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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Aarhus Universitet / Afdeling for Nationaløkonomi"
~subject:"Monte-Carlo-Simulation"
~subject:"Schätztheorie"
~subject:"Statistical test"
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Risiko
Monte-Carlo-Simulation
Schätztheorie
Statistical test
Theorie
114
Theory
114
Option pricing theory
14
Optionspreistheorie
14
Stochastic process
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Rosholm, Michael
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Ørregaard Nielsen, Morten
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Lunde, Asger
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Mikkelsen, Peter
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Nielsen, Jens Perch
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Schmid, Wolfgang
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Stentoft, Lars
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Centre for Analytical Finance <Århus>
Aarhus Universitet / Afdeling for Nationaløkonomi
National Bureau of Economic Research
227
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
42
Ekonomiska forskningsinstitutet <Stockholm>
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European University Institute / Department of Economics
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Umeå universitet
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Center for Economic Research <Tilburg>
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University of New England / Department of Econometrics
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Edward Elgar Publishing
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Rodney L. White Center for Financial Research
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Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
5
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
19
Economics working paper
6
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ECONIS (ZBW)
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1
Duration dependence and time-varying variables in discrete time duration models
D'Addio, Anna Cristina
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001702135
Saved in:
2
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001664218
Saved in:
3
Optimal residual based tests for fractional cointegration and exchange rate dynamics
Ørregaard Nielsen, Morten
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001664223
Saved in:
4
Testing the semiparametric box-cox model with the bootstrap
Savin, N. Eugene
(
contributor
);
Würtz, Allan H.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001690153
Saved in:
5
International integration and the welfare state
Andersen, Torben M.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001638255
Saved in:
6
A comparison of different estimators for panel data sample selection models
Jensen, Peter
(
contributor
);
Rosholm, Michael
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001638252
Saved in:
7
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:
8
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:
9
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
10
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
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