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subject:"Capital income"
subject:"Zeitreihenanalyse"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Experiment"
~subject:"Wohlfahrtsanalyse"
~type_genre:"Arbeitspapier"
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Subject
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Capital income
Zeitreihenanalyse
Experiment
Wohlfahrtsanalyse
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
7
Stochastischer Prozess
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Time series analysis
6
Estimation theory
5
Markov chain
5
Markov-Kette
5
Schätztheorie
5
CAPM
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Option trading
4
Optionsgeschäft
4
Cointegration
3
Einheitswurzeltest
3
Hedging
3
Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
Probability theory
3
Regression analysis
3
Regressionsanalyse
3
Unit root test
3
Wahrscheinlichkeitsrechnung
3
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Type of publication
All
Book / Working Paper
8
Type of publication (narrower categories)
All
Arbeitspapier
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Language
All
English
8
Author
All
Busch, Thomas
1
Christiansen, Charlotte
1
Jensen, Morten Berg
1
Koulikov, Dmitri
1
Lunde, Asger
1
Myhre Lildholt, Peter
1
Rahbek, Anders
1
Strunk Hansen, Charlotte
1
Søndergaard Rasmussen, Nicki
1
Tolver Jensen, Søren
1
Tuypens, Bjorn E.
1
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Institution
All
Centre for Analytical Finance <Århus>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
63
Ekonomiska forskningsinstitutet <Stockholm>
35
European University Institute / Department of Economics
30
Center for Economic Research <Tilburg>
23
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
17
Forschungsinstitut zur Zukunft der Arbeit
16
Rodney L. White Center for Financial Research
11
Bonn Graduate School of Economics
10
Econometrisch Instituut <Rotterdam>
9
National Bureau of Economic Research
9
University of Chicago / Center for Research in Security Prices
9
European University Institute / Department of Law
8
Universitetet i Oslo / Økonomisk institutt
8
University of Strathclyde / Department of Economics
8
Erasmus Research Institute of Management
7
Umeå universitet
7
Brown University / Department of Economics
6
Escola de Pós-Graduação em Economia <Rio de Janeiro>
6
Federal Reserve Bank of New York
6
London School of Economics and Political Science
6
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
6
Massachusetts Institute of Technology / Department of Economics
6
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
6
The Wharton Financial Institutions Center
6
University of Cambridge / Department of Applied Economics
6
University of Exeter / Department of Economics
6
Centre for Economic Policy Research
5
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
5
Institut für Weltwirtschaft
5
Instituto Valenciano de Investigaciones Económicas
5
Keizai-Sangyō-Kenkyūsho <Tokio>
5
University of Dundee / Department of Economic Studies
5
University of Nottingham / School of Economics
5
University of Southampton / Department of Economics
5
University of Western Ontario / Department of Economics
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Australian National University / Faculty of Economics and Commerce
4
Birkbeck College / Department of Economics
4
Center for the Study of Law and Economics <Saarbrücken>
4
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
8
Source
All
ECONIS (ZBW)
8
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1
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
2
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
3
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:
4
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:
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
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
7
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:
8
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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