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Theorie
27
Theory
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Volatility
18
Volatilität
18
Estimation theory
13
Schätztheorie
13
Option pricing theory
10
Optionspreistheorie
10
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CAPM
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Denmark
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Dänemark
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Interest rate derivative
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Arbeitspapier
46
Graue Literatur
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Non-commercial literature
46
Working Paper
46
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English
51
Author
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Christensen, Bent Jesper
5
Christiansen, Charlotte
5
Lunde, Asger
5
Sørensen, Michael
5
Barndorff-Nielsen, Ole E.
4
Hansen, Peter Reinhard
4
Shephard, Neil G.
4
Stentoft, Lars
3
Strunk Hansen, Charlotte
3
Tanggaard, Carsten
3
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Raahauge, Peter
2
Søndergaard Rasmussen, Nicki
2
Sørensen, Helle
2
Taulbjerg, Jes
2
Tuypens, Bjorn E.
2
Ørregaard Nielsen, Morten
2
Bartholdy, Jan
1
Bibby, Bo Martin
1
Bladt, Mogens
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Engsted, Tom
1
Jakubenas, Paulius
1
Jensen, Morten Berg
1
Jones, M. C.
1
Kelly, Leah
1
Mikkelsen, Peter
1
Nicolato, Elisa
1
Nielsen, Helena Skyt
1
Nielsen, Morten Ørregaard
1
Peare, Paula
1
Platen, Eckhard
1
Poulsen, Rolf
1
Reng Rasmussen, Anne-Sofie
1
Schmid, Wolfgang
1
Shepard, Neil
1
Shin Jensen, Malene
1
Sponholtz, Carina
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
1,836
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
225
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
197
OECD
139
Organisation for Economic Co-operation and Development
71
International Monetary Fund (IMF)
68
C.E.P.R. Discussion Papers
67
Ekonomiska forskningsinstitutet <Stockholm>
64
Institut für Schweizerisches Bankwesen <Zürich>
52
EconWPA
44
European University Institute / Department of Economics
44
HAL
43
Center for Economic Research <Tilburg>
42
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
36
International Monetary Fund
29
Rodney L. White Center for Financial Research
28
Umeå universitet
27
Université Paris-Dauphine (Paris IX)
27
Federal Reserve Bank of St. Louis
26
Federal Reserve System / Division of Research and Statistics
25
Agricultural and Applied Economics Association - AAEA
24
Econometrisch Instituut <Rotterdam>
23
London School of Economics and Political Science
23
Chambre de commerce et d'industrie de Paris
22
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
22
European Central Bank
22
University of New England / Department of Econometrics
22
Centre for Microdata Methods and Practice <London>
21
Centre for Quantitative Economics & Computing
21
Erasmus Research Institute of Management
21
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
World Bank
21
Svenska Handelshögskolan <Helsinki>
20
University of Exeter / Department of Economics
20
Deutsche Forschungsgemeinschaft
19
Springer Fachmedien Wiesbaden
19
CESifo
18
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
18
Federal Reserve System / Board of Governors
18
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
51
Source
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ECONIS (ZBW)
51
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1
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
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2
Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of
volatility
models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
Saved in:
3
Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838599
Saved in:
4
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
Saved in:
5
Convergence of the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690050
Saved in:
6
Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269
Saved in:
7
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:
8
Long-run regression : theory and application to U.S. asset markets
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491534
Saved in:
9
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
Saved in:
10
The educational asset market : a finance perspective on human capital investment
Christiansen, Charlotte
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690061
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