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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>"
~subject:"ARCH model"
~subject:"Estimation theory"
~subject:"Markov-Kette"
~subject:"Probability theory"
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Risiko
ARCH model
Estimation theory
Markov-Kette
Probability theory
Theorie
97
Theory
97
Option pricing theory
15
Optionspreistheorie
15
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Schätzung
9
Deutschland
7
Estimation
7
Germany
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätztheorie
7
Statistical test
7
Statistischer Test
7
Volatility
7
Volatilität
7
ARCH-Modell
6
CAPM
6
Time series analysis
6
Zeitreihenanalyse
6
Börsenkurs
5
Index futures
5
Index-Futures
5
Markov chain
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Option trading
5
Optionsgeschäft
5
Risk
5
Share price
5
Wahrscheinlichkeitsrechnung
5
Capital income
4
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Book / Working Paper
25
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Arbeitspapier
25
Graue Literatur
25
Non-commercial literature
25
Working Paper
25
Forschungsbericht
7
Language
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English
19
German
6
Author
All
Christiansen, Charlotte
2
Mißler-Behr, Magdalena
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Sørensen, Michael
2
Bamberg, Günter
1
Di Miscia, Orazio
1
Dorfleitner, Gregor
1
Hansen, Niels Richard
1
Hauke, Wolfgang
1
Hilbert, Andreas
1
Hoetger, Bernhard
1
Hötger, Bernhard
1
Jensen, Morten Berg
1
Kessler, Mathieu
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
Lechner, Wolfgang
1
Lunde, Asger
1
Mikkelsen, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Jens Perch
1
Paul, Henning
1
Schmid, Wolfgang
1
Schwaiger, Manfred
1
Stegenborg Larsen, Kristian
1
Sørensen, Helle
1
Tanggaard, Carsten
1
Tolver Jensen, Søren
1
Trost, Ralf
1
Tzotchev, Dobromir
1
Ørregaard Nielsen, Morten
1
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Institution
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Centre for Analytical Finance <Århus>
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
National Bureau of Economic Research
239
Ekonomiska forskningsinstitutet <Stockholm>
47
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
35
European University Institute / Department of Economics
29
Umeå universitet
26
Center for Economic Research <Tilburg>
21
University of New England / Department of Econometrics
19
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
18
University of Exeter / Department of Economics
13
Birkbeck College / Department of Economics
11
Forschungsinstitut zur Zukunft der Arbeit
11
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
11
Universität Basel / Institut für Statistik und Ökonometrie
11
Chambre de commerce et d'industrie de Paris
10
Edward Elgar Publishing
10
Federal Reserve System / Division of Research and Statistics
10
Australian National University / Faculty of Economics and Commerce
8
Deutsche Forschungsgemeinschaft
8
Umeå Universitet / Institutionen för Nationalekonomi
8
University of Southampton / Department of Economics
8
Johns Hopkins University / Department of Economics
7
Shakai-Keizai-Kenkyūsho <Osaka>
7
Springer Fachmedien Wiesbaden
7
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
6
Centre for Quantitative Economics & Computing
6
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
6
Universitetet i Oslo / Økonomisk institutt
6
University of Dundee / Department of Economic Studies
6
Aarhus Universitet / Afdeling for Nationaløkonomi
5
Australian National University / Faculty of Economics
5
Brown University / Department of Economics
5
Centre for Microdata Methods and Practice <London>
5
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
5
Econometrisch Instituut <Rotterdam>
5
Federal Reserve System / Board of Governors
5
Foerder Institute for Economic Research <Tēl-Āvîv>
5
Instituto Valenciano de Investigaciones Económicas
5
Rodney L. White Center for Financial Research
5
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
18
Arbeitspapiere zur mathematischen Wirtschaftsforschung
7
Source
All
ECONIS (ZBW)
25
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1
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
2
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
9
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
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
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