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institution:"Konjunkturinstitutet <Stockholm>"
subject:"Zeitreihenanalyse"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Centre for Quantitative Economics & Computing"
~subject:"ARCH model"
~subject:"Forest harvest"
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Zeitreihenanalyse
ARCH model
Forest harvest
Theorie
106
Theory
106
Option pricing theory
14
Optionspreistheorie
14
Estimation
13
Schätzung
13
Time series analysis
13
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Estimation theory
9
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Schätztheorie
9
Volatility
9
Volatilität
9
ARCH-Modell
8
Statistical test
8
Statistischer Test
8
Einheitswurzeltest
6
Forecasting model
6
Prognoseverfahren
6
Unit root test
6
CAPM
5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Cointegration
4
Kointegration
4
Option trading
4
Optionsgeschäft
4
Regression analysis
4
Regressionsanalyse
4
Risiko
4
Risk
4
Börsenkurs
3
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Book / Working Paper
18
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Arbeitspapier
13
Graue Literatur
13
Non-commercial literature
13
Working Paper
13
Language
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English
18
Author
All
Burke, Simon P.
5
Brooks, Chris
2
Myhre Lildholt, Peter
2
Rahbek, Anders
2
Andersson, Michael K.
1
Boman, Mattias
1
Busch, Thomas
1
Christiansen, Charlotte
1
Gredenhoff, Mikael P.
1
Greenblatt, Seth A.
1
Huhtala, Anni
1
Jensen, Morten Berg
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
Lunde, Asger
1
Ruist, Erik
1
Søndergaard Rasmussen, Nicki
1
Tolver Jensen, Søren
1
Toppinen, Anne
1
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Institution
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Konjunkturinstitutet <Stockholm>
Centre for Analytical Finance <Århus>
Centre for Quantitative Economics & Computing
National Bureau of Economic Research
72
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
53
Ekonomiska forskningsinstitutet <Stockholm>
49
European University Institute / Department of Economics
33
Econometrisch Instituut <Rotterdam>
11
Umeå universitet
11
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Umeå Universitet / Institutionen för Nationalekonomi
8
Shakai-Keizai-Kenkyūsho <Osaka>
7
Gottfried Wilhelm Leibniz Universität Hannover
6
Christian-Albrechts-Universität zu Kiel
5
European University Institute / Department of Law
5
Instituto Valenciano de Investigaciones Económicas
5
London School of Economics and Political Science
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
University of Strathclyde / Department of Economics
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Institut für Höhere Studien
4
University of Cambridge / Department of Applied Economics
4
University of Exeter / Department of Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Birkbeck College / Department of Economics
3
Institut für Weltwirtschaft
3
Norges Bank / Utredningsavdelingen
3
Organisation for Economic Co-operation and Development
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
University of Chicago / Center for Research in Security Prices
3
University of Southampton / Department of Economics
3
Université de Montréal / Département de sciences économiques
3
Australien / Bureau of Statistics
2
Center for Economic Research <Tilburg>
2
Conference Nonlinear Dynamics and Economics <1992, Florenz>
2
Conference on Applied Probability and Time Series Analysis <1995, Athen>
2
De Gruyter Oldenbourg
2
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
9
Discussion papers in quantitative economics and computing / E
6
Working paper / Konjunkturinstitutet
3
Source
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ECONIS (ZBW)
18
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1
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
2
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
Saved in:
3
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
Saved in:
4
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:
5
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
Saved in:
6
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
Saved in:
7
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
8
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
Saved in:
9
An environmental accountant's dilemma : are stumpage prices reliable indicators of resource scarcity?
Huhtala, Anni
(
contributor
);
Toppinen, Anne
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001714027
Saved in:
10
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
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