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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~subject:"Cointegration"
~subject:"Monte Carlo simulation"
~subject:"Statistischer Test"
~subject:"Stochastic process"
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Subject
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Risiko
Cointegration
Monte Carlo simulation
Statistischer Test
Stochastic process
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastischer Prozess
10
Estimation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical 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
Maximum-Likelihood-Schätzung
5
Schätztheorie
5
CAPM
4
Option trading
4
Optionsgeschäft
4
Einheitswurzeltest
3
Hedging
3
Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
Probability theory
3
Regression analysis
3
Regressionsanalyse
3
Statistical distribution
3
Statistische Verteilung
3
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Type of publication
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Book / Working Paper
27
Type of publication (narrower categories)
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Arbeitspapier
24
Graue Literatur
24
Non-commercial literature
24
Working Paper
24
Language
All
English
27
Author
All
Barndorff-Nielsen, Ole E.
6
Shephard, Neil G.
3
Di Miscia, Orazio
2
Hansen, Peter Reinhard
2
Lunde, Asger
2
Nielsen, Morten Ørregaard
2
Schmidli, Hanspeter
2
Taulbjerg, Jes
2
Engsted, Tom
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Levendorskij, Sergej Z.
1
Mikkelsen, Peter
1
Nicolato, Elisa
1
Schmid, Wolfgang
1
Shepard, Neil
1
Stelzer, Robert
1
Stentoft, Lars
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Sørensen, Michael
1
Tzotchev, Dobromir
1
Uchida, Masayuki
1
Venardos, Emmanouil
1
Ørregaard Nielsen, Morten
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
264
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
90
Ekonomiska forskningsinstitutet <Stockholm>
22
European University Institute / Department of Economics
20
OECD
15
University of Exeter / Department of Economics
12
Aarhus Universitet / Afdeling for Nationaløkonomi
10
Center for Economic Research <Tilburg>
10
Econometrisch Instituut <Rotterdam>
10
Springer Fachmedien Wiesbaden
10
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
10
Australian National University / Faculty of Economics and Commerce
9
Edward Elgar Publishing
9
Organisation for Economic Co-operation and Development
8
University of Southampton / Department of Economics
8
Brown University / Department of Economics
7
Chambre de commerce et d'industrie de Paris
7
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
7
University of Dundee / Department of Economic Studies
7
Columbia University / Department of Economics
6
Erasmus Research Institute of Management
6
European University Institute / Department of Law
6
National Institute of Economic and Social Research
6
Université de Montréal / Département de sciences économiques
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
5
Federal Reserve System / Board of Governors
5
Federal Reserve System / Division of Research and Statistics
5
Georgetown University / Economics Department
5
Johns Hopkins University / Department of Economics
5
London School of Economics and Political Science
5
Social Systems Research Institute
5
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
5
Trinity College Dublin / Department of Economics
5
Umeå universitet
5
University of British Columbia / Finance Division
5
University of California Davis / Department of Economics
5
University of Cambridge / Department of Applied Economics
5
University of Canterbury / Dept. of Economics and Finance
5
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
27
Source
All
ECONIS (ZBW)
27
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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
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
Saved in:
9
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:
10
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:
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