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institution:"Københavns Universitet / Økonomisk Institut"
type_genre:"Non-commercial literature"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Massachusetts Institute of Technology / Department of Economics"
~subject:"Stochastischer Prozess"
~subject:"Zinsstruktur"
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Stochastischer Prozess
Zinsstruktur
Theorie
196
Theory
196
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Estimation
10
Estimation theory
10
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Schätztheorie
10
Schätzung
10
Incomplete market
9
USA
9
United States
9
Unvollkommener Markt
9
Volatility
9
Volatilität
9
Game theory
8
Regression analysis
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Regressionsanalyse
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Spieltheorie
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Stochastic process
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Time series analysis
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Zeitreihenanalyse
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Core
7
Statistical test
7
Statistischer Test
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ARCH model
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ARCH-Modell
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CAPM
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Cointegration
6
Financial crisis
6
Finanzkrise
6
Induktive Statistik
6
Kointegration
6
Markov chain
6
Markov-Kette
6
Maximum likelihood estimation
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Type of publication
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Book / Working Paper
18
Type of publication (narrower categories)
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Non-commercial literature
Arbeitspapier
18
Graue Literatur
18
Working Paper
18
Language
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English
18
Author
All
Barndorff-Nielsen, Ole E.
4
Mikkelsen, Peter
3
Shephard, Neil G.
3
Taulbjerg, Jes
3
Di Miscia, Orazio
2
Christiansen, Charlotte
1
Daniels, Kenneth N.
1
Levendorskij, Sergej Z.
1
Nicolato, Elisa
1
Schenk-Hoppé, Klaus Reiner
1
Schmid, Wolfgang
1
Shin Jensen, Malene
1
Sørensen, Helle
1
Tzotchev, Dobromir
1
Venardos, Emmanouil
1
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Institution
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Københavns Universitet / Økonomisk Institut
Centre for Analytical Finance <Århus>
Massachusetts Institute of Technology / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
53
Ekonomiska forskningsinstitutet <Stockholm>
6
Erasmus Research Institute of Management
6
University of Exeter / Department of Economics
5
Banque de France / Direction des Etudes Economiques et de la Recherche
4
Federal Reserve Bank of San Francisco
4
National Bureau of Economic Research
4
Rodney L. White Center for Financial Research
4
Weierstraß-Institut für Angewandte Analysis und Stochastik
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Federal Reserve System / Division of Research and Statistics
3
Judge Institute of Management Studies
3
School of Economics and Finance <Brisbane>
3
University of British Columbia / Finance Division
3
University of Essex / Department of Economics
3
Bonn Graduate School of Economics
2
Center for Economic Research <Tilburg>
2
Centre for Economic Policy Research
2
Econometrisch Instituut <Rotterdam>
2
European University Institute / Department of Economics
2
Federal Reserve Bank of New York
2
HWWA-Institut für Wirtschaftsforschung
2
Institutionen för Skogsekonomi <Ume°a>
2
Kansantaloustieteen Laitos <Helsinki>
2
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
2
Social Systems Research Institute
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
University of California Davis / Department of Economics
2
Universität Hannover / Wirtschaftswissenschaftliche Fakultät
2
Université de Montréal / Département de sciences économiques
2
Aarhus Universitet / Centre for Non-Linear Economic Modelling
1
Agricultural Land Markets - Efficiency and Regulation
1
Australian National University / Research School of Pacific and Asian Studies / Economics Division
1
Banca d'Italia / Servizio Studi
1
Banco de Portugal / Departamento de Estatística e Estudos Económicos
1
Birkbeck College / Department of Economics
1
Centre for Growth and Business Cycle Research <Manchester>
1
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
17
Discussion papers / Department of Economics, University of Copenhagen
1
Source
All
ECONIS (ZBW)
18
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1
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
2
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:
3
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
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
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:
7
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
8
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
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
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
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