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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Regressionsanalyse"
~subject:"Yield curve"
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Risiko
Maximum-Likelihood-Schätzung
Regressionsanalyse
Yield curve
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Estimation
7
Monte Carlo simulation
7
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English
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Mikkelsen, Peter
3
Taulbjerg, Jes
3
Di Miscia, Orazio
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Barndorff-Nielsen, Ole E.
1
Christiansen, Charlotte
1
Daniels, Kenneth N.
1
Kristensen, Dennis
1
Nielsen, Morten Ørregaard
1
Rahbek, Anders
1
Schmid, Wolfgang
1
Shepard, Neil
1
Shin Jensen, Malene
1
Strunk Hansen, Charlotte
1
Sørensen, Michael
1
Tuypens, Bjorn E.
1
Tzotchev, Dobromir
1
Uchida, Masayuki
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
333
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
37
Ekonomiska forskningsinstitutet <Stockholm>
18
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
12
University of Exeter / Department of Economics
11
Edward Elgar Publishing
9
Center for Economic Research <Tilburg>
8
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
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University of Southampton / Department of Economics
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Federal Reserve System / Division of Research and Statistics
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Massachusetts Institute of Technology / Department of Economics
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Australian National University / Faculty of Economics and Commerce
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Chambre de commerce et d'industrie de Paris
6
European University Institute / Department of Economics
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Federal Reserve System / Board of Governors
6
Institute of Finance and Accounting <London>
6
Springer Fachmedien Wiesbaden
6
University of Dundee / Department of Economic Studies
6
Forschungsinstitut zur Zukunft der Arbeit
5
Georgetown University / Economics Department
5
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
5
Banque de France / Direction des Etudes Economiques et de la Recherche
4
Birkbeck College / Department of Economics
4
Federal Reserve Bank of New York
4
Federal Reserve Bank of San Francisco
4
Leibniz-Institut für Wirtschaftsforschung Halle
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Rodney L. White Center for Financial Research
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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Zentrum für Europäische Wirtschaftsforschung
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Deutsche Forschungsgemeinschaft
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Erasmus Research Institute of Management
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Foerder Institute for Economic Research <Tēl-Āvîv>
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Goethe-Universität Frankfurt am Main
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
20
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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
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:
3
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:
4
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
5
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:
6
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:
7
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
8
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
Saved in:
9
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
10
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
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