//--> //--> //--> //-->
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"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Statistical test"
~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
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
Maximum-Likelihood-Schätzung
Statistical test
Zeitreihenanalyse
Theorie
66
Theory
66
Option pricing theory
13
Optionspreistheorie
13
Yield curve
11
Zinsstruktur
11
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistischer Test
7
Stochastic process
7
Stochastischer Prozess
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Time series analysis
6
Estimation theory
5
Markov chain
5
Markov-Kette
5
Schätztheorie
5
CAPM
4
Maximum likelihood estimation
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
more ...
less ...
Type of publication
All
Book / Working Paper
19
Type of publication (narrower categories)
All
Arbeitspapier
Graue Literatur
19
Non-commercial literature
19
Working Paper
19
Language
All
English
19
Author
All
Taulbjerg, Jes
3
Hansen, Peter Reinhard
2
Lunde, Asger
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Barndorff-Nielsen, Ole E.
1
Busch, Thomas
1
Christiansen, Charlotte
1
Jakubenas, Paulius
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
Myhre Lildholt, Peter
1
Shephard, Neil G.
1
Søndergaard Rasmussen, Nicki
1
Tolver Jensen, Søren
1
Ørregaard Nielsen, Morten
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
68
Ekonomiska forskningsinstitutet <Stockholm>
36
European University Institute / Department of Economics
33
Econometrisch Instituut <Rotterdam>
11
University of Southampton / Department of Economics
11
Center for Economic Research <Tilburg>
10
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
10
Umeå universitet
10
University of Exeter / Department of Economics
9
Australian National University / Faculty of Economics and Commerce
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
8
Aarhus Universitet / Afdeling for Nationaløkonomi
7
European University Institute / Department of Law
7
Forschungsinstitut zur Zukunft der Arbeit
7
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
7
University of Cambridge / Department of Applied Economics
7
Université de Montréal / Département de sciences économiques
7
Columbia University / Department of Economics
6
Escola de Pós-Graduação em Economia <Rio de Janeiro>
6
National Bureau of Economic Research
6
Birkbeck College / Department of Economics
5
Brown University / Department of Economics
5
Chambre de commerce et d'industrie de Paris
5
Federal Reserve System / Board of Governors
5
Georgetown University / Economics Department
5
Institute of Finance and Accounting <London>
5
London School of Economics and Political Science
5
Shakai-Keizai-Kenkyūsho <Osaka>
5
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
5
Trinity College Dublin / Department of Economics
5
University of California Davis / Department of Economics
5
University of New England / Department of Econometrics
5
University of Strathclyde / Department of Economics
5
Centre for Economic Policy Research
4
Johns Hopkins University / Department of Economics
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
University of Cambridge / Faculty of Economics
4
University of Dundee / Department of Economic Studies
4
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
19
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
2
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
3
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
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
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:
6
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:
7
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
8
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
Saved in:
9
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->