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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~subject:"Estimation theory"
~subject:"Optionspreistheorie"
~subject:"Zeitreihenanalyse"
~type_genre:"Non-commercial literature"
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Risiko
Estimation theory
Optionspreistheorie
Zeitreihenanalyse
Theorie
66
Theory
66
Option pricing theory
13
Yield curve
11
Zinsstruktur
11
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Stochastic process
7
Stochastischer Prozess
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Time series analysis
6
Markov chain
5
Markov-Kette
5
Schätztheorie
5
CAPM
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
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
Unit root test
3
Wahrscheinlichkeitsrechnung
3
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Type of publication
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Book / Working Paper
23
Type of publication (narrower categories)
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Non-commercial literature
Arbeitspapier
23
Graue Literatur
23
Working Paper
23
Language
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English
23
Author
All
Schmidli, Hanspeter
2
Strunk Hansen, Charlotte
2
Busch, Thomas
1
Christensen, Bent Jesper
1
Christensen, Claus Vorm
1
Christiansen, Charlotte
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Koulikov, Dmitri
1
Mikkelsen, Peter
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Nielsen, Jens Perch
1
Peskir, Goran
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Rahbek, Anders
1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
Stentoft, Lars
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Sørensen, Michael
1
Tanggaard, Carsten
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>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
67
Ekonomiska forskningsinstitutet <Stockholm>
60
European University Institute / Department of Economics
41
Center for Economic Research <Tilburg>
24
Umeå universitet
24
University of New England / Department of Econometrics
19
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
18
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
14
University of Exeter / Department of Economics
13
Birkbeck College / Department of Economics
12
Forschungsinstitut zur Zukunft der Arbeit
12
Chambre de commerce et d'industrie de Paris
11
Svenska Handelshögskolan <Helsinki>
11
Universität Basel / Institut für Statistik und Ökonometrie
11
Australian National University / Faculty of Economics and Commerce
10
Federal Reserve System / Division of Research and Statistics
10
University of Southampton / Department of Economics
10
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
9
Aarhus Universitet / Afdeling for Nationaløkonomi
8
National Bureau of Economic Research
8
Umeå Universitet / Institutionen för Nationalekonomi
8
University of Cambridge / Department of Applied Economics
8
Bonn Graduate School of Economics
7
European University Institute / Department of Law
7
Institut für Höhere Studien
7
Rutgers University / Department of Economics
7
Universitetet i Oslo / Økonomisk institutt
7
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
6
Rodney L. White Center for Financial Research
6
University of Strathclyde / Department of Economics
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Banque de France / Direction des Etudes Economiques et de la Recherche
5
Centre for Microdata Methods and Practice <London>
5
Foerder Institute for Economic Research <Tēl-Āvîv>
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Institute of Finance and Accounting <London>
5
Johns Hopkins University / Department of Economics
5
Københavns Universitet / Økonomisk Institut
5
Shakai-Keizai-Kenkyūsho <Osaka>
5
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
23
Source
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ECONIS (ZBW)
23
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1
Exotic options : proofs without formulas
Poulsen, R.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922259
Saved in:
2
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
Saved in:
5
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:
6
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:
7
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
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
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
10
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
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