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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~subject:"Cointegration"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Monte Carlo simulation"
~subject:"Stochastischer Prozess"
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Risiko
Cointegration
Maximum-Likelihood-Schätzung
Monte Carlo simulation
Stochastischer Prozess
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Estimation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Time series analysis
6
Zeitreihenanalyse
6
Estimation theory
5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Schätztheorie
5
CAPM
4
Option trading
4
Optionsgeschäft
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Einheitswurzeltest
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Hedging
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Kleinste-Quadrate-Methode
3
Kointegration
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Least squares method
3
Probability theory
3
Regression analysis
3
Regressionsanalyse
3
Statistical distribution
3
Statistische Verteilung
3
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Book / Working Paper
25
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Arbeitspapier
22
Graue Literatur
22
Non-commercial literature
22
Working Paper
22
Language
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English
25
Author
All
Barndorff-Nielsen, Ole E.
6
Shephard, Neil G.
3
Di Miscia, Orazio
2
Nielsen, Morten Ørregaard
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Taulbjerg, Jes
2
Engsted, Tom
1
Grasselli, M.R.
1
Hurd, T.R.
1
Kristensen, Dennis
1
Levendorskij, Sergej Z.
1
Mikkelsen, Peter
1
Nicolato, Elisa
1
Rahbek, Anders
1
Schmid, Wolfgang
1
Shepard, Neil
1
Stelzer, Robert
1
Stentoft, Lars
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Tzotchev, Dobromir
1
Uchida, Masayuki
1
Venardos, Emmanouil
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
259
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
83
Ekonomiska forskningsinstitutet <Stockholm>
23
European University Institute / Department of Economics
20
University of Exeter / Department of Economics
11
Aarhus Universitet / Afdeling for Nationaløkonomi
10
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
10
Australian National University / Faculty of Economics and Commerce
9
Edward Elgar Publishing
9
Econometrisch Instituut <Rotterdam>
8
Springer Fachmedien Wiesbaden
8
University of Southampton / Department of Economics
8
Chambre de commerce et d'industrie de Paris
7
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
7
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
7
University of Dundee / Department of Economic Studies
7
Georgetown University / Economics Department
6
National Institute of Economic and Social Research
6
University of British Columbia / Finance Division
6
Center for Economic Research <Tilburg>
5
Erasmus Research Institute of Management
5
European University Institute / Department of Law
5
Federal Reserve System / Board of Governors
5
Federal Reserve System / Division of Research and Statistics
5
Københavns Universitet / Økonomisk Institut
5
Umeå universitet
5
University of Canterbury / Dept. of Economics and Finance
5
Centre for Economic Policy Research
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Foerder Institute for Economic Research <Tēl-Āvîv>
4
Judge Institute of Management Studies
4
Shakai-Keizai-Kenkyūsho <Osaka>
4
State University of New York at Albany / Department of Economics
4
Svenska Handelshögskolan <Helsinki>
4
Trinity College Dublin / Department of Economics
4
Universitetet i Oslo / Økonomisk institutt
4
University of New England / Department of Econometrics
4
Weierstraß-Institut für Angewandte Analysis und Stochastik
4
Birkbeck College / Department of Economics
3
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
25
Source
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ECONIS (ZBW)
25
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1
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Saved in:
2
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
3
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:
4
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:
5
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:
6
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
7
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:
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
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
10
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
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