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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~subject:"ARCH model"
~subject:"Kointegration"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Regressionsanalyse"
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Risiko
ARCH model
Kointegration
Maximum-Likelihood-Schätzung
Regressionsanalyse
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Volatility
7
Volatilität
7
ARCH-Modell
6
Time series analysis
6
Zeitreihenanalyse
6
Estimation theory
5
Markov chain
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Markov-Kette
5
Maximum likelihood estimation
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Schätztheorie
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CAPM
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Option trading
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Optionsgeschäft
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Cointegration
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Einheitswurzeltest
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Hedging
3
Kleinste-Quadrate-Methode
3
Least squares method
3
Probability theory
3
Regression analysis
3
Statistical distribution
3
Statistische Verteilung
3
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Book / Working Paper
18
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Arbeitspapier
17
Graue Literatur
17
Non-commercial literature
17
Working Paper
17
Language
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English
18
Author
All
Nielsen, Morten Ørregaard
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Taulbjerg, Jes
2
Barndorff-Nielsen, Ole E.
1
Christiansen, Charlotte
1
Engsted, Tom
1
Jensen, Morten Berg
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
Lunde, Asger
1
Myhre Lildholt, Peter
1
Shepard, Neil
1
Strunk Hansen, Charlotte
1
Sørensen, Michael
1
Tolver Jensen, Søren
1
Tuypens, Bjorn E.
1
Uchida, Masayuki
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
249
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
65
European University Institute / Department of Economics
22
Ekonomiska forskningsinstitutet <Stockholm>
21
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
12
Edward Elgar Publishing
9
University of Southampton / Department of Economics
9
Center for Economic Research <Tilburg>
8
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
8
Aarhus Universitet / Afdeling for Nationaløkonomi
7
Australian National University / Faculty of Economics and Commerce
7
Massachusetts Institute of Technology / Department of Economics
7
University of Dundee / Department of Economic Studies
7
University of Exeter / Department of Economics
7
Brown University / Department of Economics
6
Chambre de commerce et d'industrie de Paris
6
Econometrisch Instituut <Rotterdam>
6
Georgetown University / Economics Department
6
Shakai-Keizai-Kenkyūsho <Osaka>
6
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
6
Federal Reserve System / Board of Governors
5
Forschungsinstitut zur Zukunft der Arbeit
5
Centre for Quantitative Economics & Computing
4
European University Institute / Department of Law
4
Federal Reserve System / Division of Research and Statistics
4
Institute of Finance and Accounting <London>
4
Instituto Valenciano de Investigaciones Económicas
4
Københavns Universitet / Økonomisk Institut
4
Leibniz-Institut für Wirtschaftsforschung Halle
4
National Institute of Economic and Social Research
4
Springer Fachmedien Wiesbaden
4
Svenska Handelshögskolan <Helsinki>
4
Umeå universitet
4
University of New England / Department of Econometrics
4
Zentrum für Europäische Wirtschaftsforschung
4
Birkbeck College / Department of Economics
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
Federal Reserve Bank of New York
3
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
18
Source
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ECONIS (ZBW)
18
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1
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:
2
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
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
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
5
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
6
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:
7
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
8
Misspecification versus bubbles in hyperinflation data : comment
Engsted, Tom
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660135
Saved in:
9
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:
10
Optimal residual based tests for fractional cointegration and exchange rate dynamics
Nielsen, Morten Ørregaard
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702310
Saved in:
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