//--> //--> //-->
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:"Københavns Universitet / Økonomisk Institut"
type_genre:"Non-commercial literature"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Massachusetts Institute of Technology / Department of Economics"
~institution:"University of Warwick / Department of Economics"
~subject:"Stochastic process"
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
Stochastic process
Theorie
250
Theory
250
Game theory
16
Spieltheorie
16
Option pricing theory
14
Optionspreistheorie
14
Estimation theory
12
Schätztheorie
12
Incomplete market
11
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Unvollkommener Markt
11
Yield curve
11
Zinsstruktur
11
Estimation
10
Schätzung
10
USA
9
United States
9
Volatility
9
Volatilität
9
Core
8
Regression analysis
8
Regressionsanalyse
8
Stochastischer Prozess
8
Time series analysis
8
Zeitreihenanalyse
8
Cointegration
7
Kointegration
7
Nash equilibrium
7
Nash-Gleichgewicht
7
Statistical test
7
Statistischer Test
7
ARCH model
6
ARCH-Modell
6
CAPM
6
Financial crisis
6
Finanzkrise
6
Geldpolitik
6
Incomplete information
6
more ...
less ...
Type of publication
All
Book / Working Paper
8
Type of publication (narrower categories)
All
Non-commercial literature
Arbeitspapier
8
Graue Literatur
8
Working Paper
8
Language
All
English
8
Author
All
Barndorff-Nielsen, Ole E.
4
Shephard, Neil G.
3
Di Miscia, Orazio
1
Levendorskij, Sergej Z.
1
Nicolato, Elisa
1
Schenk-Hoppé, Klaus Reiner
1
Sørensen, Helle
1
Venardos, Emmanouil
1
more ...
less ...
Institution
All
Københavns Universitet / Økonomisk Institut
Centre for Analytical Finance <Århus>
Massachusetts Institute of Technology / Department of Economics
University of Warwick / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
44
Erasmus Research Institute of Management
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Judge Institute of Management Studies
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Bonn Graduate School of Economics
2
Centre for Economic Policy Research
2
Econometrisch Instituut <Rotterdam>
2
European University Institute / Department of Economics
2
Federal Reserve System / Division of Research and Statistics
2
HWWA-Institut für Wirtschaftsforschung
2
Institutionen för Skogsekonomi <Ume°a>
2
Kansantaloustieteen Laitos <Helsinki>
2
School of Economics and Finance <Brisbane>
2
Social Systems Research Institute
2
University of British Columbia / Finance Division
2
University of Essex / Department of Economics
2
University of Exeter / Department of Economics
2
Université de Montréal / Département de sciences économiques
2
Aarhus Universitet / Centre for Non-Linear Economic Modelling
1
Agricultural Land Markets - Efficiency and Regulation
1
Australian National University / Research School of Pacific and Asian Studies / Economics Division
1
Banca d'Italia / Servizio Studi
1
Center for Economic Research <Tilburg>
1
Chambre de commerce et d'industrie de Paris
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
European University Institute / Department of Law
1
Federal Reserve Bank of Cleveland
1
Freie Universität Berlin / Fachbereich Wirtschaftswissenschaft
1
Friedrich-Schiller-Universität Jena
1
HWWA Workshop on Uncertainty and Factor Demands <1999, Hamburg>
1
Hamburgisches Welt-Wirtschafts-Archiv
1
Institut für Wirtschaftswissenschaften <Wien>
1
Institutt for Samfunnsøkonomi <Bergen, Norwegen>
1
Johns Hopkins University / Department of Economics
1
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
7
Discussion papers / Department of Economics, University of Copenhagen
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
2
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:
3
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
4
Poverty traps and business cycles in a stochastic overlapping generations economy with S-shaped law of motion
Schenk-Hoppé, Klaus Reiner
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001705850
Saved in:
5
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:
6
Integrated OU processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560040
Saved in:
7
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
8
Feller processes of Normal Inverse Gaussian type
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543241
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->