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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Econometrisch Instituut <Rotterdam>"
~subject:"Monte-Carlo-Simulation"
~subject:"Statistical test"
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Risiko
Monte-Carlo-Simulation
Statistical test
Theorie
134
Theory
134
Mathematical programming
14
Mathematische Optimierung
14
Option pricing theory
14
Optionspreistheorie
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Hafner, Christian M.
2
Hansen, Peter Reinhard
2
Herwartz, Helmut
2
Lunde, Asger
2
Schmidli, Hanspeter
2
Taulbjerg, Jes
2
Barndorff-Nielsen, Ole E.
1
Bauwens, Luc
1
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Di Miscia, Orazio
1
Dijk, Dick van
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Dijk, Herman K. van
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Franses, Philip Hans
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Hurd, T.R.
1
Jakubenas, Paulius
1
Mikkelsen, Peter
1
Nielsen, Morten Ørregaard
1
Oest, Rutger van
1
Schmid, Wolfgang
1
Shephard, Neil G.
1
Stentoft, Lars
1
Søndergaard Rasmussen, Nicki
1
Tzotchev, Dobromir
1
Ørregaard Nielsen, Morten
1
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Centre for Analytical Finance <Århus>
Econometrisch Instituut <Rotterdam>
National Bureau of Economic Research
224
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
30
Ekonomiska forskningsinstitutet <Stockholm>
17
OECD
15
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9
Edward Elgar Publishing
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9
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7
University of Southampton / Department of Economics
7
Chambre de commerce et d'industrie de Paris
6
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6
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6
Aarhus Universitet / Afdeling for Nationaløkonomi
5
Australian National University / Faculty of Economics and Commerce
5
Brown University / Department of Economics
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
16
Econometric Institute research papers
4
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ECONIS (ZBW)
20
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1
Testing for causality in variance using multivariate GARCH model
Hafner, Christian M.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002056023
Saved in:
2
Selecting a nonlinear time series model using weighted tests of equal forecast accuracy
Dijk, Dick van
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783554
Saved in:
3
Testing for vector autoregressive dynamics under heteroskedasticity
Hafner, Christian M.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001701901
Saved in:
4
Adaptive polar sampling : a class of flexible and robust Monte Carlo integration methods
Bauwens, Luc
;
Bos, Charles S.
;
Dijk, Herman K. van
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001702115
Saved in:
5
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:
6
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:
7
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
8
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
9
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:
10
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
Saved in:
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