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subject:"Time series analysis"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Estimation theory"
~subject:"Statistical distribution"
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Subject
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Time series analysis
Estimation theory
Statistical distribution
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
Statistische Verteilung
3
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Type of publication
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Book / Working Paper
13
Type of publication (narrower categories)
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Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Language
All
English
13
Author
All
Barndorff-Nielsen, Ole E.
1
Busch, Thomas
1
Christiansen, Charlotte
1
Jensen, Morten Berg
1
Koulikov, Dmitri
1
Lunde, Asger
1
Myhre Lildholt, Peter
1
Nielsen, Jens Perch
1
Rahbek, Anders
1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
Stelzer, Robert
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
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
92
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
59
Ekonomiska forskningsinstitutet <Stockholm>
54
European University Institute / Department of Economics
46
Umeå universitet
23
Center for Economic Research <Tilburg>
21
University of New England / Department of Econometrics
19
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
12
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
12
University of Exeter / Department of Economics
12
Universität Basel / Institut für Statistik und Ökonometrie
12
Forschungsinstitut zur Zukunft der Arbeit
10
Rutgers University / Department of Economics
10
Birkbeck College / Department of Economics
9
Umeå Universitet / Institutionen för Nationalekonomi
9
Econometrisch Instituut <Rotterdam>
8
London School of Economics and Political Science
8
Aarhus Universitet / Afdeling for Nationaløkonomi
7
Centre for Quantitative Economics & Computing
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
7
Federal Reserve System / Division of Research and Statistics
7
Institut für Höhere Studien
7
Rodney L. White Center for Financial Research
7
University of Southampton / Department of Economics
7
Gottfried Wilhelm Leibniz Universität Hannover
6
Institut für Weltwirtschaft
6
Shakai-Keizai-Kenkyūsho <Osaka>
6
Universitetet i Oslo / Økonomisk institutt
6
University of Cambridge / Department of Applied Economics
6
University of Strathclyde / Department of Economics
6
Australian National University / Faculty of Economics and Commerce
5
Centre for Microdata Methods and Practice <London>
5
Christian-Albrechts-Universität zu Kiel
5
Deutsche Forschungsgemeinschaft
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
European University Institute / Department of Law
5
Københavns Universitet / Økonomisk Institut
5
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
5
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
13
Source
All
ECONIS (ZBW)
13
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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
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:
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
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:
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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