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institution:"Loughborough University / Department of Economics"
subject:"Zeitreihenanalyse"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Corruption"
~subject:"Endogenous growth model"
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Zeitreihenanalyse
Corruption
Endogenous growth model
Theorie
88
Theory
88
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Estimation
8
Schätzung
8
Time series analysis
8
Einheitswurzeltest
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Statistical test
7
Statistischer Test
7
Unit root test
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
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
Statistical distribution
4
Statistische Verteilung
4
Cointegration
3
Hedging
3
Interest rate
3
Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
Probability theory
3
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Type of publication
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Book / Working Paper
11
Type of publication (narrower categories)
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Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
Language
All
English
11
Author
All
Andrianova, Svetlana
2
Harvey, David I.
2
Busch, Thomas
1
Christiansen, Charlotte
1
Evans, Dwyfor
1
Green, Christopher J.
1
Koulikov, Dmitri
1
Leybourne, Stephen James
1
Mills, Terence C.
1
Murinde, Victor
1
Myhre Lildholt, Peter
1
Newbold, Paul
1
Rahbek, Anders
1
Søndergaard Rasmussen, Nicki
1
Tolver Jensen, Søren
1
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Institution
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Loughborough University / Department of Economics
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
167
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
47
Ekonomiska forskningsinstitutet <Stockholm>
45
European University Institute / Department of Economics
38
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
22
Umeå universitet
18
Institut für Weltwirtschaft
10
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
9
Internationaler Währungsfonds / Research Department
9
Econometrisch Instituut <Rotterdam>
8
Internationaler Währungsfonds / Fiscal Affairs Department
8
Umeå Universitet / Institutionen för Nationalekonomi
7
Universität Dortmund / Wirtschafts- und Sozialwissenschaftliche Fakultät
7
Center for Economic Research <Tilburg>
6
European University Institute / Department of Law
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Institut für Höhere Studien
6
University of Exeter / Department of Economics
6
University of Otago / Commerce Division
6
Centre for Economic Policy Research
5
Centre for Quantitative Economics & Computing
5
Christian-Albrechts-Universität zu Kiel
5
Forschungsinstitut zur Zukunft der Arbeit
5
International Monetary Fund
5
London School of Economics and Political Science
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
Shakai-Keizai-Kenkyūsho <Osaka>
5
Universitat Autònoma de Barcelona / Departament d'Economia i d'Història Econòmica
5
University of Dundee / Department of Economic Studies
5
University of Southampton / Department of Economics
5
University of Strathclyde / Department of Economics
5
Australian National University / Faculty of Economics and Commerce
4
Birkbeck College / Department of Economics
4
Centre for International Economic Studies
4
Deutschland / Bundeswehr / Universität Hamburg
4
Edward Elgar Publishing
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Foerder Institute for Economic Research <Tēl-Āvîv>
4
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
6
Economics discussion paper series / Loughborough University, Department of Economics
5
Source
All
ECONIS (ZBW)
11
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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
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:
3
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:
4
Tests for stationarity in series with endogenously determined structural change
Harvey, David I.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001656284
Saved in:
5
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
Saved in:
6
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
7
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
Saved in:
8
On corruption and institutions in decentralized economies
Andrianova, Svetlana
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726422
Saved in:
9
Tests for a break in level when the order of integration is unknown
Harvey, David I.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001689528
Saved in:
10
On corruption and institutions in decentralised economies
Andrianova, Svetlana
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001616448
Saved in:
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