//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Time series analysis"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>"
~subject:"Kleinste-Quadrate-Methode"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Kleinste-Quadrate-Methode
Theorie
92
Theory
92
Option pricing theory
14
Optionspreistheorie
14
Stochastic process
11
Stochastischer Prozess
11
Yield curve
11
Zinsstruktur
11
Statistical test
10
Statistischer Test
10
Zeitreihenanalyse
9
Regression analysis
8
Regressionsanalyse
8
Volatility
8
Volatilität
8
Estimation
7
Estimation theory
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätztheorie
7
Schätzung
7
ARCH model
6
ARCH-Modell
6
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
CAPM
4
Cointegration
4
Experiment
4
Kointegration
4
Option trading
4
Optionsgeschäft
4
Probability theory
4
Wahrscheinlichkeitsrechnung
4
Analysis of variance
3
Einheitswurzeltest
3
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
12
Type of publication (narrower categories)
All
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Language
All
English
12
Author
All
Busse, Anja M.
2
Søndergaard Rasmussen, Nicki
2
Busch, Thomas
1
Christiansen, Charlotte
1
Dette, Holger
1
Koulikov, Dmitri
1
Myhre Lildholt, Peter
1
Nielsen, Morten Ørregaard
1
Podolskij, Mark
1
Rahbek, Anders
1
Stentoft, Lars
1
Theis, Winfried
1
Tolver Jensen, Søren
1
Vetter, Mathias
1
Weihs, Claus
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
National Bureau of Economic Research
68
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
47
Ekonomiska forskningsinstitutet <Stockholm>
42
European University Institute / Department of Economics
32
Umeå universitet
11
Econometrisch Instituut <Rotterdam>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Gottfried Wilhelm Leibniz Universität Hannover
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Center for Economic Research <Tilburg>
5
Centre for Quantitative Economics & Computing
5
Christian-Albrechts-Universität zu Kiel
5
European University Institute / Department of Law
5
London School of Economics and Political Science
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
University of Strathclyde / Department of Economics
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Institut für Höhere Studien
4
University of Cambridge / Department of Applied Economics
4
University of Exeter / Department of Economics
4
University of Southampton / Department of Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Birkbeck College / Department of Economics
3
Institut für Weltwirtschaft
3
Norges Bank / Utredningsavdelingen
3
Organisation for Economic Co-operation and Development
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
University of Chicago / Center for Research in Security Prices
3
Université de Montréal / Département de sciences économiques
3
Australien / Bureau of Statistics
2
Conference Nonlinear Dynamics and Economics <1992, Florenz>
2
Conference on Applied Probability and Time Series Analysis <1995, Athen>
2
De Gruyter Oldenbourg
2
Econometric Society
2
Eric Cuvillier <Firma>
2
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
9
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
3
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Lyapunov exponent for stochastic time series
Busse, Anja M.
(
contributor
);
Weihs, Claus
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002141497
Saved in:
2
Estimation of integrated volatility in continuous time financial models with applications to goodness-of-fit testing
Dette, Holger
(
contributor
);
Podolskij, Mark
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002142062
Saved in:
3
Comparing time series from experiments with and without spiralling
Theis, Winfried
(
contributor
);
Busse, Anja M.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002142269
Saved in:
4
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:
5
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
6
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:
7
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:
8
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
9
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:
10
Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->