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subject:"Schätztheorie"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"ARCH model"
~subject:"Monte-Carlo-Simulation"
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Schätztheorie
ARCH model
Monte-Carlo-Simulation
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
Schätzung
7
Statistical test
7
Statistischer Test
7
Volatility
7
Volatilität
7
ARCH-Modell
6
Time series analysis
6
Zeitreihenanalyse
6
Estimation theory
5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
CAPM
4
Option trading
4
Optionsgeschäft
4
Cointegration
3
Einheitswurzeltest
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Hedging
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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
17
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Arbeitspapier
17
Graue Literatur
17
Non-commercial literature
17
Working Paper
17
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English
17
Author
All
Rahbek, Anders
2
Christiansen, Charlotte
1
Di Miscia, Orazio
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jensen, Morten Berg
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
Lunde, Asger
1
Mikkelsen, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
Stentoft, Lars
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>
Ekonomiska forskningsinstitutet <Stockholm>
38
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
27
European University Institute / Department of Economics
23
Umeå universitet
22
University of New England / Department of Econometrics
18
Center for Economic Research <Tilburg>
17
National Bureau of Economic Research
15
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
11
University of Exeter / Department of Economics
11
Universität Basel / Institut für Statistik und Ökonometrie
10
Forschungsinstitut zur Zukunft der Arbeit
9
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
9
Birkbeck College / Department of Economics
8
Federal Reserve System / Division of Research and Statistics
7
Shakai-Keizai-Kenkyūsho <Osaka>
7
Umeå Universitet / Institutionen för Nationalekonomi
6
University of Canterbury / Dept. of Economics and Finance
6
Aarhus Universitet / Afdeling for Nationaløkonomi
5
Centre for Microdata Methods and Practice <London>
5
Deutsche Forschungsgemeinschaft
5
Instituto Valenciano de Investigaciones Económicas
5
Københavns Universitet / Økonomisk Institut
5
Rodney L. White Center for Financial Research
5
Rutgers University / Department of Economics
5
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
5
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
5
Universitetet i Oslo / Økonomisk institutt
5
Banque de France / Direction des Etudes Economiques et de la Recherche
4
Centre for Quantitative Economics & Computing
4
Chambre de commerce et d'industrie de Paris
4
Econometrisch Instituut <Rotterdam>
4
Institut für Weltwirtschaft
4
Johns Hopkins University / Department of Economics
4
National Institute of Economic and Social Research
4
University of Warwick / Department of Economics
4
Universität Mannheim / Institut für Volkswirtschaft und Statistik
4
Australian National University / Faculty of Economics
3
Australian National University / Faculty of Economics and Commerce
3
Brown University / Department of Economics
3
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
17
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ECONIS (ZBW)
17
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1
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
2
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
Saved in:
3
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:
4
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:
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
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:
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
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702284
Saved in:
9
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:
10
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
Saved in:
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