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~institution:"Centre for Analytical Finance <Århus>"
~type_genre:"Collection of articles of several authors"
~type_genre:"Collection of articles written by one author"
~type_genre:"Graue Literatur"
~type_genre:"Mehrbändiges Werk"
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Search: subject:"Zeitreihenanalyse"
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Time series analysis
11
Zeitreihenanalyse
11
Theorie
6
Theory
6
ARCH model
5
ARCH-Modell
5
Volatility
3
Volatilität
3
Estimation
2
Heteroscedasticity
2
Heteroskedastizität
2
Option pricing theory
2
Optionspreistheorie
2
Pfund Sterling
2
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Schätzung
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Stochastic process
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Stochastischer Prozess
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US dollar
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1999-2000
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Currency option
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Forecasting model
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Großbritannien
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Macroeconomics
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Makroökonomik
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Martingal
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Martingale
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Prognoseverfahren
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Risikomanagement
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Risk management
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Saisonale Schwankungen
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Schweiz
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Book / Working Paper
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Collection of articles of several authors
Collection of articles written by one author
Graue Literatur
Mehrbändiges Werk
Arbeitspapier
11
Non-commercial literature
11
Working Paper
11
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English
11
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Koulikov, Dmitri
2
Myhre Lildholt, Peter
2
Bibby, Bo Martin
1
Brunetti, Celso
1
Busch, Thomas
1
Christiansen, Charlotte
1
Hansen, Peter Reinhard
1
Lunde, Asger
1
Rahbek, Anders
1
Skovgaard, Ib Michael
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Tolver Jensen, Søren
1
Ørregaard Nielsen, Morten
1
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Centre for Analytical Finance <Århus>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
64
Ekonomiska forskningsinstitutet <Stockholm>
47
European University Institute / Department of Economics
28
National Bureau of Economic Research
19
Umeå universitet
12
Umeå Universitet / Institutionen för Nationalekonomi
11
European University Institute / Department of Law
10
Federal Reserve Bank of St. Louis
10
University of Cambridge / Department of Applied Economics
10
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Gottfried Wilhelm Leibniz Universität Hannover
8
University of Strathclyde / Department of Economics
7
Aarhus Universitet / Afdeling for Nationaløkonomi
6
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
6
Australien / Bureau of Statistics
5
Center for Economic Research <Tilburg>
5
Christian-Albrechts-Universität zu Kiel
5
Econometrisch Instituut <Rotterdam>
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
Institut für Weltwirtschaft
5
Queen Mary College / Department of Economics
5
School of Finance and Business Economics <Perth, Western Australia>
5
University of Canterbury / Dept. of Economics and Finance
5
University of Exeter / Department of Economics
5
University of Southampton / Department of Economics
5
Centre for Growth and Business Cycle Research <Manchester>
4
Institut für Höhere Studien
4
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
4
Rutgers University / Department of Economics
4
Universitetet i Oslo / Økonomisk institutt
4
University of Kent / Department of Economics
4
University of Otago / Commerce Division
4
Université de Montréal / Département de sciences économiques
4
William Davidson Institute <Ann Arbor, Mich.>
4
Australian National University / Faculty of Economics and Commerce
3
Europäische Kommission / Statistisches Amt
3
Federal Reserve Bank of New York
3
Innocenzo Gasparini Institute for Economic Research <Mailand>
3
Konjunkturforschungsstelle <Zürich>
3
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
11
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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
Diffusion-type models with given marginal and autocorrelation function
Bibby, Bo Martin
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748916
Saved in:
4
Modeling sequences of long memory non-negative covariance stationary random variables
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793903
Saved in:
5
Local empirical spectral measure of multivariate processes with long range dependence
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838828
Saved in:
6
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:
7
Time series modelling of daily log-price ranges for SF/USD and USD/GBP
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719176
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
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:
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