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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"University of British Columbia / Finance Division"
~subject:"Cointegration"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Monte Carlo simulation"
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Risiko
Cointegration
Maximum-Likelihood-Schätzung
Monte Carlo simulation
Theorie
95
Theory
95
Option pricing theory
14
Optionspreistheorie
14
Stochastic process
12
Stochastischer Prozess
12
Yield curve
12
Zinsstruktur
12
Estimation
9
Monte-Carlo-Simulation
9
Schätzung
9
Volatility
9
Volatilität
9
Bayes-Statistik
8
Bayesian inference
8
Markov chain
8
Markov-Kette
8
CAPM
7
Statistical test
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Statistischer Test
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ARCH model
6
ARCH-Modell
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Maximum likelihood estimation
6
Time series analysis
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Zeitreihenanalyse
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Estimation theory
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Option trading
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Optionsgeschäft
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Schätztheorie
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Asymmetric information
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Asymmetrische Information
4
Capital income
4
Kapitaleinkommen
4
Derivat
3
Derivative
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3
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Book / Working Paper
21
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Arbeitspapier
19
Graue Literatur
19
Non-commercial literature
19
Working Paper
19
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English
21
Author
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Chakravarty, Sugato
2
Li, Kai
2
Nielsen, Morten Ørregaard
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Taulbjerg, Jes
2
Di Miscia, Orazio
1
Engsted, Tom
1
Grasselli, M.R.
1
Hurd, T.R.
1
Kogan, Leonid
1
Kristensen, Dennis
1
Mikkelsen, Peter
1
Rahbek, Anders
1
Schmid, Wolfgang
1
Smith, Daniel R.
1
Stentoft, Lars
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Tzotchev, Dobromir
1
Uchida, Masayuki
1
Wang, Tan
1
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Centre for Analytical Finance <Århus>
University of British Columbia / Finance Division
National Bureau of Economic Research
225
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
41
Ekonomiska forskningsinstitutet <Stockholm>
21
European University Institute / Department of Economics
19
Edward Elgar Publishing
9
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
9
Aarhus Universitet / Afdeling for Nationaløkonomi
8
University of Exeter / Department of Economics
8
University of Southampton / Department of Economics
8
Australian National University / Faculty of Economics and Commerce
7
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
7
University of Dundee / Department of Economic Studies
7
Chambre de commerce et d'industrie de Paris
6
Georgetown University / Economics Department
6
Econometrisch Instituut <Rotterdam>
5
Federal Reserve System / Board of Governors
5
National Institute of Economic and Social Research
5
Umeå universitet
5
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
5
University of Canterbury / Dept. of Economics and Finance
5
Center for Economic Research <Tilburg>
4
European University Institute / Department of Law
4
Københavns Universitet / Økonomisk Institut
4
State University of New York at Albany / Department of Economics
4
Svenska Handelshögskolan <Helsinki>
4
University of New England / Department of Econometrics
4
Birkbeck College / Department of Economics
3
Brown University / Department of Economics
3
Centre for Quantitative Economics & Computing
3
Federal Reserve Bank of New York
3
Federal Reserve System / Division of Research and Statistics
3
Foerder Institute for Economic Research <Tēl-Āvîv>
3
Forschungsinstitut zur Zukunft der Arbeit
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
3
Institute of Finance and Accounting <London>
3
Internationaler Währungsfonds
3
Leibniz-Institut für Wirtschaftsforschung Halle
3
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
17
Finance working papers
4
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ECONIS (ZBW)
21
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1
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
2
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:
3
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:
4
A Bayesian analysis of dual trader informativeness in futures markets
Chakravarty, Sugato
(
contributor
);
Li, Kai
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001756567
Saved in:
5
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
6
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
7
A simple theory of asset pricing under model uncertainty
Kogan, Leonid
(
contributor
);
Wang, Tan
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001714112
Saved in:
8
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
9
Misspecification versus bubbles in hyperinflation data : comment
Engsted, Tom
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660135
Saved in:
10
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702284
Saved in:
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