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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Bonn Graduate School of Economics"
~source:"econis"
~subject:"Regression analysis"
~subject:"Stochastischer Prozess"
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Risiko
Regression analysis
Stochastischer Prozess
Theorie
133
Theory
133
Option pricing theory
18
Optionspreistheorie
18
Stochastic process
12
Yield curve
11
Zinsstruktur
11
Estimation
10
Schätzung
10
Agency theory
9
Prinzipal-Agent-Theorie
9
Experiment
8
Game theory
8
Hedging
8
Nichtkooperatives Spiel
8
Noncooperative game
8
Spieltheorie
8
Volatility
8
Volatilität
8
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Statistical test
7
Statistischer Test
7
Time series analysis
7
Zeitreihenanalyse
7
ARCH model
6
ARCH-Modell
6
Asymmetric information
6
Asymmetrische Information
6
Competition
6
Estimation theory
6
Schätztheorie
6
Wettbewerb
6
CAPM
5
Leistungsanreiz
5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
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2
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Book / Working Paper
18
Type of publication (narrower categories)
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Graue Literatur
15
Non-commercial literature
15
Arbeitspapier
14
Working Paper
14
Collection of articles written by one author
1
Hochschulschrift
1
Sammlung
1
Thesis
1
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Language
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English
18
Author
All
Barndorff-Nielsen, Ole E.
7
Shephard, Neil G.
3
Schmidli, Hanspeter
2
Shepard, Neil
2
Bank, Peter
1
Di Miscia, Orazio
1
Hellwig, Martin
1
Levendorskij, Sergej Z.
1
Luck, Stephan
1
Nicolato, Elisa
1
Nielsen, Morten Ørregaard
1
Riedel, Frank
1
Schürger, Klaus
1
Stelzer, Robert
1
Strunk Hansen, Charlotte
1
Sørensen, Helle
1
Sørensen, Michael
1
Tuypens, Bjorn E.
1
Uchida, Masayuki
1
Venardos, Emmanouil
1
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Institution
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Centre for Analytical Finance <Århus>
Bonn Graduate School of Economics
National Bureau of Economic Research
262
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
68
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
12
Ekonomiska forskningsinstitutet <Stockholm>
11
Springer Fachmedien Wiesbaden
10
Edward Elgar Publishing
9
University of Exeter / Department of Economics
8
Australian National University / Faculty of Economics and Commerce
7
Chambre de commerce et d'industrie de Paris
7
European University Institute / Department of Economics
7
University of Southampton / Department of Economics
7
Center for Economic Research <Tilburg>
6
Erasmus Research Institute of Management
6
Federal Reserve System / Division of Research and Statistics
6
Massachusetts Institute of Technology / Department of Economics
6
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
6
University of Dundee / Department of Economic Studies
6
Aarhus Universitet / Afdeling for Nationaløkonomi
5
Federal Reserve System / Board of Governors
5
Centre for Economic Policy Research
4
Econometrisch Instituut <Rotterdam>
4
Foerder Institute for Economic Research <Tēl-Āvîv>
4
Forschungsinstitut zur Zukunft der Arbeit
4
Georgetown University / Economics Department
4
Institute of Finance and Accounting <London>
4
Leibniz-Institut für Wirtschaftsforschung Halle
4
Springer-Verlag GmbH
4
Trinity College Dublin / Department of Economics
4
Umeå universitet
4
Zentrum für Europäische Wirtschaftsforschung
4
Birkbeck College / Department of Economics
3
Brown University / Department of Economics
3
Centre for Quantitative Economics & Computing
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Deutsche Forschungsgemeinschaft
3
European University Institute / Department of Law
3
Friedrich-Schiller-Universität Jena
3
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
3
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
15
Bonn Econ Discussion Papers / BGSE
2
Source
All
ECONIS (ZBW)
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1
Essays on financial stability
Luck, Stephan
-
2016
Persistent link: https://www.econbiz.de/10011448259
Saved in:
2
Optimal dynamic choice of durable and perishable goods
Bank, Peter
(
contributor
);
Riedel, Frank
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001984604
Saved in:
3
Laplace transforms and suprema of stochastic processes
Schürger, Klaus
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001825414
Saved in:
4
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Saved in:
5
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:
6
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:
7
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
8
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
9
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
10
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
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