//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~source:"econis"
~subject:"Regression analysis"
~subject:"Stochastischer Prozess"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Risiko
Regression analysis
Stochastischer Prozess
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Time series analysis
6
Zeitreihenanalyse
6
Estimation theory
5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Schätztheorie
5
CAPM
4
Option trading
4
Optionsgeschäft
4
Cointegration
3
Einheitswurzeltest
3
Hedging
3
Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
Probability theory
3
Regressionsanalyse
3
Statistical distribution
3
Statistische Verteilung
3
more ...
less ...
Type of publication
All
Book / Working Paper
15
Type of publication (narrower categories)
All
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Language
All
English
15
Author
All
Barndorff-Nielsen, Ole E.
7
Shephard, Neil G.
3
Schmidli, Hanspeter
2
Shepard, Neil
2
Di Miscia, Orazio
1
Levendorskij, Sergej Z.
1
Nicolato, Elisa
1
Nielsen, Morten Ørregaard
1
Stelzer, Robert
1
Strunk Hansen, Charlotte
1
Sørensen, Helle
1
Sørensen, Michael
1
Tuypens, Bjorn E.
1
Uchida, Masayuki
1
Venardos, Emmanouil
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
262
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
68
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
12
Ekonomiska forskningsinstitutet <Stockholm>
11
Springer Fachmedien Wiesbaden
10
Edward Elgar Publishing
9
University of Exeter / Department of Economics
8
Australian National University / Faculty of Economics and Commerce
7
Chambre de commerce et d'industrie de Paris
7
European University Institute / Department of Economics
7
University of Southampton / Department of Economics
7
Center for Economic Research <Tilburg>
6
Erasmus Research Institute of Management
6
Federal Reserve System / Division of Research and Statistics
6
Massachusetts Institute of Technology / Department of Economics
6
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
6
University of Dundee / Department of Economic Studies
6
Aarhus Universitet / Afdeling for Nationaløkonomi
5
Federal Reserve System / Board of Governors
5
Centre for Economic Policy Research
4
Econometrisch Instituut <Rotterdam>
4
Foerder Institute for Economic Research <Tēl-Āvîv>
4
Forschungsinstitut zur Zukunft der Arbeit
4
Georgetown University / Economics Department
4
Institute of Finance and Accounting <London>
4
Leibniz-Institut für Wirtschaftsforschung Halle
4
Springer-Verlag GmbH
4
Trinity College Dublin / Department of Economics
4
Umeå universitet
4
Zentrum für Europäische Wirtschaftsforschung
4
Birkbeck College / Department of Economics
3
Bonn Graduate School of Economics
3
Brown University / Department of Economics
3
Centre for Quantitative Economics & Computing
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Deutsche Forschungsgemeinschaft
3
European University Institute / Department of Law
3
Friedrich-Schiller-Universität Jena
3
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
3
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
15
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
15
Sort
Relevance
Date (newest first)
Date (oldest first)
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
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
3
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:
4
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
5
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
6
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
7
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
8
Econometric analysis of realised covariation : high frequency covariance, regression and correlation in financial economics
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686826
Saved in:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->