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subject:"Entscheidung"
subject:"Test"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Stochastic process"
~subject:"Time series analysis"
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Entscheidung
Test
Stochastic process
Time series analysis
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastischer Prozess
10
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Zeitreihenanalyse
6
Estimation theory
5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Schätztheorie
5
CAPM
4
Option trading
4
Optionsgeschäft
4
Cointegration
3
Einheitswurzeltest
3
Hedging
3
Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
Probability theory
3
Regression analysis
3
Regressionsanalyse
3
Statistical distribution
3
Statistische Verteilung
3
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Book / Working Paper
16
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Arbeitspapier
13
Graue Literatur
13
Non-commercial literature
13
Working Paper
13
Language
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English
16
Author
All
Barndorff-Nielsen, Ole E.
6
Shephard, Neil G.
3
Busch, Thomas
1
Christiansen, Charlotte
1
Di Miscia, Orazio
1
Koulikov, Dmitri
1
Levendorskij, Sergej Z.
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Rahbek, Anders
1
Shepard, Neil
1
Stelzer, Robert
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Sørensen, Michael
1
Tolver Jensen, Søren
1
Uchida, Masayuki
1
Venardos, Emmanouil
1
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Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
119
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
85
Ekonomiska forskningsinstitutet <Stockholm>
45
European University Institute / Department of Economics
33
Econometrisch Instituut <Rotterdam>
12
Umeå universitet
12
Springer Fachmedien Wiesbaden
10
Erasmus Research Institute of Management
8
Australian National University / Faculty of Economics and Commerce
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
London School of Economics and Political Science
7
Umeå Universitet / Institutionen för Nationalekonomi
7
University of Exeter / Department of Economics
7
Aarhus Universitet / Afdeling for Nationaløkonomi
6
Centre for Economic Policy Research
6
Centre for Quantitative Economics & Computing
6
European University Institute / Department of Law
6
Gottfried Wilhelm Leibniz Universität Hannover
6
University of Southampton / Department of Economics
6
Universität Mannheim / Institut für Volkswirtschaft und Statistik
6
Christian-Albrechts-Universität zu Kiel
5
Institutionen för Skogsekonomi <Ume°a>
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
5
University of Cambridge / Department of Applied Economics
5
University of Strathclyde / Department of Economics
5
Bonn Graduate School of Economics
4
Edward Elgar Publishing
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Friedrich-Schiller-Universität Jena
4
Institut für Höhere Studien
4
Københavns Universitet / Økonomisk Institut
4
Organisation for Economic Co-operation and Development
4
Shakai-Keizai-Kenkyūsho <Osaka>
4
Social Systems Research Institute
4
Universitat Pompeu Fabra / Departament d'Economia i Empresa
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Birkbeck College / Department of Economics
3
Center for Economic Research <Tilburg>
3
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
16
Source
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ECONIS (ZBW)
16
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1
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
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
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
4
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
5
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
6
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:
7
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:
8
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
9
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:
10
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
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