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subject:"Theorie"
type_genre:"Non-commercial literature"
~institution:"Australian National University / Faculty of Economics and Commerce"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Zeitreihenanalyse"
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Theorie
Zeitreihenanalyse
Theory
131
Option pricing theory
14
Optionspreistheorie
14
Estimation
12
Schätzung
12
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Game theory
9
Spieltheorie
9
Time series analysis
9
Estimation theory
8
Schätztheorie
8
Volatility
8
Volatilität
8
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Statistical test
7
Statistischer Test
7
ARCH model
6
ARCH-Modell
6
Auction theory
6
Auktionstheorie
6
Risiko
6
Risk
6
Adverse Selektion
5
Adverse selection
5
CAPM
5
Growth theory
5
Markov chain
5
Markov-Kette
5
Option trading
5
Optionsgeschäft
5
Wachstumstheorie
5
Agency theory
4
Börsenkurs
4
Cointegration
4
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Type of publication
All
Book / Working Paper
131
Type of publication (narrower categories)
All
Non-commercial literature
Arbeitspapier
150
Working Paper
150
Graue Literatur
131
Systematic review
1
Übersichtsarbeit
1
Language
All
English
131
Author
All
Grant, Simon
9
Menezes, Flávio Marques
7
Barndorff-Nielsen, Ole E.
6
Kajii, Atsushi
6
Apps, Patricia
5
Rees, Ray
5
Hooper, Vincent J.
4
Monteiro, Paulo Klinger
4
Quiggin, John C.
4
Tanggaard, Carsten
4
Christensen, Bent Jesper
3
Di Miscia, Orazio
3
Jack, William
3
Jones, Chris
3
King, Stephen P.
3
Kline, J. Jude
3
Lau, Sau-Him Paul
3
Lunde, Asger
3
Mikkelsen, Peter
3
Pointon, John
3
Polak, Ben
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Sørensen, Michael
3
Taulbjerg, Jes
3
Benge, Matt
2
Chambers, Robert G.
2
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Falvey, Rodney E.
2
Gower, Luke
2
Hansen, Peter Reinhard
2
Jones, Glenn
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Pitchford, Rohan
2
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Institution
All
Australian National University / Faculty of Economics and Commerce
Centre for Analytical Finance <Århus>
Center for Economic Research <Tilburg>
278
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
256
Ekonomiska forskningsinstitutet <Stockholm>
240
European University Institute / Department of Economics
217
National Bureau of Economic Research
204
Forschungsinstitut zur Zukunft der Arbeit
165
Umeå universitet
115
Foerder Institute for Economic Research <Tēl-Āvîv>
108
Social Systems Research Institute
99
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
99
Institut für Weltwirtschaft
96
Universitat Pompeu Fabra / Departament d'Economia i Empresa
93
Internationaler Währungsfonds / Research Department
86
University of Exeter / Department of Economics
83
Universitetet i Oslo / Økonomisk institutt
79
Massachusetts Institute of Technology / Department of Economics
78
Centre for Economic Policy Research
77
Robert Schuman Centre for Advanced Studies
75
Columbia University / Department of Economics
73
European University Institute / Department of Law
72
Johns Hopkins University / Department of Economics
67
Instituto Valenciano de Investigaciones Económicas
64
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
63
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
62
Bonn Graduate School of Economics
61
Brown University / Department of Economics
61
INSEAD
55
Institute of Finance and Accounting <London>
54
University of Southampton / Department of Economics
54
University of Warwick / Department of Economics
54
University of Cambridge / Department of Applied Economics
53
Københavns Universitet / Økonomisk Institut
52
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
52
Georgetown University / Economics Department
51
University of Strathclyde / Department of Economics
51
Escola de Pós-Graduação em Economia <Rio de Janeiro>
50
Umeå Universitet / Institutionen för Nationalekonomi
49
Federal Reserve Bank of Cleveland
48
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
66
Working papers in economics and econometrics
65
Source
All
ECONIS (ZBW)
131
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1
Estimation of expected return : CAPM vs Fama and French
Bartholdy, Jan
(
contributor
);
Peare, Paula
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069191
Saved in:
2
Exotic options : proofs without formulas
Poulsen, R.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922259
Saved in:
3
Speculative bubbles in stock prices? : Tests based on the price-dividend ratio
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001998442
Saved in:
4
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
5
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
6
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
7
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
8
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
Saved in:
9
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
10
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
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