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:"Kointegration"
~subject:"Regression 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
Probabilistic sophistication a...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Kointegration
Regression 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
Time series analysis
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
Least squares method
3
Probability theory
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
Nielsen, Morten Ørregaard
2
Barndorff-Nielsen, Ole E.
1
Engsted, Tom
1
Shepard, Neil
1
Strunk Hansen, Charlotte
1
Taulbjerg, Jes
1
Tuypens, Bjorn E.
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
43
National Bureau of Economic Research
32
European University Institute / Department of Economics
14
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
6
Aarhus Universitet / Afdeling for Nationaløkonomi
5
Ekonomiska forskningsinstitutet <Stockholm>
5
Massachusetts Institute of Technology / Department of Economics
5
Brown University / Department of Economics
4
Center for Economic Research <Tilburg>
3
Econometrisch Instituut <Rotterdam>
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Københavns Universitet / Økonomisk Institut
3
National Institute of Economic and Social Research
3
Sosialøkonomisk Institutt
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
University of Southampton / Department of Economics
3
University of Strathclyde / Department of Economics
3
Australian National University / Faculty of Economics and Commerce
2
Centre for International Macroeconomics
2
Centre for Microdata Methods and Practice <London>
2
Christian-Albrechts-Universität zu Kiel
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
European University Institute / Department of Law
2
Forschungsinstitut zur Zukunft der Arbeit
2
Leibniz-Institut für Wirtschaftsforschung Halle
2
Nationalekonomiska Institutionen <Lund>
2
Springer Fachmedien Wiesbaden
2
Svenska Handelshögskolan <Helsinki>
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
University of British Columbia / Department of Economics
2
University of Cambridge / Department of Applied Economics
2
University of Exeter / Department of Economics
2
University of New England / Department of Econometrics
2
University of Nottingham / School of Economics
2
Universiṭat Bar-Ilan / Department of Economics
2
Uppsala universitet / Nationalekonomiska institutionen
2
Zentrum für Europäische Wirtschaftsforschung
2
Agricultural Land Markets - Efficiency and Regulation
1
Australasian Economic Modelling Conference <1992, Cairns>
1
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
Date (newest first)
Date (oldest first)
1
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
2
Misspecification versus bubbles in hyperinflation data : comment
Engsted, Tom
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660135
Saved in:
3
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:
4
Econometric analysis of realised covariation : high frequency covariance, regression and correlation in financial economics
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686826
Saved in:
5
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:
6
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
