//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Statistical test"
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
Parametric inference for diffu...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Statistical test
Theorie
69
Theory
69
Option pricing theory
24
Optionspreistheorie
24
Volatility
18
Volatilität
18
Stochastic process
17
Stochastischer Prozess
17
Yield curve
14
Zinsstruktur
14
Estimation theory
13
Schätztheorie
13
Time series analysis
13
Zeitreihenanalyse
13
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Estimation
11
Schätzung
11
ARCH model
10
ARCH-Modell
10
Denmark
10
Dänemark
10
Option trading
10
Optionsgeschäft
10
Statistischer Test
8
CAPM
7
Cointegration
7
Kointegration
7
USA
7
United States
7
Markov chain
6
Markov-Kette
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Kleinste-Quadrate-Methode
5
Least squares method
5
Probability theory
5
Statistical distribution
5
Statistische Verteilung
5
more ...
less ...
Type of publication
All
Book / Working Paper
8
Type of publication (narrower categories)
All
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Language
All
English
8
Author
All
Hansen, Peter Reinhard
2
Lunde, Asger
2
Taulbjerg, Jes
2
Barndorff-Nielsen, Ole E.
1
Christiansen, Charlotte
1
Jakubenas, Paulius
1
Nielsen, Helena Skyt
1
Shephard, Neil G.
1
Ørregaard Nielsen, Morten
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
8
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
8
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
Saved in:
2
Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of volatility models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
Saved in:
3
The educational asset market : a finance perspective on human capital investment
Christiansen, Charlotte
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690061
Saved in:
4
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
5
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
6
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
Saved in:
7
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
Saved in:
8
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->