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institution:"Københavns Universitet / Økonomisk Institut"
type_genre:"Non-commercial literature"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Massachusetts Institute of Technology / Department of Economics"
~subject:"Time series analysis"
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Time series analysis
Theorie
196
Theory
196
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Estimation
10
Estimation theory
10
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Non-commercial literature
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Jusélius, Katarina
2
Busch, Thomas
1
Christiansen, Charlotte
1
Koulikov, Dmitri
1
Myhre Lildholt, Peter
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Rahbek, Anders
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Københavns Universitet / Økonomisk Institut
Centre for Analytical Finance <Århus>
Massachusetts Institute of Technology / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
45
Ekonomiska forskningsinstitutet <Stockholm>
36
European University Institute / Department of Economics
27
Umeå universitet
10
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
European University Institute / Department of Law
5
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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University of Strathclyde / Department of Economics
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University of Cambridge / Department of Applied Economics
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University of Exeter / Department of Economics
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Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
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Shakai-Keizai-Kenkyūsho <Osaka>
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
University of Chicago / Center for Research in Security Prices
3
University of Southampton / Department of Economics
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Universität Basel / Institut für Statistik und Ökonometrie
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Université de Montréal / Département de sciences économiques
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Australien / Bureau of Statistics
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Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
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Rutgers University / Department of Economics
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
6
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
5
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
6
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:
7
Theoretical results in the I(1) and the I(2) model
Jusélius, Katarina
(
ed.
)
-
1994
Persistent link: https://www.econbiz.de/10000895834
Saved in:
8
Theory with illustrations methodological questions in empirical macroeconomics
Jusélius, Katarina
(
ed.
)
-
1994
Persistent link: https://www.econbiz.de/10000895835
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