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Theorie
69
Theory
69
Stochastic process
17
Stochastischer Prozess
17
Option pricing theory
15
Optionspreistheorie
15
Yield curve
11
Zinsstruktur
11
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10
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10
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9
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9
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Arbeitspapier
73
Graue Literatur
73
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73
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73
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English
79
Author
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Barndorff-Nielsen, Ole E.
8
Sørensen, Michael
7
Ørregaard Nielsen, Morten
5
Christensen, Bent Jesper
4
Schmidli, Hanspeter
4
Shepard, Neil
4
Tanggaard, Carsten
4
Di Miscia, Orazio
3
Lunde, Asger
3
Mikkelsen, Peter
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Bibby, Bo Martin
2
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Hansen, Peter Reinhard
2
Levendorskij, Sergej Z.
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Rahbek, Anders
2
Sørensen, Helle
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bladt, Mogens
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
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
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
8,343
OECD
600
Edward Elgar Publishing
567
European Commission / Joint Research Centre
316
IGI Global
299
Ekonomiska forskningsinstitutet <Stockholm>
291
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
287
Center for Economic Research <Tilburg>
284
Springer Fachmedien Wiesbaden
280
European University Institute / Department of Economics
253
International Monetary Fund
243
World Bank
203
Forschungsinstitut zur Zukunft der Arbeit
172
Internationaler Währungsfonds / Research Department
149
Centre for Economic Policy Research
143
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
141
Umeå universitet
130
Foerder Institute for Economic Research <Tēl-Āvîv>
129
Universitat Pompeu Fabra / Departament d'Economia i Empresa
111
University of Exeter / Department of Economics
109
European Parliament / Directorate-General for Internal Policies of the Union
104
Organisation for Economic Co-operation and Development
104
Social Systems Research Institute
104
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
103
Deutsche Forschungsgemeinschaft
97
Robert Schuman Centre for Advanced Studies
95
Erasmus Research Institute of Management
94
European Central Bank
94
Springer-Verlag GmbH
93
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88
European University Institute / Department of Law
85
Australian National University / Faculty of Economics and Commerce
84
Federal Reserve System / Board of Governors
81
Bangladesch / Parisaṅkhyāna Byuro
79
Columbia University / Department of Economics
79
Universitetet i Oslo / Økonomisk institutt
79
University of Warwick / Department of Economics
79
International Monetary Fund (IMF)
78
Massachusetts Institute of Technology / Department of Economics
78
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
79
Source
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ECONIS (ZBW)
79
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1
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Saved in:
2
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:
3
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the large claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724275
Saved in:
4
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the small claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724276
Saved in:
5
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
6
On time-reversibility and estimating functions for Markov processes
Kessler, Mathieu
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690055
Saved in:
7
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
8
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:
9
Classification of Markov chains on Rk
Hansen, Niels Richard
(
contributor
)
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543227
Saved in:
10
Realised power variation and stochastic models
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607775
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