//--> //--> //-->
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>"
~subject:"EU-Staaten"
~subject:"Time series analysis"
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
Should I quit my day job? : a...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
EU-Staaten
Time series analysis
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Zeitreihenanalyse
6
Estimation theory
5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Schätztheorie
5
CAPM
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
Statistical distribution
3
Statistische Verteilung
3
more ...
less ...
Type of publication
All
Book / Working Paper
6
Type of publication (narrower categories)
All
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Language
All
English
6
Author
All
Busch, Thomas
1
Christiansen, Charlotte
1
Koulikov, Dmitri
1
Myhre Lildholt, Peter
1
Rahbek, Anders
1
Søndergaard Rasmussen, Nicki
1
Tolver Jensen, Søren
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
136
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
46
Ekonomiska forskningsinstitutet <Stockholm>
45
European University Institute / Department of Economics
37
OECD
32
Edward Elgar Publishing
21
Europäische Kommission
20
European University Institute / Department of Law
14
Institut für Weltwirtschaft
14
European Foundation for the Improvement of Living and Working Conditions
13
Europäische Kommission / Generaldirektion Unternehmen
12
Umeå universitet
11
Europäische Kommission / Gemeinsame Forschungsstelle
10
Europäische Kommission / Statistisches Amt
10
Econometrisch Instituut <Rotterdam>
8
Robert Schuman Centre for Advanced Studies
8
University of Exeter / Department of Economics
8
University of Strathclyde / Department of Economics
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Deutsche Bundesbank
7
Deutschland / Bundeswehr / Universität Hamburg
7
Gottfried Wilhelm Leibniz Universität Hannover
7
International Monetary Fund
7
Centre for Economic Policy Research
6
Christian-Albrechts-Universität zu Kiel
6
London School of Economics and Political Science
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Centre for Quantitative Economics & Computing
5
Europäische Kommission / Gemeinschaftliches Rahmenprogramm für Forschung und Technologische Entwicklung <1990-1994>
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
Organisation for Economic Co-operation and Development
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Birkbeck College / Department of Economics
4
Econometric Society
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Europäische Kommission / Generaldirektion Wettbewerb
4
Institut für Höhere Studien
4
Springer Fachmedien Wiesbaden
4
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
4
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
6
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
2
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:
3
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:
4
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
5
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
Saved in:
6
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->