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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Trinity College Dublin / Department of Economics"
~subject:"Statistischer Test"
~subject:"Stochastic process"
~type_genre:"Non-commercial literature"
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Risiko
Statistischer Test
Stochastic process
Theorie
103
Theory
103
Estimation
14
Schätzung
14
Option pricing theory
13
Optionspreistheorie
13
Yield curve
11
Zinsstruktur
11
Statistical test
8
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Stochastischer Prozess
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Ireland
6
Irland
6
Time series analysis
6
Zeitreihenanalyse
6
Estimation theory
5
Markov chain
5
Markov-Kette
5
Schätztheorie
5
CAPM
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Option trading
4
Optionsgeschäft
4
Bias
3
Bubbles
3
Cointegration
3
Einheitswurzeltest
3
Einkommensverteilung
3
Hedging
3
Income distribution
3
Interest rate
3
Kleinste-Quadrate-Methode
3
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1
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Book / Working Paper
17
Type of publication (narrower categories)
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Non-commercial literature
Arbeitspapier
20
Working Paper
20
Graue Literatur
17
Language
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English
17
Author
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Barndorff-Nielsen, Ole E.
4
Shephard, Neil G.
3
Hansen, Peter Reinhard
2
Lunde, Asger
2
Schmidli, Hanspeter
2
Taulbjerg, Jes
2
Di Miscia, Orazio
1
Fingleton, John
1
Frain, John C.
1
Jakubenas, Paulius
1
Levendorskij, Sergej Z.
1
Nicolato, Elisa
1
Sørensen, Helle
1
Venardos, Emmanouil
1
Waldron, Patrick
1
Ørregaard Nielsen, Morten
1
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Institution
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Centre for Analytical Finance <Århus>
Trinity College Dublin / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
66
Center for Economic Research <Tilburg>
10
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
9
Ekonomiska forskningsinstitutet <Stockholm>
7
European University Institute / Department of Economics
7
University of Southampton / Department of Economics
7
Aarhus Universitet / Afdeling for Nationaløkonomi
6
Australian National University / Faculty of Economics and Commerce
6
Columbia University / Department of Economics
6
National Bureau of Economic Research
6
Brown University / Department of Economics
5
Chambre de commerce et d'industrie de Paris
5
Johns Hopkins University / Department of Economics
5
Social Systems Research Institute
5
University of California Davis / Department of Economics
5
University of Exeter / Department of Economics
5
Université de Montréal / Département de sciences économiques
5
Centre for Economic Policy Research
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
4
Econometrisch Instituut <Rotterdam>
4
Erasmus Research Institute of Management
4
European University Institute / Department of Law
4
Federal Reserve System / Division of Research and Statistics
4
Forschungsinstitut zur Zukunft der Arbeit
4
Georgetown University / Economics Department
4
Institute of Finance and Accounting <London>
4
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
4
University of Cambridge / Department of Applied Economics
4
Birkbeck College / Department of Economics
3
Bonn Graduate School of Economics
3
Foerder Institute for Economic Research <Tēl-Āvîv>
3
Friedrich-Schiller-Universität Jena
3
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
3
Institutt for Samfunnsøkonomi <Bergen, Norwegen>
3
Judge Institute of Management Studies
3
Svenska Handelshögskolan <Helsinki>
3
Umeå universitet
3
University of Cambridge / Faculty of Economics
3
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
15
Trinity economic papers / Technical paper
1
Trinity economics papers : TEP
1
Source
All
ECONIS (ZBW)
17
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1
Small sample power of tests of normality when the alternative is an á-stable distribution
Frain, John C.
-
2007
Persistent link: https://www.econbiz.de/10003996408
Saved in:
2
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:
3
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
4
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:
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
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
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