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subject:"Capital income"
subject:"Zeitreihenanalyse"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Institut für Höhere Studien"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Theory"
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Subject
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Capital income
Zeitreihenanalyse
Theorie
96
Theory
96
Estimation
16
Schätzung
16
Option pricing theory
13
Optionspreistheorie
13
Yield curve
11
Zinsstruktur
11
Time series analysis
9
Estimation theory
8
Schätztheorie
8
Austria
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Statistical test
7
Statistischer Test
7
Stochastic process
7
Stochastischer Prozess
7
Volatility
7
Volatilität
7
Österreich
7
ARCH model
6
ARCH-Modell
6
Börsenkurs
5
CAPM
5
Markov chain
5
Markov-Kette
5
Share price
5
Forecasting model
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Option trading
4
Optionsgeschäft
4
Prognoseverfahren
4
Cointegration
3
Einheitswurzeltest
3
Forecast
3
Hedging
3
Human capital
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
Graue Literatur
12
Non-commercial literature
12
Working Paper
11
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
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Language
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English
11
Author
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Kunst, Robert M.
2
Busch, Thomas
1
Christiansen, Charlotte
1
Franses, Philip Hans
1
Hahn, Franz R.
1
Jensen, Morten Berg
1
Jumah, Adusei
1
Koulikov, Dmitri
1
Lunde, Asger
1
Myhre Lildholt, Peter
1
Rahbek, Anders
1
Rünstler, Gerhard
1
Strunk Hansen, Charlotte
1
Søndergaard Rasmussen, Nicki
1
Tolver Jensen, Søren
1
Tuypens, Bjorn E.
1
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Institution
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Centre for Analytical Finance <Århus>
Institut für Höhere Studien
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
45
Ekonomiska forskningsinstitutet <Stockholm>
30
European University Institute / Department of Economics
28
Rodney L. White Center for Financial Research
11
Econometrisch Instituut <Rotterdam>
9
University of Chicago / Center for Research in Security Prices
9
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Umeå universitet
7
Erasmus Research Institute of Management
6
European University Institute / Department of Law
6
The Wharton Financial Institutions Center
6
University of Exeter / Department of Economics
6
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
5
London School of Economics and Political Science
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
University of Cambridge / Department of Applied Economics
5
University of Strathclyde / Department of Economics
5
Birkbeck College / Department of Economics
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Institute of Finance and Accounting <London>
4
Svenska Handelshögskolan <Helsinki>
4
University of Southampton / Department of Economics
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Federal Reserve Bank of New York
3
Federal Reserve System / Division of Research and Statistics
3
Instituto Valenciano de Investigaciones Económicas
3
Rutgers University / Department of Economics
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
Universität Basel / Institut für Statistik und Ökonometrie
3
Université de Montréal / Département de sciences économiques
3
Australien / Bureau of Statistics
2
Center for Economic Research <Tilburg>
2
Federal Reserve Bank of San Francisco
2
Federal Reserve System / Board of Governors
2
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
8
Reihe Ökonomie
3
Source
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ECONIS (ZBW)
11
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1
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
2
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
3
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:
4
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:
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
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
Saved in:
9
Potential output, the natural rate of unemployment, and the Phillips Curve in a multivariate structural time series framework
Hahn, Franz R.
;
Rünstler, Gerhard
-
1996
Persistent link: https://www.econbiz.de/10000941829
Saved in:
10
Forecasting seasonally cointegrated systems: supply response in Austrian agriculture
Jumah, Adusei
-
1995
Persistent link: https://www.econbiz.de/10000919493
Saved in:
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