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~accessRights:"free"
~isPartOf:"CREATES research paper"
~language:"eng"
~subject:"Option pricing theory"
~subject:"Prognoseverfahren"
~type:"book"
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Option pricing theory
Prognoseverfahren
Theorie
211
Theory
211
Time series analysis
164
Zeitreihenanalyse
164
Estimation theory
137
Schätztheorie
137
Volatility
101
Volatilität
101
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98
Estimation
79
Schätzung
79
Stochastic process
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Stochastischer Prozess
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Capital income
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Statistischer Test
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Risikoprämie
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Risk premium
31
Yield curve
29
Zinsstruktur
29
Nichtparametrisches Verfahren
28
Nonparametric statistics
28
Optionspreistheorie
28
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25
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Arbeitspapier
125
Graue Literatur
125
Non-commercial literature
125
Working Paper
125
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English
Author
All
Christoffersen, Peter F.
12
Stentoft, Lars
8
Bollerslev, Tim
6
Hillebrand, Eric
6
Jacobs, Kris
6
Borup, Daniel
5
Engsted, Tom
5
Rombouts, Jeroen V. K.
5
Teräsvirta, Timo
5
Varneskov, Rasmus Tangsgaard
5
Christensen, Bent Jesper
4
Christiansen, Charlotte
4
Lunde, Asger
4
Pedersen, Thomas Q.
4
Proietti, Tommaso
4
Andersen, Torben
3
Boldrini, Lorenzo
3
Bredahl Kock, Anders
3
Ergemen, Yunus Emre
3
Eriksen, Jonas Nygaard
3
Exterkate, Peter
3
Hansen, Peter Reinhard
3
Kallestrup-Lamb, Malene
3
Kruse, Robinson
3
Lee, Tae-hwy
3
Nyberg, Henri
3
Santucci de Magistris, Paolo
3
Timmermann, Allan
3
Todorov, Viktor
3
Violante, Francesco
3
Voev, Valeri
3
Amaya, Diego
2
Andreasen, Martin Møller
2
Bennedsen, Mikkel
2
Callot, Laurent
2
Chini, Emilio Zanetti
2
Dias, Gustavo Fruet
2
Grassi, Stefano
2
Hillebrand, Eric T.
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Kjærgaard, Søren
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CREATES research paper
NBER working paper series
308
NBER Working Paper
271
Working paper
201
Discussion paper / Tinbergen Institute
200
ECB Working Paper
171
Working paper series / European Central Bank
162
IMF working papers
150
Working paper / Department of Econometrics and Business Statistics, Monash University
134
CESifo working papers
126
Research paper series / Swiss Finance Institute
110
SFB 649 discussion paper
109
Working paper / National Bureau of Economic Research, Inc.
107
Finance and economics discussion series
100
Econometric Institute research papers
95
Working papers
94
Tinbergen Institute Discussion Paper
78
Working paper series
73
CESifo Working Paper
70
Discussion paper
70
Federal Reserve Bank of Cleveland working paper series
67
IMF Working Paper
67
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
67
CAMA working paper series
66
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
64
Swiss Finance Institute Research Paper
58
Working Paper
58
Working paper / Norges Bank
54
FEDS Working Paper
53
Staff working paper / Bank of Canada
50
CESifo Working Paper Series
46
Temi di discussione / Banca d'Italia
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Staff reports / Federal Reserve Bank of New York
45
Discussion paper series / IZA
44
Cambridge working papers in economics
43
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CFS working paper series
41
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ECONIS (ZBW)
125
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1
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
-
2021
Persistent link: https://www.econbiz.de/10012815973
Saved in:
2
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
3
Inference and forecasting for continuous-time integervalued trawl processes and their use in financial economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
Saved in:
4
A machine learning approach to volatility forecasting
Christensen, Kim
;
Siggaard, Mathias Voldum
;
Veliyev, …
-
2021
Persistent link: https://www.econbiz.de/10012434010
Saved in:
5
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
-
2020
Persistent link: https://www.econbiz.de/10012433967
Saved in:
6
Predicting bond return predictability
Borup, Daniel
;
Eriksen, Jonas Nygaard
;
Kjær, Mads M.
; …
-
2020
-
This version: July 7, 2020
Persistent link: https://www.econbiz.de/10012317813
Saved in:
7
Targeting predictors in random forest regression
Borup, Daniel
;
Christensen, Bent Jesper
;
Mühlbach, …
-
2020
-
This version: May 5, 2020
Persistent link: https://www.econbiz.de/10012317696
Saved in:
8
Assessing predictive accuracy in panel data models with long-range dependence
Borup, Daniel
;
Christensen, Bent Jesper
;
Ergemen, Yunus Emre
-
2019
Persistent link: https://www.econbiz.de/10011991275
Saved in:
9
Bond risk premiums at the zero lower bound
Andreasen, Martin Møller
;
Jørgensen, Kasper
;
Meldrum, …
-
2019
Persistent link: https://www.econbiz.de/10012063987
Saved in:
10
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
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