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subject:"Entscheidung"
subject:"Test"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Centre for Economic Policy Research"
~subject:"Time series analysis"
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Entscheidung
Test
Time series analysis
Theorie
204
Theory
204
Option pricing theory
15
Optionspreistheorie
15
Estimation
14
Schätzung
14
Welt
13
World
13
Stochastic process
12
Stochastischer Prozess
12
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12
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12
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9
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Statistical test
8
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Finanzmarkt
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6
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6
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Brocas, Isabelle
3
Busch, Thomas
1
Christiansen, Charlotte
1
Forni, Mario
1
Koulikov, Dmitri
1
Lippi, Marco
1
Myhre Lildholt, Peter
1
Rahbek, Anders
1
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1
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1
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Centre for Analytical Finance <Århus>
Centre for Economic Policy Research
National Bureau of Economic Research
83
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
46
Ekonomiska forskningsinstitutet <Stockholm>
44
European University Institute / Department of Economics
33
Umeå universitet
12
Econometrisch Instituut <Rotterdam>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Centre for Quantitative Economics & Computing
6
Gottfried Wilhelm Leibniz Universität Hannover
6
London School of Economics and Political Science
6
Umeå Universitet / Institutionen för Nationalekonomi
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University of Southampton / Department of Economics
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Universität Mannheim / Institut für Volkswirtschaft und Statistik
6
Christian-Albrechts-Universität zu Kiel
5
European University Institute / Department of Law
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
University of Strathclyde / Department of Economics
5
Australian National University / Faculty of Economics and Commerce
4
Edward Elgar Publishing
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Institut für Höhere Studien
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Organisation for Economic Co-operation and Development
4
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University of Exeter / Department of Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
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Erasmus Research Institute of Management
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Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Springer Fachmedien Wiesbaden
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
6
Discussion paper / Centre for Economic Policy Research
1
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ECONIS (ZBW)
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1
Reasons and choices
Brocas, Isabelle
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002150356
Saved in:
2
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
3
Rationality and well-being
Brocas, Isabelle
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001736588
Saved in:
4
The psychology of economic decisions
Brocas, Isabelle
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001686750
Saved in:
5
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:
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
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:
8
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
9
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:
10
The generalized dynamic factor model : representation theory
Forni, Mario
-
2000
Persistent link: https://www.econbiz.de/10013423117
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