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subject:"Zeitreihenanalyse"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Game theory"
~subject:"Probability theory"
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Subject
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Zeitreihenanalyse
Game theory
Probability theory
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
Schätzung
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
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
9
Type of publication (narrower categories)
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Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Language
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English
9
Author
All
Schmidli, Hanspeter
2
Busch, Thomas
1
Christiansen, Charlotte
1
Koulikov, Dmitri
1
Myhre Lildholt, Peter
1
Rahbek, Anders
1
Stegenborg Larsen, Kristian
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Tolver Jensen, Søren
1
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Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
75
Center for Economic Research <Tilburg>
59
Ekonomiska forskningsinstitutet <Stockholm>
59
European University Institute / Department of Economics
47
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
45
Foerder Institute for Economic Research <Tēl-Āvîv>
15
Umeå universitet
15
Australian National University / Faculty of Economics and Commerce
12
University of Exeter / Department of Economics
10
Universität Dortmund / Wirtschafts- und Sozialwissenschaftliche Fakultät
10
Bonn Graduate School of Economics
9
Edward Elgar Publishing
9
University of Warwick / Department of Economics
9
Universität Mannheim / Institut für Volkswirtschaft und Statistik
9
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Columbia University / Department of Economics
8
Econometrisch Instituut <Rotterdam>
8
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
8
Springer Fachmedien Wiesbaden
8
University of Southampton / Department of Economics
8
Deutsche Forschungsgemeinschaft
7
Escola de Pós-Graduação em Economia <Rio de Janeiro>
7
Gottfried Wilhelm Leibniz Universität Hannover
7
Københavns Universitet / Økonomisk Institut
7
Umeå Universitet / Institutionen för Nationalekonomi
7
Christian-Albrechts-Universität zu Kiel
6
De Gruyter Oldenbourg
6
Forschungsinstitut zur Zukunft der Arbeit
6
Instituto Valenciano de Investigaciones Económicas
6
London School of Economics and Political Science
6
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
6
Universität Basel / Institut für Statistik und Ökonometrie
6
Virginia Polytechnic Institute and State University / Department of Economics
6
Birkbeck College / Department of Economics
5
Center for the Study of Law and Economics <Saarbrücken>
5
Centre for Quantitative Economics & Computing
5
European University Institute / Department of Law
5
IGI Global
5
Institut für Höhere Studien
5
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
9
Source
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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
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:
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
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:
6
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
7
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:
8
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the large claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724275
Saved in:
9
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the small claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724276
Saved in:
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