//--> //--> //--> //-->
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:"Risiko"
~institution:"Georgetown University / Economics Department"
~source:"econis"
~subject:"CAPM"
~subject:"Volatilität"
~type_genre:"Graue Literatur"
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
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Risiko
CAPM
Volatilität
Theorie
117
Theory
117
Option pricing theory
13
Optionspreistheorie
13
Yield curve
11
Zinsstruktur
11
Estimation
8
Schätzung
8
Volatility
8
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Statistical test
7
Statistischer Test
7
Stochastic process
7
Stochastischer Prozess
7
USA
7
United States
7
ARCH model
6
ARCH-Modell
6
Risk
6
Search theory
6
Suchtheorie
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
Cointegration
4
Game theory
4
Kointegration
4
Option trading
4
Optionsgeschäft
4
Repeated games
4
Spieltheorie
4
more ...
less ...
Online availability
All
Free
5
Type of publication
All
Book / Working Paper
18
Type of publication (narrower categories)
All
Graue Literatur
Arbeitspapier
18
Non-commercial literature
18
Working Paper
18
Language
All
English
18
Author
All
Huggett, Mark
3
Christensen, Bent Jesper
2
Schmidli, Hanspeter
2
Barndorff-Nielsen, Ole E.
1
Bartholdy, Jan
1
Charness, Gary
1
Christiansen, Charlotte
1
Evans, Martin D. D.
1
Génicot, Garance
1
Hansen, Peter Reinhard
1
Lunde, Asger
1
Mikkelsen, Peter
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Peare, Paula
1
Raahauge, Peter
1
Shephard, Neil G.
1
Strunk Hansen, Charlotte
1
Sørensen, Helle
1
Venardos, Emmanouil
1
Vidon, Edouard
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
Georgetown University / Economics Department
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
19
Ekonomiska forskningsinstitutet <Stockholm>
15
National Bureau of Economic Research
13
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
12
Institute of Finance and Accounting <London>
11
Rodney L. White Center for Financial Research
11
European University Institute / Department of Economics
10
Svenska Handelshögskolan <Helsinki>
10
Birkbeck College / Department of Economics
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
7
Australian National University / Faculty of Economics and Commerce
6
Center for Economic Research <Tilburg>
6
Chambre de commerce et d'industrie de Paris
6
Federal Reserve System / Division of Research and Statistics
5
Forschungsinstitut zur Zukunft der Arbeit
5
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
5
The Wharton Financial Institutions Center
5
University of Chicago / Center for Research in Security Prices
5
University of Southampton / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Federal Reserve Bank of New York
4
Institut for Finansiering <Frederiksberg>
4
Internationaler Währungsfonds / Research Department
4
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
4
Robert Schuman Centre for Advanced Studies
4
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
4
Stanford Institute for Economic Policy Research
4
University of British Columbia / Finance Division
4
University of Exeter / Department of Economics
4
Université de Montréal / Département de sciences économiques
4
Bank für Internationalen Zahlungsausgleich
3
Bonn Graduate School of Economics
3
Brown University / Department of Economics
3
Centre for Economic Policy Research
3
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
3
Erasmus Research Institute of Management
3
European University Institute / Department of Law
3
Federal Reserve Bank of St. Louis
3
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
13
Working papers / Economics Department, Georgetown University
5
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An experimental test of risk-sharing arrangements
Charness, Gary
(
contributor
);
Génicot, Garance
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002110685
Saved in:
2
Precautionary wealth accumulation
Huggett, Mark
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001864649
Saved in:
3
When are comparative dynamics monotone?
Huggett, Mark
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001864692
Saved in:
4
Precautionary wealth accumulation : a positive third derivative is not enough
Huggett, Mark
(
contributor
);
Vidon, Edouard
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001866813
Saved in:
5
FX trading and exchange rate dynamics
Evans, Martin D. D.
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001592933
Saved in:
6
Estimation of expected return : CAPM vs Fama and French
Bartholdy, Jan
(
contributor
);
Peare, Paula
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069191
Saved in:
7
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:
8
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
Saved in:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->