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type_genre:"Arbeitspapier"
type_genre:"Series"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"ARCH model"
~subject:"Estimation"
~subject:"Game theory"
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ARCH model
Estimation
Game theory
Theorie
66
Theory
66
Option pricing theory
13
Optionspreistheorie
13
Yield curve
11
Zinsstruktur
11
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Stochastic process
7
Stochastischer Prozess
7
Volatility
7
Volatilität
7
ARCH-Modell
6
Time series analysis
6
Zeitreihenanalyse
6
Estimation theory
5
Markov chain
5
Markov-Kette
5
Schätztheorie
5
CAPM
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
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
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3
Wahrscheinlichkeitsrechnung
3
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Book / Working Paper
11
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Arbeitspapier
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Graue Literatur
11
Non-commercial literature
11
Working Paper
11
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English
11
Author
All
Rahbek, Anders
2
Tanggaard, Carsten
2
Brunetti, Celso
1
Busch, Thomas
1
Christiansen, Charlotte
1
Jensen, Morten Berg
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
Lunde, Asger
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Tolver Jensen, Søren
1
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Centre for Analytical Finance <Århus>
Center for Economic Research <Tilburg>
62
Ekonomiska forskningsinstitutet <Stockholm>
54
Forschungsinstitut zur Zukunft der Arbeit
36
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
35
European University Institute / Department of Economics
22
Internationaler Währungsfonds / Research Department
22
Birkbeck College / Department of Economics
17
Australian National University / Faculty of Economics and Commerce
14
Foerder Institute for Economic Research <Tēl-Āvîv>
14
University of Exeter / Department of Economics
13
Bonn Graduate School of Economics
11
Federal Reserve System / Board of Governors
11
Institut für Weltwirtschaft
11
Institut für Höhere Studien
10
University of Warwick / Department of Economics
9
Universität Dortmund / Wirtschafts- und Sozialwissenschaftliche Fakultät
9
Centre for Economic Performance
8
Instituto Valenciano de Investigaciones Económicas
8
Shakai-Keizai-Kenkyūsho <Osaka>
8
University of Oxford / Institute of Economics and Statistics
8
Universität Mannheim / Institut für Volkswirtschaft und Statistik
8
Centre for Economic Policy Research
7
Federal Reserve System / Division of Research and Statistics
7
National Bureau of Economic Research
7
Trinity College Dublin / Department of Economics
7
Columbia University / Department of Economics
6
Internationaler Währungsfonds / Monetary and Exchange Affairs Department
6
Københavns Universitet / Økonomisk Institut
6
Leibniz-Institut für Wirtschaftsforschung Halle
6
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6
Universitat Pompeu Fabra / Departament d'Economia i Empresa
6
University of Reading / Department of Economics
6
Center for the Study of Law and Economics <Saarbrücken>
5
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
5
Econometrisch Instituut <Rotterdam>
5
Erasmus Research Institute of Management
5
Georgetown University / Economics Department
5
International Monetary Fund
5
Johns Hopkins University / Department of Economics
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
11
Source
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ECONIS (ZBW)
11
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1
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
2
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
3
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:
4
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:
5
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:
6
Optimal residual based tests for fractional cointegration and exchange rate dynamics
Nielsen, Morten Ørregaard
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702310
Saved in:
7
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:
8
Return-based and range-based (co)viariance estimation : with an application to foreign exchange markets
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
Saved in:
9
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
10
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
Saved in:
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