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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Optionsgeschäft"
~subject:"Unit root test"
~type_genre:"Arbeitspapier"
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Risiko
Maximum-Likelihood-Schätzung
Optionsgeschäft
Unit root test
Theorie
66
Theory
66
Option pricing theory
13
Optionspreistheorie
13
Yield curve
11
Zinsstruktur
11
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Stochastic process
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Stochastischer Prozess
7
Volatility
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Volatilität
7
ARCH model
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ARCH-Modell
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Time series analysis
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Zeitreihenanalyse
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Estimation theory
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Markov chain
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Markov-Kette
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Schätztheorie
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CAPM
4
Maximum likelihood estimation
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Option trading
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Cointegration
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Hedging
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Kleinste-Quadrate-Methode
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Kointegration
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Least squares method
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Probability theory
3
Regression analysis
3
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3
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Book / Working Paper
13
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Arbeitspapier
Graue Literatur
13
Non-commercial literature
13
Working Paper
13
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English
13
Author
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Løchte Jørgensen, Peter
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Taulbjerg, Jes
2
Bechmann, Ken L.
1
Grosen, Anders
1
Kristensen, Dennis
1
Nielsen, Morten Ørregaard
1
Peskir, Goran
1
Rahbek, Anders
1
Ørregaard Nielsen, Morten
1
Širjaev, Alʹbert N.
1
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Centre for Analytical Finance <Århus>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
Ekonomiska forskningsinstitutet <Stockholm>
13
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
9
European University Institute / Department of Economics
8
University of Southampton / Department of Economics
8
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
7
Aarhus Universitet / Afdeling for Nationaløkonomi
6
Australian National University / Faculty of Economics and Commerce
6
Center for Economic Research <Tilburg>
6
Chambre de commerce et d'industrie de Paris
6
University of Exeter / Department of Economics
6
Georgetown University / Economics Department
5
Loughborough University / Department of Economics
5
Shakai-Keizai-Kenkyūsho <Osaka>
5
Birkbeck College / Department of Economics
4
Federal Reserve System / Board of Governors
4
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
4
Institute of Finance and Accounting <London>
4
National Bureau of Economic Research
4
University of Dundee / Department of Economic Studies
4
Centre for Economic Policy Research
3
Federal Reserve System / Division of Research and Statistics
3
Foerder Institute for Economic Research <Tēl-Āvîv>
3
Forschungsinstitut zur Zukunft der Arbeit
3
Trinity College Dublin / Department of Economics
3
Umeå universitet
3
University of New England / Department of Econometrics
3
Universität Dortmund / Wirtschafts- und Sozialwissenschaftliche Fakultät
3
Australian National University / Faculty of Economics
2
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
2
Centre for Actuarial Studies
2
Centro Studi Luca d'Agliano <Turin>
2
Econometrisch Instituut <Rotterdam>
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
European University Institute / Department of Law
2
Federal Reserve Bank of New York
2
Institut for Finansiering <Frederiksberg>
2
Institutt for Samfunnsøkonomi <Bergen, Norwegen>
2
Johns Hopkins University / Department of Economics
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
13
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ECONIS (ZBW)
13
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1
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:
2
Short tales, price pressure, and the stock price response to convertible bond calls
Bechmann, Ken L.
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851134
Saved in:
3
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
4
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
5
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:
6
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:
7
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
Saved in:
8
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the large claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724275
Saved in:
9
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the small claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724276
Saved in:
10
Life insurance liabilities at market value
Grosen, Anders
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607788
Saved in:
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