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Nonparametric estimation of co...
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Theorie
69
Theory
69
Option pricing theory
14
Optionspreistheorie
14
Estimation theory
13
Schätztheorie
13
Yield curve
12
Zinsstruktur
12
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Stochastic process
10
Stochastischer Prozess
10
Estimation
9
Schätzung
9
Time series analysis
8
Volatility
8
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8
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8
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6
Markov-Kette
6
Maximum likelihood estimation
6
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6
CAPM
5
Cointegration
4
Kointegration
4
Option trading
4
Optionsgeschäft
4
Probability theory
4
Statistical distribution
4
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4
Wahrscheinlichkeitsrechnung
4
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3
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3
Einheitswurzeltest
3
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3
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3
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77
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Arbeitspapier
71
Graue Literatur
71
Non-commercial literature
71
Working Paper
71
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English
77
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Barndorff-Nielsen, Ole E.
10
Sørensen, Michael
6
Christensen, Bent Jesper
5
Shephard, Neil G.
5
Tanggaard, Carsten
5
Lunde, Asger
4
Søndergaard Rasmussen, Nicki
4
Di Miscia, Orazio
3
Hansen, Peter Reinhard
3
Mikkelsen, Peter
3
Nielsen, Jens Perch
3
Shepard, Neil
3
Strunk Hansen, Charlotte
3
Taulbjerg, Jes
3
Ørregaard Nielsen, Morten
3
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Nielsen, Morten Ørregaard
2
Poulsen, Rolf
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bladt, Mogens
1
Brunetti, Celso
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Grosen, Anders
1
Hansen, Niels Richard
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Jensen, Morten Berg
1
Jones, M. C.
1
Kelly, Leah
1
Kessler, Mathieu
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
8,729
OECD
641
Edward Elgar Publishing
570
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
388
European Commission / Joint Research Centre
340
Ekonomiska forskningsinstitutet <Stockholm>
296
Center for Economic Research <Tilburg>
285
IGI Global
283
European University Institute / Department of Economics
258
Springer Fachmedien Wiesbaden
258
International Monetary Fund
238
World Bank
207
Forschungsinstitut zur Zukunft der Arbeit
168
Internationaler Währungsfonds / Research Department
150
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
147
Centre for Economic Policy Research
145
Umeå universitet
135
Foerder Institute for Economic Research <Tēl-Āvîv>
129
Organisation for Economic Co-operation and Development
120
Universitat Pompeu Fabra / Departament d'Economia i Empresa
112
University of Exeter / Department of Economics
111
Social Systems Research Institute
104
European Central Bank
102
European Parliament / Directorate-General for Internal Policies of the Union
102
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
102
Deutsche Forschungsgemeinschaft
101
Robert Schuman Centre for Advanced Studies
96
Springer-Verlag GmbH
91
Econometrisch Instituut <Rotterdam>
90
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87
European University Institute / Department of Law
86
Australian National University / Faculty of Economics and Commerce
84
Erasmus Research Institute of Management
84
Universitetet i Oslo / Økonomisk institutt
83
Columbia University / Department of Economics
81
Federal Reserve System / Division of Research and Statistics
80
Massachusetts Institute of Technology / Department of Economics
80
University of Warwick / Department of Economics
80
Bangladesch / Parisaṅkhyāna Byuro
79
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
77
Source
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ECONIS (ZBW)
77
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1
Boundary and bias correction in kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543238
Saved in:
2
Semiparametric analysis of stationary fractional cointegration and the implied-realized volatility relation in high-frequency options data
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599144
Saved in:
3
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
4
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
Saved in:
5
Regular and modified kernel-based estimators of integrated variance : the case with independent noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491800
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Global polynomial kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543234
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