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subject:"Theory"
type_genre:"Graue Literatur"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"University of Southampton / Department of Economics"
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Theory
Theorie
120
Option pricing theory
13
Optionspreistheorie
13
Yield curve
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Zinsstruktur
11
Statistical test
9
Statistischer Test
9
Time series analysis
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Graue Literatur
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124
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120
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120
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Barndorff-Nielsen, Ole E.
6
Ianni, Antonella
6
Mason, Robin
5
Ulph, Alistair
5
Anderlini, Luca
4
Corradi, Valentina
4
Mizon, Grayham E.
4
Tanggaard, Carsten
4
Christensen, Bent Jesper
3
Di Miscia, Orazio
3
Hillier, Grant H.
3
Lunde, Asger
3
Mateos-Planas, Xavier
3
Mikkelsen, Peter
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Sørensen, Michael
3
Taulbjerg, Jes
3
Aldrich, John Herbert
2
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Cook, Steve
2
Engsted, Tom
2
Hansen, Peter Reinhard
2
Hendry, David F.
2
Lee, In-ho
2
Løchte Jørgensen, Peter
2
Madsen, Jakob Brøchner
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Shepard, Neil
2
Sørensen, Helle
2
Valentini, Laura
2
Valentinyi, Ákos
2
Ørregaard Nielsen, Morten
2
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1
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Centre for Analytical Finance <Århus>
University of Southampton / Department of Economics
Center for Economic Research <Tilburg>
278
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
256
Ekonomiska forskningsinstitutet <Stockholm>
240
European University Institute / Department of Economics
217
National Bureau of Economic Research
200
Forschungsinstitut zur Zukunft der Arbeit
165
Umeå universitet
115
Foerder Institute for Economic Research <Tēl-Āvîv>
108
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99
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
99
Institut für Weltwirtschaft
96
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93
Internationaler Währungsfonds / Research Department
86
University of Exeter / Department of Economics
83
Universitetet i Oslo / Økonomisk institutt
79
Massachusetts Institute of Technology / Department of Economics
78
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77
Robert Schuman Centre for Advanced Studies
75
Columbia University / Department of Economics
73
European University Institute / Department of Law
72
Johns Hopkins University / Department of Economics
67
Australian National University / Faculty of Economics and Commerce
65
Instituto Valenciano de Investigaciones Económicas
64
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
63
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
62
Bonn Graduate School of Economics
61
Brown University / Department of Economics
61
INSEAD
55
Institute of Finance and Accounting <London>
54
University of Warwick / Department of Economics
54
University of Cambridge / Department of Applied Economics
53
Københavns Universitet / Økonomisk Institut
52
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
52
Georgetown University / Economics Department
51
University of Strathclyde / Department of Economics
51
Escola de Pós-Graduação em Economia <Rio de Janeiro>
50
Umeå Universitet / Institutionen för Nationalekonomi
49
Federal Reserve Bank of Cleveland
48
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
66
Discussion papers in economics and econometrics
54
Source
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ECONIS (ZBW)
120
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1
Reinforcement learning and the power of practice : some analytical results
Ianni, Antonella
-
2002
Persistent link: https://www.econbiz.de/10001657882
Saved in:
2
Environment, trade, political economy and imperfect information : a survey
Sturm, Daniel
;
Ulph, Alistair
-
2002
Persistent link: https://www.econbiz.de/10001698818
Saved in:
3
Does a sudden death liven up the game? : Rules, incentives, and strategy in football
Banerjee, Anurag Narayan
;
Swinnen, Johan F. M.
-
2002
Persistent link: https://www.econbiz.de/10001765770
Saved in:
4
Group formation and competition : instrumental and expressive approaches
Hamlin, Alan P.
;
Jennings, Colin
-
2001
Persistent link: https://www.econbiz.de/10001593431
Saved in:
5
Expectations and the behaviour of Spanish Treasury bill rates
Montoro, Vidal Fernández
-
2001
Persistent link: https://www.econbiz.de/10001627667
Saved in:
6
Congruence and encompassing
Bontemps, Christophe
;
Mizon, Grayham E.
-
2001
Persistent link: https://www.econbiz.de/10001562200
Saved in:
7
Racial beliefs, location and the causes of crime
Verdier, Thierry
;
Zenou, Yves
-
2001
Persistent link: https://www.econbiz.de/10001544348
Saved in:
8
Reformulating empirical macro-econometric modelling
Hendry, David F.
;
Mizon, Grayham E.
-
2001
Persistent link: https://www.econbiz.de/10001554384
Saved in:
9
The dynamics of public opinion under majority rules
Ianni, Antonella
;
Corradi, Valentina
-
2001
Persistent link: https://www.econbiz.de/10001580245
Saved in:
10
How likelihood and identification went Bayesian
Aldrich, John Herbert
-
2001
Persistent link: https://www.econbiz.de/10001622271
Saved in:
11
Long run recursive VAR models and QR decompositions
Hoffmann, Mathias
-
2000
Persistent link: https://www.econbiz.de/10001504012
Saved in:
12
Entry deterrence in durable-goods monopoly
Hoppe-Wewetzer, Heidrun
;
Lee, In-ho
-
2000
Persistent link: https://www.econbiz.de/10001453472
Saved in:
13
Structural stability and robustness to bounded rationality
Anderlini, Luca
;
Canning, David
-
2000
Persistent link: https://www.econbiz.de/10001453474
Saved in:
14
Relative price skewness and inflation : a structural VAR framework
Rátfai, Attila
-
2000
Persistent link: https://www.econbiz.de/10001536009
Saved in:
15
Schooling and distortions in a vintage capital model
Mateos-Planas, Xavier
-
2000
Persistent link: https://www.econbiz.de/10001536014
Saved in:
16
Creative destruction and public policy in a vintage model of endogenous growth
Mateos-Planas, Xavier
-
2000
Persistent link: https://www.econbiz.de/10001536017
Saved in:
17
Technology adoption with finite horizons
Mateos-Planas, Xavier
-
2000
Persistent link: https://www.econbiz.de/10001536018
Saved in:
18
Environmental liability and the capital structure of firms
Ulph, Alistair
;
Valentini, Laura
-
2000
Persistent link: https://www.econbiz.de/10001536021
Saved in:
19
The origins of fixed X regression
Aldrich, John Herbert
-
2000
Persistent link: https://www.econbiz.de/10001474498
Saved in:
20
Consensus, contagion and clustering in a space-time model of public opinion formation
Ianni, Antonella
;
Corradi, Valentina
-
2000
Persistent link: https://www.econbiz.de/10001477862
Saved in:
21
A simple locally interactive model of ergodic and nonergodic growth
Corradi, Valentina
;
Ianni, Antonella
-
2000
Persistent link: https://www.econbiz.de/10001477864
Saved in:
22
Ergodicity and clustering in opinion formation
Ianni, Antonella
;
Corradi, Valentina
-
2000
Persistent link: https://www.econbiz.de/10001477868
Saved in:
23
Learning correlated equilibria in potential games
Ianni, Antonella
-
2000
Persistent link: https://www.econbiz.de/10001477876
Saved in:
24
General training by firms, apprentice contracts, and public policy
Malcomson, James M.
;
Maw, James W.
;
MacCormick, Barry
-
2000
Persistent link: https://www.econbiz.de/10001528240
Saved in:
25
Bank equity stakes in borrowing firms and credit market competition
Rapisarda, Grazia
-
2000
Persistent link: https://www.econbiz.de/10001528246
Saved in:
26
The exact power envelope of tests for a unit root
Podivinsky, Jan M.
;
King, Maxwell L.
-
2000
Persistent link: https://www.econbiz.de/10001533271
Saved in:
27
Contagion and state dependent mutations
Lee, In-ho
;
Szeidl, Adam
;
Valentinyi, Ákos
-
2000
Persistent link: https://www.econbiz.de/10001533275
Saved in:
28
On selecting policy analysis models by forecast accuracy
Hendry, David F.
;
Mizon, Grayham E.
-
1999
Persistent link: https://www.econbiz.de/10001454193
Saved in:
29
Modelling economies in transition : an introduction
Hall, Stephen G.
;
Mizon, Grayham E.
;
Welfe, Aleksander
-
1999
Persistent link: https://www.econbiz.de/10001476514
Saved in:
30
Estimation of expected return : CAPM vs Fama and French
Bartholdy, Jan
(
contributor
);
Peare, Paula
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069191
Saved in:
31
Exotic options : proofs without formulas
Poulsen, R.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922259
Saved in:
32
Speculative bubbles in stock prices? : Tests based on the price-dividend ratio
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001998442
Saved in:
33
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
34
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
35
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
36
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
37
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:
38
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
39
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
Saved in:
40
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
41
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:
42
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
43
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
44
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
Saved in:
45
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
Saved in:
46
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:
47
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:
48
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:
49
Short tales, price pressure, and the stock price response to convertible bond calls
Bechmann, Ken L.
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851134
Saved in:
50
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:
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