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subject:"Risiko"
institution:"Centre for Analytical Finance <Århus>"
~subject:"Yield curve"
~subject:"Estimation theory"
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Risiko
Yield curve
Estimation theory
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Estimation
7
Monte Carlo simulation
7
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7
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Schätztheorie
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Option trading
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Optionsgeschäft
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Cointegration
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3
Kointegration
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Least squares method
3
Probability theory
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Regression analysis
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Regressionsanalyse
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Statistische Verteilung
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Book / Working Paper
17
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Arbeitspapier
17
Graue Literatur
17
Non-commercial literature
17
Working Paper
17
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English
17
Author
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Mikkelsen, Peter
3
Taulbjerg, Jes
3
Di Miscia, Orazio
2
Schmidli, Hanspeter
2
Christiansen, Charlotte
1
Daniels, Kenneth N.
1
Nielsen, Jens Perch
1
Schmid, Wolfgang
1
Shin Jensen, Malene
1
Stegenborg Larsen, Kristian
1
Sørensen, Helle
1
Sørensen, Michael
1
Tanggaard, Carsten
1
Tzotchev, Dobromir
1
Ørregaard Nielsen, Morten
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
311
Ekonomiska forskningsinstitutet <Stockholm>
40
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
European University Institute / Department of Economics
25
Umeå universitet
25
Center for Economic Research <Tilburg>
20
University of New England / Department of Econometrics
19
University of Exeter / Department of Economics
18
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
17
Federal Reserve System / Division of Research and Statistics
12
Birkbeck College / Department of Economics
11
Forschungsinstitut zur Zukunft der Arbeit
11
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
11
Chambre de commerce et d'industrie de Paris
10
Universität Basel / Institut für Statistik und Ökonometrie
10
Australian National University / Faculty of Economics and Commerce
9
Rodney L. White Center for Financial Research
8
Banque de France / Direction des Etudes Economiques et de la Recherche
7
Deutsche Forschungsgemeinschaft
7
Edward Elgar Publishing
7
Umeå Universitet / Institutionen för Nationalekonomi
7
University of Southampton / Department of Economics
7
Federal Reserve System / Board of Governors
6
Springer Fachmedien Wiesbaden
6
State University of New York at Albany / Department of Economics
6
Universitetet i Oslo / Økonomisk institutt
6
University of Dundee / Department of Economic Studies
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Aarhus Universitet / Afdeling for Nationaløkonomi
5
Australian National University / Faculty of Economics
5
Centre for Microdata Methods and Practice <London>
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Centre for Quantitative Economics & Computing
5
Foerder Institute for Economic Research <Tēl-Āvîv>
5
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
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Institut für Weltwirtschaft
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Institute of Finance and Accounting <London>
5
Johns Hopkins University / Department of Economics
5
Rutgers University / Department of Economics
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
5
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
17
Source
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ECONIS (ZBW)
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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:
2
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:
3
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
Saved in:
4
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
5
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
Saved in:
6
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:
7
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
8
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
Saved in:
9
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
10
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
11
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
Saved in:
12
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:
13
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:
14
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
15
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
Saved in:
16
Cross-currency LIBOR market models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563858
Saved in:
17
Boundary and bias correction in kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543238
Saved in:
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