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subject:"Estimation theory"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Portfolio-Management"
~subject:"Time series analysis"
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Estimation theory
Portfolio-Management
Time series analysis
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
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
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
11
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Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
Language
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English
11
Author
All
Busch, Thomas
1
Christiansen, Charlotte
1
Koulikov, Dmitri
1
Myhre Lildholt, Peter
1
Nielsen, Jens Perch
1
Rahbek, Anders
1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Sørensen, Michael
1
Tanggaard, Carsten
1
Tolver Jensen, Søren
1
Tzotchev, Dobromir
1
Ørregaard Nielsen, Morten
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
309
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
65
Ekonomiska forskningsinstitutet <Stockholm>
57
European University Institute / Department of Economics
43
Center for Economic Research <Tilburg>
26
Umeå universitet
23
University of New England / Department of Econometrics
18
Institute of Finance and Accounting <London>
16
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
13
Frank J. Fabozzi Associates <New Hope, Pa.>
12
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
12
Rodney L. White Center for Financial Research
12
Universität Basel / Institut für Statistik und Ökonometrie
12
Birkbeck College / Department of Economics
11
European University Institute / Department of Law
11
Forschungsinstitut zur Zukunft der Arbeit
11
University of Exeter / Department of Economics
11
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
11
Springer Fachmedien Wiesbaden
10
Federal Reserve System / Division of Research and Statistics
9
Econometrisch Instituut <Rotterdam>
8
Gottfried Wilhelm Leibniz Universität Hannover
8
Institut für Weltwirtschaft
8
Umeå Universitet / Institutionen för Nationalekonomi
8
Universität Zürich / Institut für Schweizerisches Bankwesen
8
Aarhus Universitet / Afdeling for Nationaløkonomi
7
Centre for Quantitative Economics & Computing
7
Christian-Albrechts-Universität zu Kiel
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Institut für Höhere Studien
7
International Center for Financial Asset Management and Engineering
7
Københavns Universitet / Økonomisk Institut
7
Rutgers University / Department of Economics
7
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
7
University of Cambridge / Department of Applied Economics
7
Australian National University / Faculty of Economics and Commerce
6
Chambre de commerce et d'industrie de Paris
6
Johns Hopkins University / Department of Economics
6
Universitetet i Oslo / Økonomisk institutt
6
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
11
Source
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ECONIS (ZBW)
11
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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
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:
3
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
Saved in:
4
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:
5
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
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
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
Saved in:
8
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:
9
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
10
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:
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