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subject:"Schätzung"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Schätztheorie"
~subject:"CAPM"
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Schätzung
Schätztheorie
CAPM
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Statistical test
7
Statistischer Test
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Time series analysis
6
Zeitreihenanalyse
6
Estimation theory
5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
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
16
Type of publication (narrower categories)
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Arbeitspapier
16
Graue Literatur
16
Non-commercial literature
16
Working Paper
16
Language
All
English
16
Author
All
Tanggaard, Carsten
3
Nielsen, Jens Perch
2
Bartholdy, Jan
1
Brunetti, Celso
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Mikkelsen, Peter
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Morten Ørregaard
1
Peare, Paula
1
Raahauge, Peter
1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
Sørensen, Helle
1
Sørensen, Michael
1
Tzotchev, Dobromir
1
Ørregaard Nielsen, Morten
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
683
Ekonomiska forskningsinstitutet <Stockholm>
67
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
40
Forschungsinstitut zur Zukunft der Arbeit
39
Springer Fachmedien Wiesbaden
30
Umeå universitet
29
European University Institute / Department of Economics
27
Center for Economic Research <Tilburg>
23
Internationaler Währungsfonds / Research Department
23
Birkbeck College / Department of Economics
22
University of New England / Department of Econometrics
20
Institut für Weltwirtschaft
18
Federal Reserve System / Division of Research and Statistics
17
University of Exeter / Department of Economics
16
Federal Reserve System / Board of Governors
15
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
14
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
13
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
13
Chambre de commerce et d'industrie de Paris
12
Verlag Dr. Kovač
12
Institut für Höhere Studien
11
University of Oxford / Institute of Economics and Statistics
11
Centre for Quantitative Economics & Computing
10
Universität Basel / Institut für Statistik und Ökonometrie
10
Universität Mannheim
10
Centre for Economic Policy Research
9
Friedrich-Schiller-Universität Jena
9
Rodney L. White Center for Financial Research
9
Trinity College Dublin / Department of Economics
9
Umeå Universitet / Institutionen för Nationalekonomi
9
University of Reading / Department of Economics
9
Australian National University / Faculty of Economics and Commerce
8
Centre for Economic Performance
8
Deutsche Forschungsgemeinschaft
8
Aarhus Universitet / Afdeling for Nationaløkonomi
7
Centre for Microdata Methods and Practice <London>
7
Deutschland / Bundeswehr / Universität Hamburg
7
Eric Cuvillier <Firma>
7
Goethe-Universität Frankfurt am Main
7
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
16
Source
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ECONIS (ZBW)
16
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1
Estimation of expected return : CAPM vs Fama and French
Bartholdy, Jan
(
contributor
);
Peare, Paula
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069191
Saved in:
2
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
3
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
4
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:
5
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
Saved in:
6
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
Saved in:
7
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
Saved in:
8
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:
9
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
Saved in:
10
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:
11
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:
12
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
13
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
Saved in:
14
Management and employee compensation policy, and matched data on private firms : a no arbitrage asset pricing approach to on-the-job search and the wage distribution
Christensen, Bent Jesper
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622243
Saved in:
15
Global polynomial kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543234
Saved in:
16
Boundary and bias correction in kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543238
Saved in:
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