//--> //--> //--> //-->
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:"Türkiye Cumhuriyet Merkez Bankası"
~source:"econis"
~subject:"Volatilität"
~type_genre:"Graue Literatur"
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
Volatilität
Theorie
72
Theory
72
Option pricing theory
13
Optionspreistheorie
13
Yield curve
11
Zinsstruktur
11
Estimation
9
Schätzung
9
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Statistical test
7
Statistischer Test
7
Stochastic process
7
Stochastischer Prozess
7
Volatility
7
ARCH model
6
ARCH-Modell
6
Time series analysis
6
Zeitreihenanalyse
6
Estimation theory
5
Markov chain
5
Markov-Kette
5
Schätztheorie
5
CAPM
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Option trading
4
Optionsgeschäft
4
Risk
4
Cointegration
3
Einheitswurzeltest
3
Forecasting model
3
Hedging
3
Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
Probability theory
3
Prognoseverfahren
3
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
11
Type of publication (narrower categories)
All
Graue Literatur
Arbeitspapier
11
Non-commercial literature
11
Working Paper
11
Language
All
English
11
Author
All
Schmidli, Hanspeter
2
Barndorff-Nielsen, Ole E.
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Gülşen, Eda
1
Güner, Z. Nuray
1
Hansen, Peter Reinhard
1
Kara, Hakan
1
Lunde, Asger
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Shephard, Neil G.
1
Strunk Hansen, Charlotte
1
Sørensen, Helle
1
Venardos, Emmanouil
1
Yarba, İbrahim
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
Türkiye Cumhuriyet Merkez Bankası
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
19
Ekonomiska forskningsinstitutet <Stockholm>
13
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
11
European University Institute / Department of Economics
9
Birkbeck College / Department of Economics
8
Institute of Finance and Accounting <London>
8
Rodney L. White Center for Financial Research
7
Svenska Handelshögskolan <Helsinki>
7
Australian National University / Faculty of Economics and Commerce
5
Georgetown University / Economics Department
5
National Bureau of Economic Research
5
University of Southampton / Department of Economics
5
Center for Economic Research <Tilburg>
4
Chambre de commerce et d'industrie de Paris
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Federal Reserve System / Division of Research and Statistics
4
Forschungsinstitut zur Zukunft der Arbeit
4
The Wharton Financial Institutions Center
4
Bank für Internationalen Zahlungsausgleich
3
Brown University / Department of Economics
3
Centre for Economic Policy Research
3
European University Institute / Department of Law
3
Federal Reserve Bank of New York
3
Foerder Institute for Economic Research <Tēl-Āvîv>
3
Goethe-Universität Frankfurt am Main
3
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
3
Instituto Valenciano de Investigaciones Económicas
3
Internationaler Währungsfonds / Research Department
3
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
3
Robert Schuman Centre for Advanced Studies
3
Umeå Universitet / Institutionen för Nationalekonomi
3
Umeå universitet
3
University of Exeter / Department of Economics
3
Universität Dortmund / Wirtschafts- und Sozialwissenschaftliche Fakultät
3
Bonn Graduate School of Economics
2
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Growth and Business Cycle Research <Manchester>
2
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
9
Working paper / Türkiye Cumhuriyet Merkez Bankası
2
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Macroprudential policies, persistence of uncertainty and leverage dynamics : evidence from a major developing economy
Yarba, İbrahim
;
Güner, Z. Nuray
-
Türkiye Cumhuriyet Merkez Bankası
-
2019
Persistent link: https://www.econbiz.de/10012110042
Saved in:
2
Measuring inflation uncertainty in Turkey
Gülşen, Eda
;
Kara, Hakan
-
Türkiye Cumhuriyet Merkez Bankası
-
2019
Persistent link: https://www.econbiz.de/10012110052
Saved in:
3
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:
4
Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of volatility models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
Saved in:
5
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
Saved in:
6
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
7
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:
8
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:
9
Option pricing in stochastic volatility models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
Saved in:
10
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->