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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~subject:"Statistischer Test"
~subject:"Zeitreihenanalyse"
~type_genre:"Non-commercial literature"
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Risiko
Statistischer Test
Zeitreihenanalyse
Theorie
66
Theory
66
Option pricing theory
13
Optionspreistheorie
13
Yield curve
11
Zinsstruktur
11
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Stochastic process
7
Stochastischer Prozess
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Time series analysis
6
Estimation theory
5
Markov chain
5
Markov-Kette
5
Schätztheorie
5
CAPM
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
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
Regressionsanalyse
3
Unit root test
3
Wahrscheinlichkeitsrechnung
3
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Type of publication
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Book / Working Paper
15
Type of publication (narrower categories)
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Non-commercial literature
Arbeitspapier
15
Graue Literatur
15
Working Paper
15
Language
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English
15
Author
All
Hansen, Peter Reinhard
2
Lunde, Asger
2
Schmidli, Hanspeter
2
Taulbjerg, Jes
2
Barndorff-Nielsen, Ole E.
1
Busch, Thomas
1
Christiansen, Charlotte
1
Jakubenas, Paulius
1
Koulikov, Dmitri
1
Myhre Lildholt, Peter
1
Rahbek, Anders
1
Shephard, Neil G.
1
Søndergaard Rasmussen, Nicki
1
Tolver Jensen, Søren
1
Ørregaard Nielsen, Morten
1
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Institution
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Centre for Analytical Finance <Århus>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
67
Ekonomiska forskningsinstitutet <Stockholm>
42
European University Institute / Department of Economics
32
Umeå universitet
13
Center for Economic Research <Tilburg>
10
University of Southampton / Department of Economics
9
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
8
Australian National University / Faculty of Economics and Commerce
7
European University Institute / Department of Law
7
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
7
University of Cambridge / Department of Applied Economics
7
Aarhus Universitet / Afdeling for Nationaløkonomi
6
Columbia University / Department of Economics
6
Forschungsinstitut zur Zukunft der Arbeit
6
National Bureau of Economic Research
6
Umeå Universitet / Institutionen för Nationalekonomi
6
University of Exeter / Department of Economics
6
Université de Montréal / Département de sciences économiques
6
Birkbeck College / Department of Economics
5
Brown University / Department of Economics
5
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Institute of Finance and Accounting <London>
5
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
5
University of California Davis / Department of Economics
5
University of Strathclyde / Department of Economics
5
Centre for Economic Policy Research
4
Chambre de commerce et d'industrie de Paris
4
Christian-Albrechts-Universität zu Kiel
4
Georgetown University / Economics Department
4
Institut für Höhere Studien
4
Johns Hopkins University / Department of Economics
4
University of Cambridge / Faculty of Economics
4
University of New England / Department of Econometrics
4
Basel Committee on Banking Supervision
3
Econometrisch Instituut <Rotterdam>
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
Federal Reserve Bank of New York
3
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
15
Source
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ECONIS (ZBW)
15
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1
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
2
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
3
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
Saved in:
4
Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of volatility models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
Saved in:
5
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
Saved in:
6
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
Saved in:
7
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
8
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
Saved in:
9
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
Saved in:
10
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
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