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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~subject:"Estimation"
~subject:"Markov chain"
~subject:"Regressionsanalyse"
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Risiko
Estimation
Markov chain
Regressionsanalyse
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
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-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
Regression analysis
3
Statistical distribution
3
Statistische Verteilung
3
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Book / Working Paper
17
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Arbeitspapier
17
Graue Literatur
17
Non-commercial literature
17
Working Paper
17
Language
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English
17
Author
All
Christiansen, Charlotte
2
Nielsen, Morten Ørregaard
2
Schmidli, Hanspeter
2
Tanggaard, Carsten
2
Barndorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Busch, Thomas
1
Di Miscia, Orazio
1
Hansen, Niels Richard
1
Kessler, Mathieu
1
Mikkelsen, Peter
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Jens Perch
1
Shepard, Neil
1
Strunk Hansen, Charlotte
1
Sørensen, Michael
1
Tuypens, Bjorn E.
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
695
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
57
Ekonomiska forskningsinstitutet <Stockholm>
56
Forschungsinstitut zur Zukunft der Arbeit
35
Springer Fachmedien Wiesbaden
30
Internationaler Währungsfonds / Research Department
23
Birkbeck College / Department of Economics
18
Federal Reserve System / Board of Governors
17
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
16
Umeå universitet
15
Edward Elgar Publishing
14
Institut für Weltwirtschaft
13
Center for Economic Research <Tilburg>
12
European University Institute / Department of Economics
12
University of Exeter / Department of Economics
12
Federal Reserve System / Division of Research and Statistics
11
Friedrich-Schiller-Universität Jena
11
Trinity College Dublin / Department of Economics
11
University of Oxford / Institute of Economics and Statistics
11
Verlag Dr. Kovač
11
Institut für Höhere Studien
10
University of Dundee / Department of Economic Studies
10
Australian National University / Faculty of Economics and Commerce
9
Centre for Quantitative Economics & Computing
9
Chambre de commerce et d'industrie de Paris
9
Massachusetts Institute of Technology / Department of Economics
9
Universität Mannheim
9
Centre for Economic Performance
8
Centre for Economic Policy Research
8
Christian-Albrechts-Universität zu Kiel
8
Eric Cuvillier <Firma>
8
Goethe-Universität Frankfurt am Main
8
Leibniz-Institut für Wirtschaftsforschung Halle
8
University of Reading / Department of Economics
8
International Monetary Fund
7
Umeå Universitet / Institutionen för Nationalekonomi
7
University of Southampton / Department of Economics
7
University of Waterloo / Department of Economics
7
Zentrum für Europäische Wirtschaftsforschung
7
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
17
Source
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ECONIS (ZBW)
17
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1
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:
2
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
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
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
6
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
7
Optimal residual based tests for fractional cointegration and exchange rate dynamics
Nielsen, Morten Ørregaard
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702310
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
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
Saved in:
10
Return-based and range-based (co)viariance estimation : with an application to foreign exchange markets
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
Saved in:
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