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subject:"Zeitreihenanalyse"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Economic growth"
~subject:"Schätzung"
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Zeitreihenanalyse
Economic growth
Schätzung
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Statistical test
7
Statistischer Test
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Time series analysis
6
Estimation theory
5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Schätztheorie
5
CAPM
4
Option trading
4
Optionsgeschäft
4
Cointegration
3
Einheitswurzeltest
3
Hedging
3
Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
Probability theory
3
Regression analysis
3
Regressionsanalyse
3
Statistical distribution
3
Statistische Verteilung
3
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Type of publication
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Book / Working Paper
11
Type of publication (narrower categories)
All
Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
Language
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English
11
Author
All
Myhre Lildholt, Peter
2
Tanggaard, Carsten
2
Brunetti, Celso
1
Busch, Thomas
1
Christiansen, Charlotte
1
Koulikov, Dmitri
1
Myhre Lildholdt, Peter
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Rahbek, Anders
1
Søndergaard Rasmussen, Nicki
1
Tolver Jensen, Søren
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
679
Ekonomiska forskningsinstitutet <Stockholm>
79
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
66
European University Institute / Department of Economics
42
Forschungsinstitut zur Zukunft der Arbeit
37
Edward Elgar Publishing
34
Internationaler Währungsfonds / Research Department
31
Springer Fachmedien Wiesbaden
29
World Bank
22
Birkbeck College / Department of Economics
18
Institut für Weltwirtschaft
18
Umeå universitet
18
Federal Reserve System / Board of Governors
17
Centre for Economic Policy Research
13
Institut für Höhere Studien
12
University of Oxford / Institute of Economics and Statistics
12
Centre for Quantitative Economics & Computing
11
University of Exeter / Department of Economics
11
Verlag Dr. Kovač
11
Christian-Albrechts-Universität zu Kiel
10
Econometrisch Instituut <Rotterdam>
10
Friedrich-Schiller-Universität Jena
10
International Monetary Fund
10
Trinity College Dublin / Department of Economics
10
Center for Economic Research <Tilburg>
9
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
9
Deutschland / Bundeswehr / Universität Hamburg
9
Umeå Universitet / Institutionen för Nationalekonomi
9
University of Reading / Department of Economics
9
University of Strathclyde / Department of Economics
9
Universität Mannheim
9
Aarhus Universitet / Afdeling for Nationaløkonomi
8
Australian National University / Faculty of Economics and Commerce
8
Centre for Economic Performance
8
Escola de Pós-Graduação em Economia <Rio de Janeiro>
8
European University Institute / Department of Law
8
Harvard Institute for International Development
8
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
8
OECD
8
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
11
Source
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ECONIS (ZBW)
11
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1
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
2
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
3
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:
4
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:
5
Optimal residual based tests for fractional cointegration and exchange rate dynamics
Nielsen, Morten Ørregaard
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702310
Saved in:
6
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:
7
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
Saved in:
8
Return-based and range-based (co)viariance estimation : with an application to foreign exchange markets
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
Saved in:
9
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
10
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:
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