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subject:"Portfolio-Management"
subject:"United States"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Federal Reserve System / Division of Research and Statistics"
~subject:"Share price"
~subject:"Volatilität"
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Portfolio-Management
United States
Share price
Volatilität
Theorie
136
Theory
136
Option pricing theory
15
Optionspreistheorie
15
Estimation
14
Schätzung
14
USA
14
Yield curve
14
Zinsstruktur
14
Estimation theory
12
Geldpolitik
12
Monetary policy
12
Schätztheorie
12
Stochastic process
12
Stochastischer Prozess
12
Volatility
10
CAPM
7
Forecasting model
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Prognoseverfahren
7
Statistical test
7
Statistischer Test
7
ARCH model
6
ARCH-Modell
6
Time series analysis
6
Zeitreihenanalyse
6
Börsenkurs
5
Capital income
5
Kapitaleinkommen
5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Rational expectations
5
Rationale Erwartung
5
Risiko
5
Risk
5
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Book / Working Paper
29
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Arbeitspapier
27
Working Paper
27
Graue Literatur
24
Non-commercial literature
24
Collection of articles of several authors
1
Conference proceedings
1
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1
Sammelwerk
1
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English
29
Author
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Elmendorf, Douglas W.
2
Sack, Brian
2
Zhou, Chunsheng
2
Barndorff-Nielsen, Ole E.
1
Bechmann, Ken L.
1
Berger, Allen N.
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Dupont, Dominique
1
Engsted, Tom
1
Estevão, Marcelo M.
1
Fuhrer, Jeffrey C.
1
Furfine, Craig H.
1
Goodfriend, Marvin
1
Gordy, Michael B.
1
Hansen, Peter Reinhard
1
Kimball, Miles S.
1
Kuester, Kathleen A.
1
Lunde, Asger
1
McManus, Douglas A.
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
O'Brien, James M.
1
Orphanides, Athanasios
1
Passmore, Stuart Wayne
1
Porter, Richard D.
1
Raahauge, Peter
1
Schmitt-Grohé, Stephanie
1
Sharpe, Steven A.
1
Shephard, Neil G.
1
Small, David H.
1
Strunk Hansen, Charlotte
1
Sørensen, Helle
1
Tanggaard, Carsten
1
TeSelle, Garrett H.
1
Udell, Gregory F.
1
Venardos, Emmanouil
1
Wilson, Beth Anne
1
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Institution
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Centre for Analytical Finance <Århus>
Federal Reserve System / Division of Research and Statistics
National Bureau of Economic Research
660
IGI Global
107
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
35
European University Institute / Department of Economics
27
Ekonomiska forskningsinstitutet <Stockholm>
26
World Bank
24
Institute of Finance and Accounting <London>
23
Rodney L. White Center for Financial Research
22
Edward Elgar Publishing
20
Federal Reserve Bank of St. Louis
20
Federal Reserve System / Board of Governors
19
Federal Reserve Bank of San Francisco
18
Forschungsinstitut zur Zukunft der Arbeit
17
Frank J. Fabozzi Associates <New Hope, Pa.>
16
Internationaler Währungsfonds / Research Department
16
OECD
16
Birkbeck College / Department of Economics
15
Robert Schuman Centre for Advanced Studies
15
Springer Fachmedien Wiesbaden
15
The Wharton Financial Institutions Center
15
American Marketing Association
14
Federal Reserve Bank of New York
14
Erasmus Research Institute of Management
13
Federal Reserve Bank of Cleveland
13
Association of University Programs in Health Administration
12
Brookings Institution
12
Center for Economic Research <Tilburg>
12
Centre for Economic Policy Research
12
European University Institute / Department of Law
12
Federal Reserve Bank of Richmond
12
American Management Association
11
Goethe-Universität Frankfurt am Main
11
Institut für Weltwirtschaft
11
Massachusetts Institute of Technology / Department of Economics
11
Universität Mannheim
10
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
10
Zentrum für Europäische Wirtschaftsforschung
10
American Enterprise Institute for Public Policy Research
9
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Published in...
All
Finance and economics discussion series
18
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
10
Finance and economics discussion series / Working studies
1
Source
All
ECONIS (ZBW)
29
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1
Speculative bubbles in stock prices? : Tests based on the price-dividend ratio
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001998442
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
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:
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
Short tales, price pressure, and the stock price response to convertible bond calls
Bechmann, Ken L.
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851134
Saved in:
6
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
Saved in:
7
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
8
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:
9
New evidence on the implied-realized volatility relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
10
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
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