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subject:"Schätztheorie"
~institution:"Københavns Universitet / Økonomisk Institut"
~institution:"Svenska Handelshögskolan <Helsinki>"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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Schätztheorie
Volatility
Zeitreihenanalyse
Theorie
91
Theory
91
Option pricing theory
9
Optionspreistheorie
9
CAPM
6
Incomplete market
6
Unvollkommener Markt
6
Volatilität
6
Cointegration
5
Core
5
Game theory
5
Kointegration
5
Spieltheorie
5
Allgemeines Gleichgewicht
4
Capital income
4
General equilibrium
4
Kapitaleinkommen
4
Portfolio selection
4
Portfolio-Management
4
Adverse Selektion
3
Adverse selection
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Asymmetric information
3
Asymmetrische Information
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Business network
3
Estimation theory
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Finanzmarkt
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Foreign portfolio investment
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Haushaltsökonomik
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Household economics
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Nash equilibrium
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Nash-Gleichgewicht
3
Portfolio-Investition
3
Präferenztheorie
3
Technischer Fortschritt
3
Technological change
3
Theory of preferences
3
Time series analysis
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Book / Working Paper
11
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Graue Literatur
11
Non-commercial literature
11
Arbeitspapier
8
Working Paper
8
Collection of articles of several authors
2
Sammelwerk
2
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1
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1
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English
11
Author
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Jusélius, Katarina
3
Söderman, Ronnie
3
Ahlgren, Niklas
1
Alvarez, Luis H. R.
1
Antell, Jan
1
Evstigneev, Igor V.
1
Penttinen, Aku
1
Schenk-Hoppé, Klaus Reiner
1
Stenbacka, Rune
1
Sundkvist, Kim
1
Sørensen, Helle
1
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Københavns Universitet / Økonomisk Institut
Svenska Handelshögskolan <Helsinki>
National Bureau of Economic Research
241
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
64
Ekonomiska forskningsinstitutet <Stockholm>
58
European University Institute / Department of Economics
49
Umeå universitet
23
University of New England / Department of Econometrics
18
Center for Economic Research <Tilburg>
17
Centre for Analytical Finance <Århus>
17
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
14
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
13
Forschungsinstitut zur Zukunft der Arbeit
12
University of Exeter / Department of Economics
12
Universität Basel / Institut für Statistik und Ökonometrie
12
Birkbeck College / Department of Economics
10
Federal Reserve System / Division of Research and Statistics
10
Umeå Universitet / Institutionen för Nationalekonomi
10
Econometrisch Instituut <Rotterdam>
9
Rodney L. White Center for Financial Research
9
Centre for Quantitative Economics & Computing
8
Institut für Weltwirtschaft
8
Internationaler Währungsfonds / Research Department
8
Rutgers University / Department of Economics
8
Aarhus Universitet / Afdeling for Nationaløkonomi
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Institut für Höhere Studien
7
University of Cambridge / Department of Applied Economics
7
Australian National University / Faculty of Economics and Commerce
6
Deutsche Forschungsgemeinschaft
6
European University Institute / Department of Law
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Instituto Valenciano de Investigaciones Económicas
6
Universitetet i Oslo / Økonomisk institutt
6
University of Strathclyde / Department of Economics
6
Centre for Microdata Methods and Practice <London>
5
Christian-Albrechts-Universität zu Kiel
5
Institute of Finance and Accounting <London>
5
Johns Hopkins University / Department of Economics
5
London School of Economics and Political Science
5
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Meddelanden från Svenska Handelshögskolan
6
Discussion papers / Department of Economics, University of Copenhagen
2
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ECONIS (ZBW)
11
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1
Bootstrap and fast double bootstrap tests of cointegration rank with financial time series
Ahlgren, Niklas
(
contributor
);
Antell, Jan
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003367377
Saved in:
2
Volatility-induced growth in financial markets
Evstigneev, Igor V.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10001805137
Saved in:
3
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001701167
Saved in:
4
Optimal risk adoption : a real options approach
Alvarez, Luis H. R.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001607757
Saved in:
5
Unrealized expectations of jumps in volatility : an explanation to the low and time-varying predictive power of implied volatility
Penttinen, Aku
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001566472
Saved in:
6
Maximum loss calculation using scenario analysis, heavy tails and implied volatility patterns
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544974
Saved in:
7
Examining and modeling the dynamics of the volatility surface : an empirical study of the DAX and ESX options market
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544976
Saved in:
8
Volatility smile dynamics in scenario analysis
Sundkvist, Kim
(
contributor
);
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557340
Saved in:
9
Theoretical results in the I(1) and the I(2) model
Jusélius, Katarina
(
ed.
)
-
1994
Persistent link: https://www.econbiz.de/10000895834
Saved in:
10
Theory with illustrations methodological questions in empirical macroeconomics
Jusélius, Katarina
(
ed.
)
-
1994
Persistent link: https://www.econbiz.de/10000895835
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