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subject:"Zeitreihenanalyse"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Börsenkurs"
~subject:"Yield curve"
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Zeitreihenanalyse
Börsenkurs
Yield curve
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
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
Volatilität
7
ARCH model
6
ARCH-Modell
6
Time series analysis
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
Least squares method
3
Probability theory
3
Regression analysis
3
Regressionsanalyse
3
Statistical distribution
3
Statistische Verteilung
3
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Type of publication
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Book / Working Paper
19
Type of publication (narrower categories)
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Arbeitspapier
19
Graue Literatur
19
Non-commercial literature
19
Working Paper
19
Language
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English
19
Author
All
Mikkelsen, Peter
3
Taulbjerg, Jes
3
Christiansen, Charlotte
2
Di Miscia, Orazio
2
Bechmann, Ken L.
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Engsted, Tom
1
Koulikov, Dmitri
1
Myhre Lildholt, Peter
1
Rahbek, Anders
1
Schmid, Wolfgang
1
Shin Jensen, Malene
1
Søndergaard Rasmussen, Nicki
1
Tanggaard, Carsten
1
Tolver Jensen, Søren
1
Tzotchev, Dobromir
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
369
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
63
Ekonomiska forskningsinstitutet <Stockholm>
55
European University Institute / Department of Economics
33
Birkbeck College / Department of Economics
12
Umeå universitet
11
University of Exeter / Department of Economics
11
Rodney L. White Center for Financial Research
10
Econometrisch Instituut <Rotterdam>
8
Australian National University / Faculty of Economics and Commerce
7
Centre for Economic Policy Research
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Institut für Höhere Studien
7
Christian-Albrechts-Universität zu Kiel
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Springer Fachmedien Wiesbaden
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Banque de France / Direction des Etudes Economiques et de la Recherche
5
Center for Economic Research <Tilburg>
5
Centre for Quantitative Economics & Computing
5
Erasmus Research Institute of Management
5
European University Institute / Department of Law
5
Federal Reserve Bank of San Francisco
5
Federal Reserve System / Board of Governors
5
Federal Reserve System / Division of Research and Statistics
5
Institut für Weltwirtschaft
5
London School of Economics and Political Science
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
5
University of Cambridge / Department of Applied Economics
5
University of Strathclyde / Department of Economics
5
Deutsche Forschungsgemeinschaft
4
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Federal Reserve Bank of New York
4
Goethe-Universität Frankfurt am Main
4
Institut for Finansiering <Frederiksberg>
4
International Center for Financial Asset Management and Engineering
4
International Monetary Fund
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
19
Source
All
ECONIS (ZBW)
19
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1
Speculative bubbles in stock prices? : Tests based on the price-dividend ratio
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001998442
Saved in:
2
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
3
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
4
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
Saved in:
5
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
6
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
7
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:
8
Short tales, price pressure, and the stock price response to convertible bond calls
Bechmann, Ken L.
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851134
Saved in:
9
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
10
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
Saved in:
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