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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Centre for Actuarial Studies"
~institution:"Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>"
~subject:"ARCH model"
~subject:"Probability theory"
~subject:"Stochastischer Prozess"
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Risiko
ARCH model
Probability theory
Stochastischer Prozess
Theorie
113
Theory
113
Option pricing theory
16
Optionspreistheorie
16
Stochastic process
11
Yield curve
11
Zinsstruktur
11
Schätzung
9
Volatility
8
Volatilität
8
Deutschland
7
Estimation
7
Estimation theory
7
Germany
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätztheorie
7
Statistical test
7
Statistischer Test
7
Wahrscheinlichkeitsrechnung
7
ARCH-Modell
6
CAPM
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Option trading
6
Optionsgeschäft
6
Time series analysis
6
Zeitreihenanalyse
6
Börsenkurs
5
Hedging
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Index futures
5
Index-Futures
5
Markov chain
5
Markov-Kette
5
Risk
5
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5
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2
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Book / Working Paper
27
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Arbeitspapier
24
Working Paper
24
Graue Literatur
22
Non-commercial literature
22
Forschungsbericht
5
Language
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English
23
German
4
Author
All
Barndorff-Nielsen, Ole E.
6
Shephard, Neil G.
3
Cai, Jun
2
Mißler-Behr, Magdalena
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Sørensen, Michael
2
Bamberg, Günter
1
Christiansen, Charlotte
1
Di Miscia, Orazio
1
Dickson, David C. M.
1
Dorfleitner, Gregor
1
Hauke, Wolfgang
1
Hoetger, Bernhard
1
Hötger, Bernhard
1
Ignatov, Zvetan G.
1
Jensen, Morten Berg
1
Kaishev, Vladimir K.
1
Koulikov, Dmitri
1
Krachunov, Rossen S.
1
Kristensen, Dennis
1
Lechner, Wolfgang
1
Levendorskij, Sergej Z.
1
Lunde, Asger
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Shepard, Neil
1
Stegenborg Larsen, Kristian
1
Stelzer, Robert
1
Sørensen, Helle
1
Tolver Jensen, Søren
1
Trost, Ralf
1
Uchida, Masayuki
1
Venardos, Emmanouil
1
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Institution
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Centre for Analytical Finance <Århus>
Centre for Actuarial Studies
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
National Bureau of Economic Research
258
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
59
Ekonomiska forskningsinstitutet <Stockholm>
20
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
12
European University Institute / Department of Economics
11
Springer Fachmedien Wiesbaden
11
Edward Elgar Publishing
9
Australian National University / Faculty of Economics and Commerce
7
Chambre de commerce et d'industrie de Paris
7
Econometrisch Instituut <Rotterdam>
7
Umeå universitet
7
University of Exeter / Department of Economics
7
Erasmus Research Institute of Management
6
University of Dundee / Department of Economic Studies
6
University of Southampton / Department of Economics
6
Center for Economic Research <Tilburg>
5
Deutsche Forschungsgemeinschaft
5
Federal Reserve System / Board of Governors
5
Federal Reserve System / Division of Research and Statistics
5
Shakai-Keizai-Kenkyūsho <Osaka>
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Centre for Economic Policy Research
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Foerder Institute for Economic Research <Tēl-Āvîv>
4
Georgetown University / Economics Department
4
Instituto Valenciano de Investigaciones Económicas
4
Johns Hopkins University / Department of Economics
4
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
4
Trinity College Dublin / Department of Economics
4
Universität Dortmund / Wirtschafts- und Sozialwissenschaftliche Fakultät
4
Birkbeck College / Department of Economics
3
Bonn Graduate School of Economics
3
Centre for Quantitative Economics & Computing
3
European University Institute / Department of Law
3
Friedrich-Schiller-Universität Jena
3
IGI Global
3
Institute of Finance and Accounting <London>
3
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
19
Arbeitspapiere zur mathematischen Wirtschaftsforschung
5
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
3
Source
All
ECONIS (ZBW)
27
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1
Upper bounds for ultimate ruin probabilities in the Sparre Anderson model with interest
Cai, Jun
(
contributor
);
Dickson, David C. M.
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001684466
Saved in:
2
Explicit, finite time ruin probabilities for discrete, dependent claims
Ignatov, Zvetan G.
(
contributor
); …
-
2001
Persistent link: https://www.econbiz.de/10001642348
Saved in:
3
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Saved in:
4
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:
5
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
6
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
7
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:
8
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:
9
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:
10
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
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