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subject:"Capital income"
subject:"Zeitreihenanalyse"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"University of Southampton / Department of Economics"
~subject:"Allocative efficiency"
~subject:"Time series analysis"
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Capital income
Zeitreihenanalyse
Allocative efficiency
Time series analysis
Theorie
129
Theory
129
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Statistical test
9
Statistischer Test
9
Estimation
7
Estimation theory
7
Maximum likelihood estimation
7
Maximum-Likelihood-Schätzung
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Risiko
7
Risk
7
Schätztheorie
7
Schätzung
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Learning process
5
Lernprozess
5
Markov chain
5
Markov-Kette
5
Regression analysis
5
Regressionsanalyse
5
Statistical distribution
5
Statistische Verteilung
5
CAPM
4
Cointegration
4
Econometrics
4
Einheitswurzeltest
4
Game theory
4
Kleinste-Quadrate-Methode
4
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Free
2
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Book / Working Paper
14
Type of publication (narrower categories)
All
Arbeitspapier
14
Graue Literatur
14
Non-commercial literature
14
Working Paper
14
Language
All
English
14
Author
All
Anderlini, Luca
2
Busch, Thomas
1
Christiansen, Charlotte
1
Felli, Leonardo
1
Hall, Stephen G.
1
Jensen, Morten Berg
1
King, Maxwell L.
1
Koulikov, Dmitri
1
Lunde, Asger
1
Mason, Robin
1
Mizon, Grayham E.
1
Moauro, Filippo
1
Myhre Lildholt, Peter
1
Podivinsky, Jan M.
1
Rahbek, Anders
1
Siconolfi, Paolo
1
Strunk Hansen, Charlotte
1
Søndergaard Rasmussen, Nicki
1
Tolver Jensen, Søren
1
Tuypens, Bjorn E.
1
Welfe, Aleksander
1
Wright, Stephen
1
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Institution
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Centre for Analytical Finance <Århus>
University of Southampton / Department of Economics
National Bureau of Economic Research
290
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
45
Ekonomiska forskningsinstitutet <Stockholm>
42
European University Institute / Department of Economics
33
Rodney L. White Center for Financial Research
11
Umeå universitet
11
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
9
Econometrisch Instituut <Rotterdam>
9
University of Chicago / Center for Research in Security Prices
9
Birkbeck College / Department of Economics
7
European University Institute / Department of Law
7
Centre for Quantitative Economics & Computing
6
Erasmus Research Institute of Management
6
Gottfried Wilhelm Leibniz Universität Hannover
6
The Wharton Financial Institutions Center
6
Umeå Universitet / Institutionen för Nationalekonomi
6
University of Exeter / Department of Economics
6
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
5
Christian-Albrechts-Universität zu Kiel
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
London School of Economics and Political Science
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
Rutgers University / Department of Economics
5
Svenska Handelshögskolan <Helsinki>
5
University of Cambridge / Department of Applied Economics
5
University of Strathclyde / Department of Economics
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Center for Economic Research <Tilburg>
4
Institut für Höhere Studien
4
Institute of Finance and Accounting <London>
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Université de Montréal / Département de sciences économiques
4
Australian National University / Faculty of Economics and Commerce
3
Centre for Economic Policy Research
3
Federal Reserve Bank of New York
3
Federal Reserve Bank of San Francisco
3
Federal Reserve System / Board of Governors
3
Federal Reserve System / Division of Research and Statistics
3
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
8
Discussion papers in economics and econometrics
6
Source
All
ECONIS (ZBW)
14
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1
The exact power envelope of tests for a unit root
Podivinsky, Jan M.
;
King, Maxwell L.
-
2000
Persistent link: https://www.econbiz.de/10001533271
Saved in:
2
Modelling economies in transition : an introduction
Hall, Stephen G.
;
Mizon, Grayham E.
;
Welfe, Aleksander
-
1999
Persistent link: https://www.econbiz.de/10001476514
Saved in:
3
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
4
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
5
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:
6
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:
7
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:
8
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
9
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:
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
Saved in:
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