//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>"
~subject:"Capital income"
~subject:"Maximum likelihood estimation"
~subject:"Probability theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Risiko
Capital income
Maximum likelihood estimation
Probability theory
Theorie
97
Theory
97
Option pricing theory
15
Optionspreistheorie
15
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Schätzung
9
Deutschland
7
Estimation
7
Estimation theory
7
Germany
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätztheorie
7
Statistical test
7
Statistischer Test
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
CAPM
6
Time series analysis
6
Zeitreihenanalyse
6
Börsenkurs
5
Index futures
5
Index-Futures
5
Markov chain
5
Markov-Kette
5
Maximum-Likelihood-Schätzung
5
Option trading
5
Optionsgeschäft
5
Risk
5
Share price
5
Wahrscheinlichkeitsrechnung
5
more ...
less ...
Type of publication
All
Book / Working Paper
17
Type of publication (narrower categories)
All
Arbeitspapier
15
Graue Literatur
15
Non-commercial literature
15
Working Paper
15
Forschungsbericht
6
Language
All
English
12
German
5
Author
All
Bamberg, Günter
3
Mißler-Behr, Magdalena
2
Röder, Klaus
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Sørensen, Michael
2
Dorfleitner, Gregor
1
Hauke, Wolfgang
1
Hoetger, Bernhard
1
Hötger, Bernhard
1
Jensen, Morten Berg
1
Kristensen, Dennis
1
Lechner, Wolfgang
1
Lunde, Asger
1
Rahbek, Anders
1
Stegenborg Larsen, Kristian
1
Strunk Hansen, Charlotte
1
Taulbjerg, Jes
1
Trost, Ralf
1
Tuypens, Bjorn E.
1
Uchida, Masayuki
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
National Bureau of Economic Research
406
Ekonomiska forskningsinstitutet <Stockholm>
12
Rodney L. White Center for Financial Research
12
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
12
Edward Elgar Publishing
9
European University Institute / Department of Economics
9
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
8
University of Southampton / Department of Economics
8
Birkbeck College / Department of Economics
7
Chambre de commerce et d'industrie de Paris
7
Federal Reserve System / Board of Governors
7
Umeå universitet
7
University of Chicago / Center for Research in Security Prices
7
University of Exeter / Department of Economics
7
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
6
Federal Reserve System / Division of Research and Statistics
6
Institute of Finance and Accounting <London>
6
The Wharton Financial Institutions Center
6
University of Dundee / Department of Economic Studies
6
Australian National University / Faculty of Economics and Commerce
5
Erasmus Research Institute of Management
5
Georgetown University / Economics Department
5
Svenska Handelshögskolan <Helsinki>
5
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
5
Center for Economic Research <Tilburg>
4
Centre for Economic Policy Research
4
Deutsche Forschungsgemeinschaft
4
International Center for Financial Asset Management and Engineering
4
Johns Hopkins University / Department of Economics
4
Massachusetts Institute of Technology / Department of Economics
4
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
4
University of British Columbia / Finance Division
4
Universität Dortmund / Wirtschafts- und Sozialwissenschaftliche Fakultät
4
Centre for Actuarial Studies
3
Centre for Quantitative Economics & Computing
3
European University Institute / Department of Law
3
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
10
Arbeitspapiere zur mathematischen Wirtschaftsforschung
7
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
2
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:
3
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:
4
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:
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
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
8
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
9
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
10
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->