//--> //--> //--> //-->
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:"Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>"
~subject:"Estimation"
~subject:"Monte-Carlo-Simulation"
~subject:"Probability theory"
~subject:"Risk"
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
Estimation
Monte-Carlo-Simulation
Probability theory
Risk
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 theory
7
Germany
7
Monte Carlo simulation
7
Schätztheorie
7
Statistical test
7
Statistischer Test
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
CAPM
6
Time series analysis
6
Zeitreihenanalyse
6
Börsenkurs
5
Index futures
5
Index-Futures
5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Option trading
5
Optionsgeschäft
5
Share price
5
Wahrscheinlichkeitsrechnung
5
Capital income
4
more ...
less ...
Type of publication
All
Book / Working Paper
22
Type of publication (narrower categories)
All
Arbeitspapier
22
Graue Literatur
22
Non-commercial literature
22
Working Paper
22
Forschungsbericht
5
Language
All
English
18
German
4
Author
All
Mißler-Behr, Magdalena
2
Nielsen, Morten Ørregaard
2
Schmidli, Hanspeter
2
Tanggaard, Carsten
2
Bamberg, Günter
1
Brunetti, Celso
1
Busch, Thomas
1
Christiansen, Charlotte
1
Di Miscia, Orazio
1
Dorfleitner, Gregor
1
Grasselli, M.R.
1
Hauke, Wolfgang
1
Hoetger, Bernhard
1
Hurd, T.R.
1
Hötger, Bernhard
1
Lechner, Wolfgang
1
Mikkelsen, Peter
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Jens Perch
1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
Stentoft, Lars
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Trost, Ralf
1
Tzotchev, Dobromir
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
National Bureau of Economic Research
683
Ekonomiska forskningsinstitutet <Stockholm>
58
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
40
Forschungsinstitut zur Zukunft der Arbeit
34
Springer Fachmedien Wiesbaden
29
Internationaler Währungsfonds / Research Department
23
Birkbeck College / Department of Economics
18
Federal Reserve System / Board of Governors
17
Umeå universitet
17
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
15
Edward Elgar Publishing
14
University of Exeter / Department of Economics
14
Institut für Weltwirtschaft
13
European University Institute / Department of Economics
11
Friedrich-Schiller-Universität Jena
11
Trinity College Dublin / Department of Economics
11
University of Oxford / Institute of Economics and Statistics
11
Verlag Dr. Kovač
11
Federal Reserve System / Division of Research and Statistics
10
Institut für Höhere Studien
10
University of Dundee / Department of Economic Studies
10
Australian National University / Faculty of Economics and Commerce
9
Centre for Quantitative Economics & Computing
9
Chambre de commerce et d'industrie de Paris
9
Leibniz-Institut für Wirtschaftsforschung Halle
9
Universität Mannheim
9
Center for Economic Research <Tilburg>
8
Centre for Economic Performance
8
Centre for Economic Policy Research
8
Goethe-Universität Frankfurt am Main
8
University of Reading / Department of Economics
8
Eric Cuvillier <Firma>
7
International Monetary Fund
7
University of Waterloo / Department of Economics
7
Aarhus Universitet / Afdeling for Nationaløkonomi
6
Christian-Albrechts-Universität zu Kiel
6
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
6
Umeå Universitet / Institutionen för Nationalekonomi
6
University of Southampton / Department of Economics
6
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
17
Arbeitspapiere zur mathematischen Wirtschaftsforschung
5
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
2
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
3
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
Saved in:
4
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
5
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:
6
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:
7
Optimal residual based tests for fractional cointegration and exchange rate dynamics
Nielsen, Morten Ørregaard
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702310
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
Return-based and range-based (co)viariance estimation : with an application to foreign exchange markets
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
Saved in:
10
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->