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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Theorie"
~type_genre:"Graue Literatur"
~type_genre:"Konferenzschrift"
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Subject
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Theorie
Theory
66
Option pricing theory
21
Optionspreistheorie
21
Volatility
16
Volatilität
16
Yield curve
13
Zinsstruktur
13
Stochastic process
12
Stochastischer Prozess
12
Time series analysis
11
Zeitreihenanalyse
11
ARCH model
10
ARCH-Modell
10
Denmark
10
Dänemark
10
Estimation theory
10
Monte Carlo simulation
10
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10
Schätztheorie
10
Estimation
9
Schätzung
9
Option trading
8
Optionsgeschäft
8
Statistical test
8
Statistischer Test
8
CAPM
7
USA
7
United States
7
Markov chain
6
Markov-Kette
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Cointegration
5
Kleinste-Quadrate-Methode
5
Kointegration
5
Least squares method
5
Bond market
4
Forecast
4
Probability theory
4
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Book / Working Paper
66
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Graue Literatur
Konferenzschrift
Arbeitspapier
66
Non-commercial literature
66
Working Paper
66
Language
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English
66
Author
All
Barndorff-Nielsen, Ole E.
6
Tanggaard, Carsten
4
Christensen, Bent Jesper
3
Di Miscia, Orazio
3
Lunde, Asger
3
Mikkelsen, Peter
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Sørensen, Michael
3
Taulbjerg, Jes
3
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Hansen, Peter Reinhard
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Shepard, Neil
2
Sørensen, Helle
2
Ørregaard Nielsen, Morten
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Brunetti, Celso
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Grosen, Anders
1
Hansen, Niels Richard
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Jensen, Morten Berg
1
Kessler, Mathieu
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
Levendorskij, Sergej Z.
1
Myhre Lildholdt, Peter
1
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Centre for Analytical Finance <Århus>
European University Institute / Department of Economics
217
National Bureau of Economic Research
204
Ekonomiska forskningsinstitutet <Stockholm>
193
Foerder Institute for Economic Research <Tēl-Āvîv>
107
Social Systems Research Institute
99
Universitat Pompeu Fabra / Departament d'Economia i Empresa
93
Internationaler Währungsfonds / Research Department
85
Massachusetts Institute of Technology / Department of Economics
77
Robert Schuman Centre for Advanced Studies
75
European University Institute / Department of Law
72
Brown University / Department of Economics
60
INSEAD
55
Institute of Finance and Accounting <London>
54
Federal Reserve Bank of Cleveland
47
Federal Reserve Bank of St. Louis
44
Aarhus Universitet / Afdeling for Nationaløkonomi
43
Federal Reserve Bank of Richmond
42
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
35
Internationaler Währungsfonds / Fiscal Affairs Department
32
Internationaler Währungsfonds / Monetary and Exchange Affairs Department
32
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
31
Institut for Nationaløkonomi <Kopenhagen>
28
Institut für Weltwirtschaft
28
University of Waterloo / Department of Economics
28
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
27
Rijksuniversiteit Gent / Faculteit Economie en Bedrijfskunde
27
Centre for the Study of Globalisation and Regionalisation
26
Melbourne Business School
26
Innocenzo Gasparini Institute for Economic Research <Mailand>
25
Center for Economic Analysis <Boulder, Colo.>
24
Institute for Research in the Behavioral, Economic, and Management Sciences
23
Krannert Graduate School of Management
23
Weltbank / Development Research Group
23
McMaster University / Department of Economics
21
Centre for Microdata Methods and Practice <London>
20
Federal Reserve Bank of Minneapolis / Research Department
20
Nationalekonomiska Institutionen <Lund>
20
University College Dublin / Centre for Economic Research
20
Virginia Polytechnic Institute and State University / Department of Economics
20
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
66
Source
All
ECONIS (ZBW)
66
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1
Estimation of expected return : CAPM vs Fama and French
Bartholdy, Jan
(
contributor
);
Peare, Paula
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069191
Saved in:
2
Exotic options : proofs without formulas
Poulsen, R.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922259
Saved in:
3
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:
4
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
5
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
6
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:
7
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
8
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
Saved in:
9
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
10
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
Saved in:
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