//--> //--> //--> //-->
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>"
~institution:"William Davidson Institute <Ann Arbor, Mich.>"
~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:"Trendmodell"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
15
Zeitreihenanalyse
15
ARCH model
7
ARCH-Modell
7
Theorie
6
Theory
6
Volatility
4
Volatilität
4
Heteroscedasticity
3
Heteroskedastizität
3
Estimation
2
Option pricing theory
2
Optionspreistheorie
2
Pfund Sterling
2
Pound Sterling
2
Schätzung
2
Stochastic process
2
Stochastischer Prozess
2
US dollar
2
US-Dollar
2
USA
2
United States
2
1999-2000
1
Aktienmarkt
1
Autocorrelation
1
Autokorrelation
1
Barter economy
1
Börsenkurs
1
Capital income
1
Credit market
1
Credit rationing
1
Currency option
1
Devisenoption
1
Eastern Europe
1
Equilibrium model
1
Exchange rate
1
Forecasting model
1
G7 countries
1
G7-Staaten
1
Geldpolitik
1
more ...
less ...
Type of publication
All
Book / Working Paper
15
Type of publication (narrower categories)
All
Arbeitspapier
Graue Literatur
15
Non-commercial literature
15
Working Paper
15
Language
All
English
15
Author
All
Koulikov, Dmitri
3
Myhre Lildholt, Peter
2
Bibby, Bo Martin
1
Brunetti, Celso
1
Busch, Thomas
1
Christiansen, Charlotte
1
Hansen, Peter Reinhard
1
Hurlin, Christophe
1
Ivanenko, V. V.
1
Kierzenkowski, Rafał
1
Koubaa, Yosra
1
Lunde, Asger
1
Rahbek, Anders
1
Skovgaard, Ib Michael
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Tolver Jensen, Søren
1
Égert, Balázs
1
Ørregaard Nielsen, Morten
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
William Davidson Institute <Ann Arbor, Mich.>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
64
Ekonomiska forskningsinstitutet <Stockholm>
41
European University Institute / Department of Economics
28
Econometrisch Instituut <Rotterdam>
16
National Bureau of Economic Research
15
Escola de Pós-Graduação em Economia <Rio de Janeiro>
12
Federal Reserve Bank of St. Louis
11
European University Institute / Department of Law
10
University of Cambridge / Department of Applied Economics
10
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
London School of Economics and Political Science
8
Umeå universitet
8
Aarhus Universitet / Afdeling for Nationaløkonomi
7
University of Strathclyde / Department of Economics
7
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
6
University of Exeter / Department of Economics
6
Center for Economic Research <Tilburg>
5
Institut für Weltwirtschaft
5
Institut für Wirtschaftswissenschaften <Wien>
5
Queen Mary College / Department of Economics
5
School of Finance and Business Economics <Perth, Western Australia>
5
University of Canterbury / Dept. of Economics and Finance
5
University of Southampton / Department of Economics
5
Australian National University / Faculty of Economics and Commerce
4
Australien / Bureau of Statistics
4
Centre for Growth and Business Cycle Research <Manchester>
4
Loughborough University / Department of Economics
4
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
4
Rutgers University / Department of Economics
4
Umeå Universitet / Institutionen för Nationalekonomi
4
Universitetet i Oslo / Økonomisk institutt
4
University of Kent / Department of Economics
4
University of Otago / Commerce Division
4
University of Warwick / Department of Economics
4
Université de Montréal / Département de sciences économiques
4
Federal Reserve Bank of New York
3
Federal Reserve System / Board of Governors
3
Innocenzo Gasparini Institute for Economic Research <Mailand>
3
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
11
William Davidson Institute working papers series
4
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling stock returns in the G-7 and in selected CEE economies : a non-linear GARCH approach
Égert, Balázs
(
contributor
);
Koubaa, Yosra
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002534418
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
Credit market disequilibrium in Poland : can we find what we expect? ; Non-stationarity and the "min" condition
Hurlin, Christophe
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001905488
Saved in:
4
Local empirical spectral measure of multivariate processes with long range dependence
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838828
Saved in:
5
Access to liquidity and non-monetary trade
Ivanenko, V. V.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001893219
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
Modeling sequences of long memory non-negative covariance stationary random variables
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793903
Saved in:
8
Diffusion-type models with given marginal and autocorrelation function
Bibby, Bo Martin
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748916
Saved in:
9
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:
10
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->