//--> //--> //--> //-->
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:"Trinity College Dublin / Department of Economics"
~language:"eng"
~subject:"Statistischer Test"
~subject:"Stochastic process"
~type_genre:"Non-commercial literature"
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
Statistischer Test
Stochastic process
Theorie
103
Theory
103
Estimation
14
Schätzung
14
Option pricing theory
13
Optionspreistheorie
13
Yield curve
11
Zinsstruktur
11
Statistical test
8
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Stochastischer Prozess
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Ireland
6
Irland
6
Time series analysis
6
Zeitreihenanalyse
6
Estimation theory
5
Markov chain
5
Markov-Kette
5
Schätztheorie
5
CAPM
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Option trading
4
Optionsgeschäft
4
Bias
3
Bubbles
3
Cointegration
3
Einheitswurzeltest
3
Einkommensverteilung
3
Hedging
3
Income distribution
3
Interest rate
3
Kleinste-Quadrate-Methode
3
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
17
Type of publication (narrower categories)
All
Non-commercial literature
Arbeitspapier
20
Working Paper
20
Graue Literatur
17
Language
All
English
Author
All
Barndorff-Nielsen, Ole E.
4
Shephard, Neil G.
3
Hansen, Peter Reinhard
2
Lunde, Asger
2
Schmidli, Hanspeter
2
Taulbjerg, Jes
2
Di Miscia, Orazio
1
Fingleton, John
1
Frain, John C.
1
Jakubenas, Paulius
1
Levendorskij, Sergej Z.
1
Nicolato, Elisa
1
Sørensen, Helle
1
Venardos, Emmanouil
1
Waldron, Patrick
1
Ørregaard Nielsen, Morten
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
Trinity College Dublin / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
66
Center for Economic Research <Tilburg>
10
Ekonomiska forskningsinstitutet <Stockholm>
7
European University Institute / Department of Economics
7
University of Southampton / Department of Economics
7
Aarhus Universitet / Afdeling for Nationaløkonomi
6
Australian National University / Faculty of Economics and Commerce
6
Columbia University / Department of Economics
6
National Bureau of Economic Research
6
Brown University / Department of Economics
5
Chambre de commerce et d'industrie de Paris
5
Johns Hopkins University / Department of Economics
5
Social Systems Research Institute
5
University of California Davis / Department of Economics
5
University of Exeter / Department of Economics
5
Centre for Economic Policy Research
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Econometrisch Instituut <Rotterdam>
4
Erasmus Research Institute of Management
4
European University Institute / Department of Law
4
Federal Reserve System / Division of Research and Statistics
4
Forschungsinstitut zur Zukunft der Arbeit
4
Georgetown University / Economics Department
4
Institute of Finance and Accounting <London>
4
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
University of Cambridge / Department of Applied Economics
4
Université de Montréal / Département de sciences économiques
4
Birkbeck College / Department of Economics
3
Bonn Graduate School of Economics
3
Foerder Institute for Economic Research <Tēl-Āvîv>
3
Institutt for Samfunnsøkonomi <Bergen, Norwegen>
3
Judge Institute of Management Studies
3
Svenska Handelshögskolan <Helsinki>
3
Umeå universitet
3
University of Cambridge / Faculty of Economics
3
University of Essex / Department of Economics
3
Universität Dortmund / Wirtschafts- und Sozialwissenschaftliche Fakultät
3
Virginia Polytechnic Institute and State University / Department of Economics
3
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
15
Trinity economic papers / Technical paper
1
Trinity economics papers : TEP
1
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Small sample power of tests of normality when the alternative is an á-stable distribution
Frain, John C.
-
2007
Persistent link: https://www.econbiz.de/10003996408
Saved in:
2
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
3
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:
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
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:
6
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
Saved in:
7
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:
8
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
9
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the large claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724275
Saved in:
10
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the small claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724276
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->