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subject:"Risiko"
institution:"Centre for Analytical Finance <Århus>"
~subject:"Schätzung"
~subject:"Statistical test"
~subject:"Least squares method"
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Risiko
Schätzung
Statistical test
Least squares method
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
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7
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7
Volatility
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Volatilität
7
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6
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6
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5
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Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
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Schätztheorie
5
CAPM
4
Option trading
4
Optionsgeschäft
4
Cointegration
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Hedging
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Kleinste-Quadrate-Methode
3
Kointegration
3
Probability theory
3
Regression analysis
3
Regressionsanalyse
3
Statistical distribution
3
Statistische Verteilung
3
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Book / Working Paper
19
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Arbeitspapier
19
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19
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19
Working Paper
19
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English
19
Author
All
Hansen, Peter Reinhard
2
Lunde, Asger
2
Nielsen, Morten Ørregaard
2
Schmidli, Hanspeter
2
Tanggaard, Carsten
2
Taulbjerg, Jes
2
Barndorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Busch, Thomas
1
Christiansen, Charlotte
1
Jakubenas, Paulius
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Jens Perch
1
Shephard, Neil G.
1
Stentoft, Lars
1
Søndergaard Rasmussen, Nicki
1
Ørregaard Nielsen, Morten
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
681
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
56
Ekonomiska forskningsinstitutet <Stockholm>
50
Forschungsinstitut zur Zukunft der Arbeit
36
Springer Fachmedien Wiesbaden
28
Internationaler Währungsfonds / Research Department
23
Birkbeck College / Department of Economics
18
Federal Reserve System / Board of Governors
17
Center for Economic Research <Tilburg>
16
OECD
15
Edward Elgar Publishing
14
European University Institute / Department of Economics
14
Institut für Weltwirtschaft
14
Umeå universitet
14
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
13
Trinity College Dublin / Department of Economics
12
University of Exeter / Department of Economics
12
Friedrich-Schiller-Universität Jena
11
University of Oxford / Institute of Economics and Statistics
11
Verlag Dr. Kovač
11
Federal Reserve System / Division of Research and Statistics
10
Institut für Höhere Studien
10
University of Dundee / Department of Economic Studies
10
Australian National University / Faculty of Economics and Commerce
9
Centre for Quantitative Economics & Computing
9
Chambre de commerce et d'industrie de Paris
9
Universität Mannheim
9
Centre for Economic Performance
8
Centre for Economic Policy Research
8
Goethe-Universität Frankfurt am Main
8
Leibniz-Institut für Wirtschaftsforschung Halle
8
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8
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8
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8
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7
International Monetary Fund
7
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7
Aarhus Universitet / Afdeling for Nationaløkonomi
6
Christian-Albrechts-Universität zu Kiel
6
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
19
Source
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ECONIS (ZBW)
19
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1
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
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
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
4
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
5
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
Saved in:
6
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:
7
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:
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
Optimal residual based tests for fractional cointegration and exchange rate dynamics
Nielsen, Morten Ørregaard
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702310
Saved in:
11
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
12
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:
13
Return-based and range-based (co)viariance estimation : with an application to foreign exchange markets
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
Saved in:
14
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
15
Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269
Saved in:
16
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the large claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724275
Saved in:
17
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the small claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724276
Saved in:
18
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
Saved in:
19
Global polynomial kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543234
Saved in:
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