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subject:"Time series analysis"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Kleinste-Quadrate-Methode"
~subject:"Statistical test"
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Time series analysis
Kleinste-Quadrate-Methode
Statistical test
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
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
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
Type of publication (narrower categories)
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Arbeitspapier
16
Graue Literatur
16
Non-commercial literature
16
Working Paper
16
Language
All
English
16
Author
All
Hansen, Peter Reinhard
2
Lunde, Asger
2
Søndergaard Rasmussen, Nicki
2
Taulbjerg, Jes
2
Barndorff-Nielsen, Ole E.
1
Busch, Thomas
1
Christiansen, Charlotte
1
Jakubenas, Paulius
1
Koulikov, Dmitri
1
Myhre Lildholt, Peter
1
Nielsen, Morten Ørregaard
1
Rahbek, Anders
1
Shephard, Neil G.
1
Stentoft, Lars
1
Tolver Jensen, Søren
1
Ørregaard Nielsen, Morten
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
79
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
62
Ekonomiska forskningsinstitutet <Stockholm>
43
European University Institute / Department of Economics
34
OECD
14
Organisation for Economic Co-operation and Development
11
Umeå universitet
11
Econometrisch Instituut <Rotterdam>
10
Center for Economic Research <Tilburg>
9
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Columbia University / Department of Economics
6
Gottfried Wilhelm Leibniz Universität Hannover
6
London School of Economics and Political Science
6
Umeå Universitet / Institutionen för Nationalekonomi
6
University of Cambridge / Department of Applied Economics
6
Université de Montréal / Département de sciences économiques
6
Aarhus Universitet / Afdeling for Nationaløkonomi
5
Centre for Quantitative Economics & Computing
5
Christian-Albrechts-Universität zu Kiel
5
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
European University Institute / Department of Law
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
5
University of California Davis / Department of Economics
5
University of Southampton / Department of Economics
5
University of Strathclyde / Department of Economics
5
Brown University / Department of Economics
4
Forschungsinstitut zur Zukunft der Arbeit
4
Institut für Höhere Studien
4
Springer Fachmedien Wiesbaden
4
University of Exeter / Department of Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Australian National University / Faculty of Economics and Commerce
3
Birkbeck College / Department of Economics
3
De Gruyter Oldenbourg
3
Institut für Weltwirtschaft
3
Johns Hopkins University / Department of Economics
3
Norges Bank / Utredningsavdelingen
3
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
16
Source
All
ECONIS (ZBW)
16
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1
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:
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
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
4
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
Saved in:
5
Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of volatility models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
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
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:
8
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
9
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
Saved in:
10
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:
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