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subject:"Monetary policy"
subject:"Zinspolitik"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Share price"
~subject:"Theory"
~type_genre:"Arbeitspapier"
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Monetary policy
Zinspolitik
Share price
Theory
Estimation
9
Schätzung
9
Theorie
7
ARCH model
2
ARCH-Modell
2
Preistheorie
2
Price theory
2
Securities trading
2
Time series analysis
2
USA
2
United States
2
Volatility
2
Volatilität
2
Wertpapierhandel
2
Zeitreihenanalyse
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1871-2000
1
1919-1999
1
Adverse Selektion
1
Adverse selection
1
Bid-ask spread
1
Bubbles
1
CAPM
1
Cointegration
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Currency option
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Geld-Brief-Spanne
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Großbritannien
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Heteroscedasticity
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Heteroskedastizität
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Arbeitspapier
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7
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7
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7
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English
7
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Tanggaard, Carsten
2
Brunetti, Celso
1
Busch, Thomas
1
Christiansen, Charlotte
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
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Centre for Analytical Finance <Århus>
Ekonomiska forskningsinstitutet <Stockholm>
37
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
37
Forschungsinstitut zur Zukunft der Arbeit
33
Internationaler Währungsfonds / Research Department
22
Institut für Weltwirtschaft
20
Birkbeck College / Department of Economics
16
Federal Reserve System / Board of Governors
12
Federal Reserve System / Division of Research and Statistics
11
National Bureau of Economic Research
10
Institut für Höhere Studien
9
International Monetary Fund
9
University of Exeter / Department of Economics
9
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
9
Centre for Economic Performance
8
Federal Reserve Bank of St. Louis
7
Leibniz-Institut für Wirtschaftsforschung Halle
7
Trinity College Dublin / Department of Economics
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University of Oxford / Institute of Economics and Statistics
7
Zentrum für Europäische Wirtschaftsforschung
7
Center for Economic Research <Tilburg>
6
Centre for Economic Policy Research
6
Federal Reserve Bank of San Francisco
6
University of Reading / Department of Economics
6
William Davidson Institute <Ann Arbor, Mich.>
6
Australian National University / Faculty of Economics and Commerce
5
Bonn Graduate School of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
5
Federal Reserve Bank of Cleveland
5
Institute of European Finance <Bangor, Gwynedd>
5
Internationaler Währungsfonds / Monetary and Exchange Affairs Department
5
Johns Hopkins University / Department of Economics
5
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
5
Umeå universitet
5
University of Dundee / Department of Economic Studies
5
University of Otago / Commerce Division
5
University of Waterloo / Department of Economics
5
Carleton University / Department of Economics
4
Centro Studi Luca d'Agliano <Turin>
4
Deutsches Institut für Wirtschaftsforschung
4
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
7
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ECONIS (ZBW)
7
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1
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
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
Optimal residual based tests for fractional cointegration and exchange rate dynamics
Nielsen, Morten Ørregaard
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702310
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
Return-based and range-based (co)viariance estimation : with an application to foreign exchange markets
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
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
Global polynomial kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543234
Saved in:
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