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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~subject:"ARCH-Modell"
~subject:"Monte-Carlo-Simulation"
~subject:"Option pricing theory"
~subject:"Statistical test"
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Risiko
ARCH-Modell
Monte-Carlo-Simulation
Option pricing theory
Statistical test
Theorie
70
Theory
70
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Estimation
7
Monte Carlo simulation
7
Schätzung
7
Statistischer Test
7
Volatility
7
Volatilität
7
ARCH model
6
Time series analysis
6
Zeitreihenanalyse
6
Estimation theory
5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Schätztheorie
5
CAPM
4
Option trading
4
Optionsgeschäft
4
Cointegration
3
Einheitswurzeltest
3
Hedging
3
Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
Probability theory
3
Regression analysis
3
Regressionsanalyse
3
Statistical distribution
3
Statistische Verteilung
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Book / Working Paper
33
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Arbeitspapier
32
Graue Literatur
32
Non-commercial literature
32
Working Paper
32
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English
33
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Lunde, Asger
3
Hansen, Peter Reinhard
2
Mikkelsen, Peter
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Strunk Hansen, Charlotte
2
Søndergaard Rasmussen, Nicki
2
Taulbjerg, Jes
2
Barndorff-Nielsen, Ole E.
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Christensen, Claus Vorm
1
Christiansen, Charlotte
1
Di Miscia, Orazio
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Jensen, Morten Berg
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Nielsen, Morten Ørregaard
1
Peskir, Goran
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Raahauge, Peter
1
Schmid, Wolfgang
1
Shephard, Neil G.
1
Stegenborg Larsen, Kristian
1
Stentoft, Lars
1
Sørensen, Michael
1
Tolver Jensen, Søren
1
Tzotchev, Dobromir
1
Venardos, Emmanouil
1
Ørregaard Nielsen, Morten
1
Širjaev, Alʹbert N.
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
231
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
45
Ekonomiska forskningsinstitutet <Stockholm>
31
OECD
15
Center for Economic Research <Tilburg>
14
Svenska Handelshögskolan <Helsinki>
11
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
11
European University Institute / Department of Economics
10
Chambre de commerce et d'industrie de Paris
9
Edward Elgar Publishing
9
Organisation for Economic Co-operation and Development
8
University of Exeter / Department of Economics
8
University of Southampton / Department of Economics
7
Australian National University / Faculty of Economics and Commerce
6
Brown University / Department of Economics
6
Columbia University / Department of Economics
6
Shakai-Keizai-Kenkyūsho <Osaka>
6
University of Dundee / Department of Economic Studies
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Aarhus Universitet / Afdeling for Nationaløkonomi
5
Birkbeck College / Department of Economics
5
Bonn Graduate School of Economics
5
Centre for Quantitative Economics & Computing
5
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
5
Econometrisch Instituut <Rotterdam>
5
Federal Reserve System / Board of Governors
5
Instituto Valenciano de Investigaciones Económicas
5
Springer Fachmedien Wiesbaden
5
Umeå universitet
5
University of Canterbury / Dept. of Economics and Finance
5
Université de Montréal / Département de sciences économiques
5
Centre for Economic Policy Research
4
Centre of Financial Studies
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
Georgetown University / Economics Department
4
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
4
Institute of Finance and Accounting <London>
4
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
33
Source
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ECONIS (ZBW)
33
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1
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
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
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
4
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:
5
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
6
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
7
Exotic options : proofs without formulas
Poulsen, R.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922259
Saved in:
8
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
Saved in:
9
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:
10
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
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