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subject:"Entscheidung"
subject:"Test"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Københavns Universitet / Økonomisk Institut"
~subject:"Time series analysis"
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Entscheidung
Test
Time series analysis
Theorie
122
Theory
122
Option pricing theory
15
Optionspreistheorie
15
Stochastic process
11
Stochastischer Prozess
11
Yield curve
11
Zinsstruktur
11
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Estimation
8
Estimation theory
8
Schätztheorie
8
Schätzung
8
Volatility
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Volatilität
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Zeitreihenanalyse
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Core
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Incomplete market
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Statistical test
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Statistischer Test
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Unvollkommener Markt
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Cointegration
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Kointegration
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Game theory
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Markov chain
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Markov-Kette
5
Spieltheorie
5
Adverse Selektion
4
Adverse selection
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Allgemeines Gleichgewicht
4
General equilibrium
4
Option trading
4
Optionsgeschäft
4
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Book / Working Paper
9
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Graue Literatur
9
Non-commercial literature
9
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7
Working Paper
7
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1
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Sammlung
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English
9
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Jusélius, Katarina
2
Browning, Martin James
1
Busch, Thomas
1
Christiansen, Charlotte
1
Koulikov, Dmitri
1
Lechene, Valérie
1
Myhre Lildholt, Peter
1
Rahbek, Anders
1
Søndergaard Rasmussen, Nicki
1
Tolver Jensen, Søren
1
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Centre for Analytical Finance <Århus>
Københavns Universitet / Økonomisk Institut
National Bureau of Economic Research
83
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
46
Ekonomiska forskningsinstitutet <Stockholm>
44
European University Institute / Department of Economics
33
Umeå universitet
12
Econometrisch Instituut <Rotterdam>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Centre for Quantitative Economics & Computing
6
Gottfried Wilhelm Leibniz Universität Hannover
6
London School of Economics and Political Science
6
Umeå Universitet / Institutionen för Nationalekonomi
6
University of Southampton / Department of Economics
6
Universität Mannheim / Institut für Volkswirtschaft und Statistik
6
Christian-Albrechts-Universität zu Kiel
5
European University Institute / Department of Law
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
University of Strathclyde / Department of Economics
5
Australian National University / Faculty of Economics and Commerce
4
Centre for Economic Policy Research
4
Edward Elgar Publishing
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Institut für Höhere Studien
4
Organisation for Economic Co-operation and Development
4
University of Cambridge / Department of Applied Economics
4
University of Exeter / Department of Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Birkbeck College / Department of Economics
3
Erasmus Research Institute of Management
3
Friedrich-Schiller-Universität Jena
3
IGI Global
3
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3
Norges Bank / Utredningsavdelingen
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Springer Fachmedien Wiesbaden
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
6
Discussion papers / Department of Economics, University of Copenhagen
1
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ECONIS (ZBW)
9
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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
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:
5
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
6
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:
7
Caring and sharing : tests between alternative models of intra-household allocation
Browning, Martin James
(
contributor
); …
-
2001
Persistent link: https://www.econbiz.de/10001592957
Saved in:
8
Theoretical results in the I(1) and the I(2) model
Jusélius, Katarina
(
ed.
)
-
1994
Persistent link: https://www.econbiz.de/10000895834
Saved in:
9
Theory with illustrations methodological questions in empirical macroeconomics
Jusélius, Katarina
(
ed.
)
-
1994
Persistent link: https://www.econbiz.de/10000895835
Saved in:
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