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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~subject:"Cointegration"
~subject:"Monte Carlo simulation"
~subject:"Regressionsanalyse"
~subject:"Statistischer Test"
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Risiko
Cointegration
Monte Carlo simulation
Regressionsanalyse
Statistischer Test
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
Schätzung
7
Statistical test
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
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Time series analysis
6
Zeitreihenanalyse
6
Estimation theory
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Markov chain
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Markov-Kette
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Schätztheorie
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CAPM
4
Option trading
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Optionsgeschäft
4
Einheitswurzeltest
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Hedging
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Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
Probability theory
3
Regression analysis
3
Statistical distribution
3
Statistische Verteilung
3
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Book / Working Paper
20
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Arbeitspapier
20
Graue Literatur
20
Non-commercial literature
20
Working Paper
20
Language
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English
20
Author
All
Barndorff-Nielsen, Ole E.
2
Hansen, Peter Reinhard
2
Lunde, Asger
2
Nielsen, Morten Ørregaard
2
Schmidli, Hanspeter
2
Taulbjerg, Jes
2
Di Miscia, Orazio
1
Engsted, Tom
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Mikkelsen, Peter
1
Schmid, Wolfgang
1
Shepard, Neil
1
Shephard, Neil G.
1
Stentoft, Lars
1
Strunk Hansen, Charlotte
1
Søndergaard Rasmussen, Nicki
1
Tuypens, Bjorn E.
1
Tzotchev, Dobromir
1
Ørregaard Nielsen, Morten
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
251
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
67
Ekonomiska forskningsinstitutet <Stockholm>
21
European University Institute / Department of Economics
19
OECD
15
Center for Economic Research <Tilburg>
12
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
12
University of Southampton / Department of Economics
10
Aarhus Universitet / Afdeling for Nationaløkonomi
9
Brown University / Department of Economics
9
Edward Elgar Publishing
9
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
9
University of Exeter / Department of Economics
9
Organisation for Economic Co-operation and Development
8
Australian National University / Faculty of Economics and Commerce
7
Columbia University / Department of Economics
7
Econometrisch Instituut <Rotterdam>
7
Massachusetts Institute of Technology / Department of Economics
7
University of Dundee / Department of Economic Studies
7
Chambre de commerce et d'industrie de Paris
6
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
6
Forschungsinstitut zur Zukunft der Arbeit
6
Centre for Quantitative Economics & Computing
5
European University Institute / Department of Law
5
Federal Reserve System / Board of Governors
5
Georgetown University / Economics Department
5
Institute of Finance and Accounting <London>
5
Leibniz-Institut für Wirtschaftsforschung Halle
5
National Institute of Economic and Social Research
5
Springer Fachmedien Wiesbaden
5
Umeå universitet
5
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
5
University of Cambridge / Department of Applied Economics
5
University of Canterbury / Dept. of Economics and Finance
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Federal Reserve System / Division of Research and Statistics
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Johns Hopkins University / Department of Economics
4
Sosialøkonomisk Institutt
4
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
20
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ECONIS (ZBW)
20
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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
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
4
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:
5
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
6
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
Saved in:
7
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:
8
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:
9
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
10
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
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