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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Centro Studi Luca d'Agliano <Turin>"
~institution:"Umeå universitet"
~subject:"Monte-Carlo-Simulation"
~type_genre:"Arbeitspapier"
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Risiko
Monte-Carlo-Simulation
Theorie
169
Theory
169
Estimation theory
18
Schätztheorie
18
Schweden
17
Sweden
17
Estimation
16
Schätzung
16
Option pricing theory
13
Optionspreistheorie
13
Time series analysis
13
Zeitreihenanalyse
13
Yield curve
11
Zinsstruktur
11
Monte Carlo simulation
8
Welfare economics
8
Wohlfahrtsökonomik
8
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7
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Growth theory
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Household economics
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Risk
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Statistischer Test
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Stochastic process
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Stochastischer Prozess
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Volatility
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Volatilität
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ARCH-Modell
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Markov chain
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Markov-Kette
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Collective bargaining theory
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Developing countries
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Entwicklungsländer
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Book / Working Paper
15
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Arbeitspapier
Graue Literatur
15
Non-commercial literature
15
Working Paper
15
Collection of articles of several authors
1
Sammelwerk
1
Language
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English
15
Author
All
Aronsson, Thomas
2
Faini, Riccardo
2
Löfgren, Karl-Gustaf
2
Schmidli, Hanspeter
2
Brännäs, Kurt
1
Daveri, Francesco
1
Di Miscia, Orazio
1
Grasselli, M.R.
1
Hall, Andreia
1
Hurd, T.R.
1
Mikkelsen, Peter
1
Nielsen, Morten Ørregaard
1
Schmid, Wolfgang
1
Stentoft, Lars
1
Søndergaard Rasmussen, Nicki
1
Tzotchev, Dobromir
1
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Institution
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Centre for Analytical Finance <Århus>
Centro Studi Luca d'Agliano <Turin>
Umeå universitet
Ekonomiska forskningsinstitutet <Stockholm>
12
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
11
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
8
University of Exeter / Department of Economics
7
Australian National University / Faculty of Economics and Commerce
5
Chambre de commerce et d'industrie de Paris
5
National Bureau of Economic Research
5
University of Southampton / Department of Economics
5
Federal Reserve System / Board of Governors
4
Georgetown University / Economics Department
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
University of Canterbury / Dept. of Economics and Finance
4
University of Dundee / Department of Economic Studies
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Birkbeck College / Department of Economics
3
Center for Economic Research <Tilburg>
3
European University Institute / Department of Economics
3
Federal Reserve System / Division of Research and Statistics
3
Foerder Institute for Economic Research <Tēl-Āvîv>
3
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
3
Institute of Finance and Accounting <London>
3
National Institute of Economic and Social Research
3
Robert Schuman Centre for Advanced Studies
3
Trinity College Dublin / Department of Economics
3
Universität Dortmund / Wirtschafts- und Sozialwissenschaftliche Fakultät
3
Australian National University / Faculty of Economics
2
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
2
Centre for Economic Policy Research
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
European University Institute / Department of Law
2
Federal Reserve Bank of New York
2
Forschungsinstitut zur Zukunft der Arbeit
2
Instituto Valenciano de Investigaciones Económicas
2
Institutt for Samfunnsøkonomi <Bergen, Norwegen>
2
Københavns Universitet / Økonomisk Institut
2
Leibniz-Institut für Wirtschaftsforschung Halle
2
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
2
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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
Umeå economic studies
4
Development studies working papers / Centro Studi Luca d'Agliano
2
Source
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ECONIS (ZBW)
15
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1
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
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
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:
4
Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269
Saved in:
5
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:
6
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:
7
A Monte Carlo method for exponential hedging of contingent claims
Grasselli, M.R.
(
contributor
);
Hurd, T.R.
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724279
Saved in:
8
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
9
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
Saved in:
10
Green taxes and uncertain timing of technological change
Aronsson, Thomas
-
1998
Persistent link: https://www.econbiz.de/10000989862
Saved in:
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