//--> //--> //--> //-->
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"
~subject:"Markov chain"
~subject:"Option trading"
~subject:"Regressionsanalyse"
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
Markov chain
Option trading
Regressionsanalyse
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
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-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Schätztheorie
5
CAPM
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
more ...
less ...
Type of publication
All
Book / Working Paper
14
Type of publication (narrower categories)
All
Arbeitspapier
14
Graue Literatur
14
Non-commercial literature
14
Working Paper
14
Language
All
English
14
Author
All
Løchte Jørgensen, Peter
2
Schmidli, Hanspeter
2
Barndorff-Nielsen, Ole E.
1
Bechmann, Ken L.
1
Christiansen, Charlotte
1
Di Miscia, Orazio
1
Grosen, Anders
1
Hansen, Niels Richard
1
Kessler, Mathieu
1
Mikkelsen, Peter
1
Nielsen, Morten Ørregaard
1
Peskir, Goran
1
Shepard, Neil
1
Strunk Hansen, Charlotte
1
Sørensen, Michael
1
Tuypens, Bjorn E.
1
Širjaev, Alʹbert N.
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
247
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
29
Ekonomiska forskningsinstitutet <Stockholm>
15
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
13
Center for Economic Research <Tilburg>
9
Edward Elgar Publishing
9
Chambre de commerce et d'industrie de Paris
7
European University Institute / Department of Economics
7
Massachusetts Institute of Technology / Department of Economics
7
University of Southampton / Department of Economics
7
Australian National University / Faculty of Economics and Commerce
6
University of Dundee / Department of Economic Studies
6
Federal Reserve System / Board of Governors
5
Institute of Finance and Accounting <London>
5
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
5
Springer Fachmedien Wiesbaden
5
Umeå universitet
5
University of British Columbia / Finance Division
5
University of Exeter / Department of Economics
5
Birkbeck College / Department of Economics
4
Brown University / Department of Economics
4
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
4
Christian-Albrechts-Universität zu Kiel
4
Federal Reserve System / Division of Research and Statistics
4
Forschungsinstitut zur Zukunft der Arbeit
4
Georgetown University / Economics Department
4
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
4
Leibniz-Institut für Wirtschaftsforschung Halle
4
Zentrum für Europäische Wirtschaftsforschung
4
Centre for Quantitative Economics & Computing
3
European University Institute / Department of Law
3
Federal Reserve Bank of St. Louis
3
Foerder Institute for Economic Research <Tēl-Āvîv>
3
Instituto Valenciano de Investigaciones Económicas
3
Internationaler Währungsfonds
3
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
3
Social Systems Research Institute
3
Sosialøkonomisk Institutt
3
State University of New York at Albany / Department of Economics
3
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
14
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
Relevance
Date (newest first)
Date (oldest first)
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
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:
3
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
4
Short tales, price pressure, and the stock price response to convertible bond calls
Bechmann, Ken L.
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851134
Saved in:
5
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
6
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:
7
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:
8
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:
9
On time-reversibility and estimating functions for Markov processes
Kessler, Mathieu
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690055
Saved in:
10
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->