward Elgar Publishing
9
European University Institute / Department of Economics
8
University of Southampton / Department of Economics
8
Center for Economic Research <Tilburg>
7
Massachusetts Institute of Technology / Department of Economics
7
Springer Fachmedien Wiesbaden
7
Umeå universitet
7
Chambre de commerce et d'industrie de Paris
6
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
6
University of Dundee / Department of Economic Studies
6
Australian National University / Faculty of Economics and Commerce
5
Deutsche Forschungsgemeinschaft
5
Federal Reserve System / Board of Governors
5
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
University of Exeter / Department of Economics
5
Brown University / Department of Economics
4
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
4
Christian-Albrechts-Universität zu Kiel
4
Federal Reserve System / Division of Research and Statistics
4
Forschungsinstitut zur Zukunft der Arbeit
4
Georgetown University / Economics Department
4
Institute of Finance and Accounting <London>
4
Leibniz-Institut für Wirtschaftsforschung Halle
4
University of British Columbia / Finance Division
4
Universität Dortmund / Wirtschafts- und Sozialwissenschaftliche Fakultät
4
Zentrum für Europäische Wirtschaftsforschung
4
Birkbeck College / Department of Economics
3
Boston College / Department of Economics
3
Centre for Quantitative Economics & Computing
3
Columbia University / Department of Economics
3
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3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
European University Institute / Department of Law
3
Federal Reserve Bank of St. Louis
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
11
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ECONIS (ZBW)
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1
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
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
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
4
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:
5
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
6
Econometric analysis of realised covariation : high frequency covariance, regression and correlation in financial economics
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686826
Saved in:
7
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the large claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724275
Saved in:
8
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the small claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724276
Saved in:
9
On time-reversibility and estimating functions for Markov processes
Kessler, Mathieu
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690055
Saved in:
10
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
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