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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Australian National University / Faculty of Economics and Commerce"
~subject:"ARCH model"
~subject:"Auktionstheorie"
~subject:"Optionspreistheorie"
~type_genre:"Non-commercial literature"
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Risiko
ARCH model
Auktionstheorie
Optionspreistheorie
Theorie
131
Theory
131
Option pricing theory
14
Estimation
12
Schätzung
12
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Game theory
9
Spieltheorie
9
Time series analysis
9
Zeitreihenanalyse
9
Estimation theory
8
Schätztheorie
8
Volatility
8
Volatilität
8
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Statistical test
7
Statistischer Test
7
ARCH-Modell
6
Auction theory
6
Risk
6
Adverse Selektion
5
Adverse selection
5
CAPM
5
Growth theory
5
Markov chain
5
Markov-Kette
5
Option trading
5
Optionsgeschäft
5
Wachstumstheorie
5
Agency theory
4
Börsenkurs
4
Cointegration
4
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Book / Working Paper
32
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Non-commercial literature
Arbeitspapier
34
Working Paper
34
Graue Literatur
32
Language
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English
32
Author
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Menezes, Flávio Marques
5
Monteiro, Paulo Klinger
3
Grant, Simon
2
Hooper, Vincent J.
2
Kajii, Atsushi
2
Pointon, John
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Strunk Hansen, Charlotte
2
Busch, Thomas
1
Christensen, Bent Jesper
1
Christensen, Claus Vorm
1
Christiansen, Charlotte
1
Grasselli, M.R.
1
Hahm, Joon-ho
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Jensen, Morten Berg
1
Jones, Chris
1
Kline, Jeffrey D.
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
Lunde, Asger
1
Menezes, Flavio
1
Mikkelsen, Peter
1
Monteiro, Paulo K.
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Peskir, Goran
1
Polak, Ben
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Stegenborg Larsen, Kristian
1
Steigerwald, Douglas G.
1
Stentoft, Lars
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Tolver Jensen, Søren
1
Venardos, Emmanouil
1
Širjaev, Alʹbert N.
1
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Institution
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Centre for Analytical Finance <Århus>
Australian National University / Faculty of Economics and Commerce
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
25
Ekonomiska forskningsinstitutet <Stockholm>
19
Center for Economic Research <Tilburg>
15
Svenska Handelshögskolan <Helsinki>
10
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
10
Bonn Graduate School of Economics
9
Chambre de commerce et d'industrie de Paris
7
European University Institute / Department of Economics
7
Instituto Valenciano de Investigaciones Económicas
6
Shakai-Keizai-Kenkyūsho <Osaka>
6
Social Systems Research Institute
6
Universität Dortmund / Wirtschafts- und Sozialwissenschaftliche Fakultät
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Birkbeck College / Department of Economics
5
Federal Reserve System / Division of Research and Statistics
5
Institute of Finance and Accounting <London>
5
University of Southampton / Department of Economics
5
Centre of Financial Studies
4
Columbia University / Department of Economics
4
Georgetown University / Economics Department
4
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
4
Johannes Gutenberg-Universität Mainz
4
National Bureau of Economic Research
4
Umeå universitet
4
University of Exeter / Department of Economics
4
Weltbank / Private Participation in Infrastructure Group
4
Centre for Economic Policy Research
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Foerder Institute for Economic Research <Tēl-Āvîv>
3
Forschungsinstitut zur Zukunft der Arbeit
3
Johns Hopkins University / Department of Economics
3
Robert Schuman Centre for Advanced Studies
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
3
University of Waterloo / Department of Economics
3
Aarhus Universitet / Afdeling for Nationaløkonomi
2
Banco de Portugal / Departamento de Estatística e Estudos Económicos
2
Bank für Internationalen Zahlungsausgleich
2
Banque de France / Direction des Etudes Economiques et de la Recherche
2
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
21
Working papers in economics and econometrics
11
Source
All
ECONIS (ZBW)
32
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1
Exotic options : proofs without formulas
Poulsen, R.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922259
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
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:
4
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
Saved in:
5
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:
6
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702284
Saved in:
7
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
8
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
Saved in:
9
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
10
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
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