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subject:"Capital income"
subject:"Zeitreihenanalyse"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Institute of Finance and Accounting <London>"
~subject:"Mathematische Optimierung"
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Capital income
Zeitreihenanalyse
Mathematische Optimierung
Theorie
127
Theory
127
Option pricing theory
15
Optionspreistheorie
15
Portfolio selection
15
Portfolio-Management
15
Yield curve
13
Zinsstruktur
13
Volatility
12
Volatilität
12
Stochastic process
10
Stochastischer Prozess
10
Estimation
9
Schätzung
9
CAPM
8
Statistical test
8
Statistischer Test
8
Hedging
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Time series analysis
7
ARCH model
6
ARCH-Modell
6
Corporate Governance
6
Corporate governance
6
Eigentümerstruktur
5
Estimation theory
5
Kapitaleinkommen
5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Option trading
5
Optionsgeschäft
5
Ownership structure
5
Risiko
5
Risk
5
Schätztheorie
5
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Free
4
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Book / Working Paper
13
Type of publication (narrower categories)
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Arbeitspapier
13
Graue Literatur
13
Non-commercial literature
13
Working Paper
13
Language
All
English
13
Author
All
Cooper, Ian
2
Davydenko, Sergei A.
2
Johnson, Timothy C.
2
Busch, Thomas
1
Christiansen, Charlotte
1
Jensen, Morten Berg
1
Koulikov, Dmitri
1
Lunde, Asger
1
Myhre Lildholt, Peter
1
Raahauge, Peter
1
Rahbek, Anders
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>
Institute of Finance and Accounting <London>
National Bureau of Economic Research
275
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
48
Ekonomiska forskningsinstitutet <Stockholm>
43
European University Institute / Department of Economics
33
Econometrisch Instituut <Rotterdam>
22
Erasmus Research Institute of Management
16
Deutsche Forschungsgemeinschaft
14
IGI Global
12
Umeå universitet
12
Center for Economic Research <Tilburg>
11
Institut für Betriebswirtschaftslehre <Darmstadt> / Fachgebiet Operations-Research
11
Rodney L. White Center for Financial Research
11
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
9
Institut für Ökonometrie und Operations Research, Rheinische Friedrich-Wilhelms-Universität Bonn
9
The Wharton Financial Institutions Center
9
University of Chicago / Center for Research in Security Prices
9
Birkbeck College / Department of Economics
7
European University Institute / Department of Law
7
Gottfried Wilhelm Leibniz Universität Hannover
7
University of Exeter / Department of Economics
7
Centre for Quantitative Economics & Computing
6
International Federation for Information Processing
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
5
Christian-Albrechts-Universität zu Kiel
5
Deutsche Gesellschaft für Operations-Research
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
Federal Reserve System / Board of Governors
5
Institut für Höhere Studien
5
London School of Economics and Political Science
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
5
Svenska Handelshögskolan <Helsinki>
5
University of Cambridge / Department of Applied Economics
5
University of Southampton / Department of Economics
5
University of Strathclyde / Department of Economics
5
Edward Elgar Publishing
4
Eric Cuvillier <Firma>
4
Innocenzo Gasparini Institute for Economic Research <Mailand>
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
9
IFA working paper
4
Source
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ECONIS (ZBW)
13
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1
Using yield spreads to estimate expected returns on debt and equity
Cooper, Ian
(
contributor
);
Davydenko, Sergei A.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001996452
Saved in:
2
Forecast dispersion and the cross-section of expected returns
Johnson, Timothy C.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001778923
Saved in:
3
Using yield spread to estimate expected returns on debt and equity
Cooper, Ian
(
contributor
);
Davydenko, Sergei A.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001845238
Saved in:
4
Return dynamics when persistence is unobservable
Johnson, Timothy C.
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700337
Saved in:
5
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
6
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
7
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
Saved in:
8
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:
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
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:
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