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~institution:"Centre for Analytical Finance <Århus>"
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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
Time series analysis
10
Volatility
10
Volatilität
10
Zeitreihenanalyse
10
Estimation
8
Monte Carlo simulation
8
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8
Schätzung
8
Estimation theory
7
Schätztheorie
7
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7
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7
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6
ARCH-Modell
6
Cointegration
5
Kointegration
5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Option trading
5
Optionsgeschäft
5
Statistical distribution
5
Statistische Verteilung
5
CAPM
4
Probability theory
4
Wahrscheinlichkeitsrechnung
4
Bias
3
Einheitswurzeltest
3
Hedging
3
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3
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Book / Working Paper
78
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Arbeitspapier
71
Graue Literatur
71
Non-commercial literature
71
Working Paper
71
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English
78
Author
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Barndorff-Nielsen, Ole E.
8
Sørensen, Michael
6
Tanggaard, Carsten
5
Ørregaard Nielsen, Morten
5
Christensen, Bent Jesper
4
Shepard, Neil
4
Di Miscia, Orazio
3
Lunde, Asger
3
Mikkelsen, Peter
3
Nielsen, Jens Perch
3
Schmidli, Hanspeter
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, Morten Ørregaard
2
Rahbek, Anders
2
Sørensen, Helle
2
Bartholdy, Jan
1
Bechmann, Ken L.
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
Jones, M. C.
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
8,338
OECD
596
Edward Elgar Publishing
566
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
340
European Commission / Joint Research Centre
316
Ekonomiska forskningsinstitutet <Stockholm>
286
IGI Global
284
Center for Economic Research <Tilburg>
282
Springer Fachmedien Wiesbaden
259
European University Institute / Department of Economics
253
International Monetary Fund
242
World Bank
203
Forschungsinstitut zur Zukunft der Arbeit
168
Internationaler Währungsfonds / Research Department
149
Centre for Economic Policy Research
143
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
141
Umeå universitet
129
Foerder Institute for Economic Research <Tēl-Āvîv>
128
Universitat Pompeu Fabra / Departament d'Economia i Empresa
110
University of Exeter / Department of Economics
108
Social Systems Research Institute
104
Organisation for Economic Co-operation and Development
103
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
103
European Parliament / Directorate-General for Internal Policies of the Union
102
Robert Schuman Centre for Advanced Studies
95
Deutsche Forschungsgemeinschaft
92
European Central Bank
92
Springer-Verlag GmbH
91
Australian National University / Faculty of Economics and Commerce
84
Econometrisch Instituut <Rotterdam>
82
European University Institute / Department of Law
82
Erasmus Research Institute of Management
81
Federal Reserve System / Board of Governors
81
University of Warwick / Department of Economics
81
Universitetet i Oslo / Økonomisk institutt
80
Bangladesch / Parisaṅkhyāna Byuro
79
Columbia University / Department of Economics
79
Massachusetts Institute of Technology / Department of Economics
78
Federal Reserve System / Division of Research and Statistics
77
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
78
Source
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ECONIS (ZBW)
78
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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
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
3
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
Saved in:
4
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
5
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:
6
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
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
Realised power variation and stochastic models
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607775
Saved in:
9
Integrated OU processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560040
Saved in:
10
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
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