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institution:"Københavns Universitet / Økonomisk Institut"
type_genre:"Non-commercial literature"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Cointegration"
~type_genre:"Collection of articles of several authors"
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Cointegration
Theorie
118
Theory
118
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Monte Carlo simulation
9
Monte-Carlo-Simulation
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Spieltheorie
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Allgemeines Gleichgewicht
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Non-commercial literature
Collection of articles of several authors
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Graue Literatur
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English
6
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Kongsted, Hans Christian
2
Bohn Nielsen, Heino
1
Engsted, Tom
1
Johansen, Søren
1
Jusélius, Katarina
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Nielsen, Morten Ørregaard
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Taulbjerg, Jes
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Københavns Universitet / Økonomisk Institut
Centre for Analytical Finance <Århus>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
27
European University Institute / Department of Economics
14
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Ekonomiska forskningsinstitutet <Stockholm>
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Brown University / Department of Economics
2
Centre for International Macroeconomics
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National Institute of Economic and Social Research
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Svenska Handelshögskolan <Helsinki>
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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Australian National University / Research School of Pacific and Asian Studies / Economics Division
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Centre for International Economic Studies
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Centre for Microdata Methods and Practice <London>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Federal Reserve Bank of New York
1
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1
Johns Hopkins University / Department of Economics
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Konjunkturinstitutet <Stockholm>
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London School of Economics and Political Science
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Philippine Institute for Development Studies <Makati>
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
1
Suntory-Toyota International Centre for Economics and Related Disciplines
1
Task Force on Low Inflation (LIFT)
1
University College of Wales <Aberystwyth> / Department of Economics
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Discussion papers / Department of Economics, University of Copenhagen
3
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
3
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ECONIS (ZBW)
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Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
2
Analyzing I(2) systems by transformed vector autoregressions
Kongsted, Hans Christian
(
contributor
); …
-
2002
Persistent link: https://www.econbiz.de/10001716142
Saved in:
3
Misspecification versus bubbles in hyperinflation data : comment
Engsted, Tom
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660135
Saved in:
4
Optimal residual based tests for fractional cointegration and exchange rate dynamics
Nielsen, Morten Ørregaard
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702310
Saved in:
5
Testing the nominal-to-read transformation
Kongsted, Hans Christian
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001687895
Saved in:
6
Controlling inflation in a cointegrated vector autoregressive model with an application to U.S. data
Johansen, Søren
(
contributor
); …
-
2001
Persistent link: https://www.econbiz.de/10001592931
Saved in:
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