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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>"
~subject:"Markov-Kette"
~subject:"Probability theory"
~subject:"Zeitreihenanalyse"
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Risiko
Markov-Kette
Probability theory
Zeitreihenanalyse
Theorie
97
Theory
97
Option pricing theory
15
Optionspreistheorie
15
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Schätzung
9
Deutschland
7
Estimation
7
Estimation theory
7
Germany
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Schätztheorie
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Statistical test
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Statistischer Test
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Volatilität
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ARCH model
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ARCH-Modell
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CAPM
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Time series analysis
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Index futures
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Index-Futures
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Markov chain
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Maximum likelihood estimation
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Option trading
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Risk
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Arbeitspapier
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Graue Literatur
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Non-commercial literature
19
Working Paper
19
Forschungsbericht
5
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English
15
German
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Author
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Christiansen, Charlotte
2
Mißler-Behr, Magdalena
2
Schmidli, Hanspeter
2
Sørensen, Michael
2
Bamberg, Günter
1
Busch, Thomas
1
Di Miscia, Orazio
1
Dorfleitner, Gregor
1
Hansen, Niels Richard
1
Hauke, Wolfgang
1
Hoetger, Bernhard
1
Hötger, Bernhard
1
Kessler, Mathieu
1
Koulikov, Dmitri
1
Lechner, Wolfgang
1
Mikkelsen, Peter
1
Myhre Lildholt, Peter
1
Rahbek, Anders
1
Stegenborg Larsen, Kristian
1
Søndergaard Rasmussen, Nicki
1
Tolver Jensen, Søren
1
Trost, Ralf
1
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Centre for Analytical Finance <Århus>
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
National Bureau of Economic Research
291
Ekonomiska forskningsinstitutet <Stockholm>
58
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
56
European University Institute / Department of Economics
38
Umeå universitet
18
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
11
Edward Elgar Publishing
10
Econometrisch Instituut <Rotterdam>
9
University of Southampton / Department of Economics
9
Australian National University / Faculty of Economics and Commerce
8
Umeå Universitet / Institutionen för Nationalekonomi
8
University of Exeter / Department of Economics
8
University of Strathclyde / Department of Economics
8
Centre for Quantitative Economics & Computing
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
European University Institute / Department of Law
7
Gottfried Wilhelm Leibniz Universität Hannover
7
London School of Economics and Political Science
7
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
7
Springer Fachmedien Wiesbaden
7
Birkbeck College / Department of Economics
6
Center for Economic Research <Tilburg>
6
Chambre de commerce et d'industrie de Paris
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Federal Reserve System / Board of Governors
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University of Dundee / Department of Economic Studies
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Universität Basel / Institut für Statistik und Ökonometrie
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California Agricultural Experiment Station / Department of Agricultural and Resource Economics
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Deutsche Forschungsgemeinschaft
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Federal Reserve Bank of St. Louis
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Forschungsinstitut zur Zukunft der Arbeit
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Georgetown University / Economics Department
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Institut für Höhere Studien
4
Institute of Finance and Accounting <London>
4
Instituto Valenciano de Investigaciones Económicas
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
14
Arbeitspapiere zur mathematischen Wirtschaftsforschung
5
Source
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ECONIS (ZBW)
19
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1
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:
2
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
3
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:
4
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:
5
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:
6
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
7
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:
8
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
9
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:
10
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
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