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Search: isPartOf_id:10009579758
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Theorie
104
Theory
104
Option pricing theory
30
Optionspreistheorie
30
Stochastic process
29
Stochastischer Prozess
29
Volatility
26
Volatilität
26
Estimation theory
23
Schätztheorie
23
Time series analysis
22
Zeitreihenanalyse
22
Yield curve
21
Zinsstruktur
21
USA
20
United States
20
Denmark
18
Dänemark
18
Estimation
18
Schätzung
18
ARCH model
16
ARCH-Modell
16
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
CAPM
12
Option trading
11
Optionsgeschäft
11
Statistical distribution
11
Statistische Verteilung
11
Maximum likelihood estimation
10
Maximum-Likelihood-Schätzung
10
Bond market
9
Börsenkurs
9
Capital income
9
Cointegration
9
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9
Kointegration
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9
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Arbeitspapier
181
Graue Literatur
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181
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English
202
Author
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Christensen, Bent Jesper
19
Barndorff-Nielsen, Ole E.
16
Sørensen, Michael
16
Christiansen, Charlotte
14
Tanggaard, Carsten
12
Engsted, Tom
10
Nielsen, Morten Ørregaard
10
Løchte Jørgensen, Peter
8
Shephard, Neil G.
8
Lunde, Asger
7
Bechmann, Ken L.
5
Busch, Thomas
5
Hansen, Peter Reinhard
5
Schmidli, Hanspeter
5
Strunk Hansen, Charlotte
5
Ørregaard Nielsen, Morten
5
Grosen, Anders
4
Kiefer, Nicholas M.
4
Møller Andreasen, Marin
4
Nielsen, Jens Perch
4
Raaballe, Johannes
4
Raahauge, Peter
4
Rahbek, Anders
4
Shepard, Neil
4
Søndergaard Rasmussen, Nicki
4
Di Miscia, Orazio
3
Mikkelsen, Peter
3
Myhre Lildholt, Peter
3
Poulsen, Rolf
3
Shin Jensen, Malene
3
Sponholtz, Carina
3
Stentoft, Lars
3
Svenstrup, Mikkel
3
Taulbjerg, Jes
3
Tind Larsen, Peter
3
Asmussen, Søren
2
Bajlum, Claus
2
Bibby, Bo Martin
2
Bladt, Mogens
2
Brunetti, Celso
2
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Centre for Analytical Finance <Århus>
123
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
202
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ECONIS (ZBW)
202
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Ensuring the validity of the micro foundation in DSGE models
Møller Andreasen, Marin
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003734493
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2
How to maximise the likelihood function for a DSGE model
Møller Andreasen, Marin
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003734503
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3
Non-linear DSGE models, the central difference Kalman filter, and the mean shifted particle filter
Møller Andreasen, Marin
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003734516
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4
Explaining macroeconomic and term structure dynamics jointly in a non-linear DSGE model
Møller Andreasen, Marin
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003774656
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5
Optimal inference in dynamic models with conditional moment restrictions
Christensen, Bent Jesper
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003774664
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6
Market power markets : evidence from forward prices of electricity
Christensen, Bent Jesper
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003774698
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7
Semiparametric inference in a GARCH-in-Mean model
Christensen, Bent Jesper
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003774701
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8
Testing for expected return and market price of risk in Chinese A-B share markets : a geometric Brownian motion and multivariate GARCH model approach
Zhu, Jie
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003460141
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9
Default risk, debt maturity and levered equity's risk-shifting incentives
Tind Larsen, Peter
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003734465
Saved in:
10
Efficient estimation for ergodic diffusions sampled at high frequency
Sørensen, Michael
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003734476
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