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subject:"Asymmetrische Information"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Least squares method"
~subject:"Volatilität"
~subject:"Wirtschaftswachstum"
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Asymmetrische Information
Least squares method
Volatilität
Wirtschaftswachstum
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
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Volatility
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
Cointegration
3
Einheitswurzeltest
3
Hedging
3
Kleinste-Quadrate-Methode
3
Kointegration
3
Probability theory
3
Regression analysis
3
Regressionsanalyse
3
Statistical distribution
3
Statistische Verteilung
3
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Book / Working Paper
10
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Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Language
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English
10
Author
All
Barndorff-Nielsen, Ole E.
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Hansen, Peter Reinhard
1
Lunde, Asger
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Nielsen, Morten Ørregaard
1
Shephard, Neil G.
1
Stentoft, Lars
1
Strunk Hansen, Charlotte
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Venardos, Emmanouil
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
451
Edward Elgar Publishing
38
World Bank
21
Ekonomiska forskningsinstitutet <Stockholm>
19
Internationaler Währungsfonds / Research Department
18
European University Institute / Department of Economics
17
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
Center for Economic Research <Tilburg>
14
Centre for Economic Policy Research
12
Brown University / Department of Economics
11
OECD
10
Forschungsinstitut zur Zukunft der Arbeit
9
Rodney L. White Center for Financial Research
9
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
9
Bonn Graduate School of Economics
8
Svenska Handelshögskolan <Helsinki>
8
Universitetet i Oslo / Økonomisk institutt
8
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
8
Birkbeck College / Department of Economics
7
Columbia University / Department of Economics
7
Federal Reserve Bank of San Francisco
7
Institut für Weltwirtschaft
7
Massachusetts Institute of Technology / Department of Economics
7
Springer Fachmedien Wiesbaden
7
World Institute for Development Economics Research
7
Brookings Institution
6
Centre for Growth and Business Cycle Research <Manchester>
6
European University Institute / Department of Law
6
Federal Reserve System / Board of Governors
6
Foerder Institute for Economic Research <Tēl-Āvîv>
6
Instituto Valenciano de Investigaciones Económicas
6
International Economic Association
6
International Monetary Fund
6
Sackler Institute of Economic Studies <Tēl-Āvîv>
6
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
6
The Wharton Financial Institutions Center
6
Universitat Autònoma de Barcelona / Departament d'Economia i d'Història Econòmica
6
Universitat Pompeu Fabra / Departament d'Economia i Empresa
6
University of British Columbia / Finance Division
6
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
10
Source
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ECONIS (ZBW)
10
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1
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:
2
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:
3
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:
4
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:
5
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
6
Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269
Saved in:
7
Option pricing in stochastic volatility models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
Saved in:
8
New evidence on the implied-realized volatility relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
9
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
10
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
Saved in:
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