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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Centre for Quantitative Economics & Computing"
~subject:"CAPM"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Regressionsanalyse"
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Risiko
CAPM
Maximum-Likelihood-Schätzung
Regressionsanalyse
Theorie
95
Theory
95
Option pricing theory
14
Optionspreistheorie
14
Estimation
13
Schätzung
13
Time series analysis
11
Yield curve
11
Zeitreihenanalyse
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Estimation theory
8
Monte Carlo simulation
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Schätztheorie
8
Statistical test
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Statistischer Test
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Maximum likelihood estimation
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Option trading
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Optionsgeschäft
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18
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Arbeitspapier
13
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13
Working Paper
13
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English
18
Author
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Pemberton, James
3
Schmidli, Hanspeter
2
Sørensen, Helle
2
Barndorff-Nielsen, Ole E.
1
Bartholdy, Jan
1
Christensen, Bent Jesper
1
Hart, Peter Edward
1
Kristensen, Dennis
1
Mikkelsen, Peter
1
Nielsen, Morten Ørregaard
1
Peare, Paula
1
Raahauge, Peter
1
Rahbek, Anders
1
Shepard, Neil
1
Strunk Hansen, Charlotte
1
Sørensen, Michael
1
Taulbjerg, Jes
1
Tuypens, Bjorn E.
1
Uchida, Masayuki
1
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Centre for Analytical Finance <Århus>
Centre for Quantitative Economics & Computing
National Bureau of Economic Research
435
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
29
Ekonomiska forskningsinstitutet <Stockholm>
15
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
13
Chambre de commerce et d'industrie de Paris
10
Center for Economic Research <Tilburg>
9
Edward Elgar Publishing
9
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
8
University of Southampton / Department of Economics
8
European University Institute / Department of Economics
7
Federal Reserve System / Board of Governors
7
Federal Reserve System / Division of Research and Statistics
7
Institute of Finance and Accounting <London>
7
Massachusetts Institute of Technology / Department of Economics
7
University of Exeter / Department of Economics
7
Australian National University / Faculty of Economics and Commerce
6
Escola de Pós-Graduação em Economia <Rio de Janeiro>
6
Forschungsinstitut zur Zukunft der Arbeit
6
Springer Fachmedien Wiesbaden
6
University of Dundee / Department of Economic Studies
6
Birkbeck College / Department of Economics
5
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
5
Erasmus Research Institute of Management
5
Georgetown University / Economics Department
5
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
5
Rodney L. White Center for Financial Research
5
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
5
Svenska Handelshögskolan <Helsinki>
5
University of Chicago / Center for Research in Security Prices
5
Centre for Economic Policy Research
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Deutsche Forschungsgemeinschaft
4
Federal Reserve Bank of St. Louis
4
International Center for Financial Asset Management and Engineering
4
Leibniz-Institut für Wirtschaftsforschung Halle
4
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
4
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
4
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
4
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
14
Discussion papers in quantitative economics and computing / E
4
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ECONIS (ZBW)
18
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Estimation of expected return : CAPM vs Fama and French
Bartholdy, Jan
(
contributor
);
Peare, Paula
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069191
Saved in:
2
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:
3
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
4
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
Saved in:
5
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
6
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
7
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702284
Saved in:
8
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:
9
Econometric analysis of realised covariation : high frequency covariance, regression and correlation in financial economics
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686826
Saved in:
10
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:
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