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subject:"Zeitreihenanalyse"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"University of Southampton / Department of Economics"
~subject:"Option pricing theory"
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Zeitreihenanalyse
Option pricing theory
Theorie
129
Theory
129
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Statistical test
9
Statistischer Test
9
Time series analysis
9
Estimation
7
Estimation theory
7
Maximum likelihood estimation
7
Maximum-Likelihood-Schätzung
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Risiko
7
Risk
7
Schätztheorie
7
Schätzung
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Learning process
5
Lernprozess
5
Markov chain
5
Markov-Kette
5
Regression analysis
5
Regressionsanalyse
5
Statistical distribution
5
Statistische Verteilung
5
CAPM
4
Cointegration
4
Econometrics
4
Einheitswurzeltest
4
Game theory
4
Kleinste-Quadrate-Methode
4
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Free
2
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Book / Working Paper
21
Type of publication (narrower categories)
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Arbeitspapier
20
Graue Literatur
20
Non-commercial literature
20
Working Paper
20
Language
All
English
21
Author
All
Strunk Hansen, Charlotte
2
Busch, Thomas
1
Christensen, Bent Jesper
1
Christensen, Claus Vorm
1
Christiansen, Charlotte
1
Grasselli, M.R.
1
Hall, Stephen G.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
King, Maxwell L.
1
Koulikov, Dmitri
1
Mikkelsen, Peter
1
Mizon, Grayham E.
1
Moauro, Filippo
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Peskir, Goran
1
Podivinsky, Jan M.
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Raahauge, Peter
1
Rahbek, Anders
1
Stegenborg Larsen, Kristian
1
Stentoft, Lars
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Tolver Jensen, Søren
1
Venardos, Emmanouil
1
Welfe, Aleksander
1
Širjaev, Alʹbert N.
1
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Institution
All
Centre for Analytical Finance <Århus>
University of Southampton / Department of Economics
National Bureau of Economic Research
64
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
51
Ekonomiska forskningsinstitutet <Stockholm>
48
European University Institute / Department of Economics
31
Umeå universitet
11
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
9
Svenska Handelshögskolan <Helsinki>
9
Econometrisch Instituut <Rotterdam>
8
Center for Economic Research <Tilburg>
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Birkbeck College / Department of Economics
5
Bonn Graduate School of Economics
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 Cambridge / Department of Applied Economics
5
University of Strathclyde / Department of Economics
5
Verlag Dr. Kovač
5
Australian National University / Faculty of Economics and Commerce
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Institut für Höhere Studien
4
Johannes Gutenberg-Universität Mainz
4
University of Exeter / Department of Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Banque de France / Direction des Etudes Economiques et de la Recherche
3
Centre of Financial Studies
3
Chambre de commerce et d'industrie de Paris
3
Eric Cuvillier <Firma>
3
Institut für Weltwirtschaft
3
Københavns Universitet / Økonomisk Institut
3
Norges Bank / Utredningsavdelingen
3
Organisation for Economic Co-operation and Development
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
18
Discussion papers in economics and econometrics
3
Source
All
ECONIS (ZBW)
21
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1
The exact power envelope of tests for a unit root
Podivinsky, Jan M.
;
King, Maxwell L.
-
2000
Persistent link: https://www.econbiz.de/10001533271
Saved in:
2
Modelling economies in transition : an introduction
Hall, Stephen G.
;
Mizon, Grayham E.
;
Welfe, Aleksander
-
1999
Persistent link: https://www.econbiz.de/10001476514
Saved in:
3
Exotic options : proofs without formulas
Poulsen, R.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922259
Saved in:
4
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
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
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
Saved in:
8
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:
9
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
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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