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subject:"Time series analysis"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Economic growth"
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Time series analysis
Economic growth
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
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11
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11
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10
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7
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Option trading
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Optionsgeschäft
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Kointegration
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Busch, Thomas
1
Christiansen, Charlotte
1
Koulikov, Dmitri
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Myhre Lildholt, Peter
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Rahbek, Anders
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
233
Ekonomiska forskningsinstitutet <Stockholm>
47
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47
European University Institute / Department of Economics
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World Bank
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Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
6
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ECONIS (ZBW)
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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
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:
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
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:
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