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type_genre:"Working Paper"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Allgemeines Gleichgewicht"
~subject:"Time series analysis"
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Allgemeines Gleichgewicht
Time series analysis
Theorie
66
Theory
66
Option pricing theory
13
Optionspreistheorie
13
Yield curve
11
Zinsstruktur
11
Estimation
7
Monte Carlo simulation
7
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7
Schätzung
7
Statistical test
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Statistischer Test
7
Stochastic process
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Stochastischer Prozess
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Volatility
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Volatilität
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ARCH model
6
ARCH-Modell
6
Zeitreihenanalyse
6
Estimation theory
5
Markov chain
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Markov-Kette
5
Schätztheorie
5
CAPM
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
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Option trading
4
Optionsgeschäft
4
Cointegration
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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
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3
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Book / Working Paper
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Working Paper
Arbeitspapier
6
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Non-commercial literature
6
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English
6
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Busch, Thomas
1
Christiansen, Charlotte
1
Koulikov, Dmitri
1
Myhre Lildholt, Peter
1
Rahbek, Anders
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Søndergaard Rasmussen, Nicki
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Tolver Jensen, Søren
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Centre for Analytical Finance <Århus>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
46
Ekonomiska forskningsinstitutet <Stockholm>
31
European University Institute / Department of Economics
29
Forschungsinstitut zur Zukunft der Arbeit
11
Institut für Weltwirtschaft
11
Umeå universitet
10
Brown University / Department of Economics
8
Center for Economic Research <Tilburg>
8
Econometrisch Instituut <Rotterdam>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
European University Institute / Department of Law
7
University of Strathclyde / Department of Economics
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6
Federal Reserve Bank of St. Louis
6
London School of Economics and Political Science
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Bonn Graduate School of Economics
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Federal Reserve Bank of Richmond
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
Social Systems Research Institute
5
University of Cambridge / Department of Applied Economics
5
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
5
Centre of Policy Studies
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Federal Reserve System / Board of Governors
4
Institute of Finance and Accounting <London>
4
International Monetary Fund
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Københavns Universitet / Økonomisk Institut
4
Macquarie University / Department of Economics
4
National Bureau of Economic Research
4
Rutgers University / Department of Economics
4
Shakai-Keizai-Kenkyūsho <Osaka>
4
University of Exeter / Department of Economics
4
Virginia Polytechnic Institute and State University / Department of Economics
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Columbia University / Department of Economics
3
Federal Reserve Bank of New York
3
Harvard Institute for International Development
3
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
6
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ECONIS (ZBW)
6
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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
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:
3
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:
4
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:
5
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
6
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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