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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Optionspreistheorie"
~subject:"Probability theory"
~subject:"Regressionsanalyse"
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Risiko
Maximum-Likelihood-Schätzung
Optionspreistheorie
Probability theory
Regressionsanalyse
Theorie
70
Theory
70
Option pricing theory
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Time series analysis
6
Zeitreihenanalyse
6
Estimation theory
5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
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
Regression analysis
3
Statistical distribution
3
Statistische Verteilung
3
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Book / Working Paper
24
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Arbeitspapier
22
Graue Literatur
22
Non-commercial literature
22
Working Paper
22
Language
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English
24
Author
All
Strunk Hansen, Charlotte
3
Schmidli, Hanspeter
2
Sørensen, Helle
2
Sørensen, Michael
2
Barndorff-Nielsen, Ole E.
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Christensen, Claus Vorm
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Kristensen, Dennis
1
Mikkelsen, Peter
1
Nicolato, Elisa
1
Nielsen, Morten Ørregaard
1
Peskir, Goran
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Raahauge, Peter
1
Rahbek, Anders
1
Shepard, Neil
1
Stegenborg Larsen, Kristian
1
Stentoft, Lars
1
Søndergaard Rasmussen, Nicki
1
Taulbjerg, Jes
1
Tuypens, Bjorn E.
1
Uchida, Masayuki
1
Venardos, Emmanouil
1
Širjaev, Alʹbert N.
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
245
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
34
Ekonomiska forskningsinstitutet <Stockholm>
19
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
15
Center for Economic Research <Tilburg>
11
Svenska Handelshögskolan <Helsinki>
10
Chambre de commerce et d'industrie de Paris
9
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
9
Edward Elgar Publishing
9
University of Southampton / Department of Economics
9
European University Institute / Department of Economics
7
Massachusetts Institute of Technology / Department of Economics
7
Umeå universitet
7
Australian National University / Faculty of Economics and Commerce
6
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
6
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
6
Springer Fachmedien Wiesbaden
6
University of Dundee / Department of Economic Studies
6
University of Exeter / Department of Economics
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Birkbeck College / Department of Economics
5
Bonn Graduate School of Economics
5
Deutsche Forschungsgemeinschaft
5
Federal Reserve System / Board of Governors
5
Federal Reserve System / Division of Research and Statistics
5
Forschungsinstitut zur Zukunft der Arbeit
5
Georgetown University / Economics Department
5
Institute of Finance and Accounting <London>
5
Johannes Gutenberg-Universität Mainz
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
Centre for Actuarial Studies
4
Centre of Financial Studies
4
Leibniz-Institut für Wirtschaftsforschung Halle
4
Universität Dortmund / Wirtschafts- und Sozialwissenschaftliche Fakultät
4
Verlag Dr. Kovač
4
Zentrum für Europäische Wirtschaftsforschung
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Boston College / Department of Economics
3
Brown University / Department of Economics
3
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
24
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ECONIS (ZBW)
24
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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
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
3
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:
4
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
5
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
8
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
9
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:
10
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
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