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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"University of Exeter / Department of Economics"
~source:"econis"
~subject:"CAPM"
~subject:"Monte-Carlo-Simulation"
~subject:"Volatilität"
~type_genre:"Graue Literatur"
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Risiko
CAPM
Monte-Carlo-Simulation
Volatilität
Theorie
149
Theory
149
Estimation theory
14
Schätztheorie
14
Yield curve
14
Zinsstruktur
14
Option pricing theory
13
Optionspreistheorie
13
Estimation
12
Schätzung
12
Monte Carlo simulation
10
Time series analysis
10
Zeitreihenanalyse
10
Stochastic process
9
Stochastischer Prozess
9
Statistical test
8
Statistischer Test
8
Volatility
8
ARCH model
6
ARCH-Modell
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Spieltheorie
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Capital income
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Cointegration
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Heteroskedastizität
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Interest rate
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Kapitaleinkommen
4
Kointegration
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Option trading
4
Optionsgeschäft
4
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Type of publication
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Book / Working Paper
27
Type of publication (narrower categories)
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Graue Literatur
Arbeitspapier
30
Working Paper
30
Non-commercial literature
27
Language
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English
27
Author
All
Christensen, Bent Jesper
2
Guermat, Cherif
2
Hadri, Kaddour
2
Mikkelsen, Peter
2
Schmidli, Hanspeter
2
Barndorff-Nielsen, Ole E.
1
Bartholdy, Jan
1
Christiansen, Charlotte
1
Christodoulakis, George A.
1
Coco, Giuseppe
1
Di Miscia, Orazio
1
Grasselli, M.R.
1
Hansen, Peter Reinhard
1
Harris, Richard D. F.
1
Hurd, T.R.
1
Karanikas, Evangelos
1
Kiviet, J. F.
1
Lunde, Asger
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Nielsen, Morten Ørregaard
1
Peare, Paula
1
Phillips, Garry D. A.
1
Raahauge, Peter
1
Satchell, Stephen
1
Schmid, Wolfgang
1
Shephard, Neil G.
1
Stentoft, Lars
1
Strunk Hansen, Charlotte
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Tzavalis, Elias
1
Tzotchev, Dobromir
1
Venardos, Emmanouil
1
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Institution
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Centre for Analytical Finance <Århus>
University of Exeter / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
23
Ekonomiska forskningsinstitutet <Stockholm>
22
National Bureau of Economic Research
14
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
University of British Columbia / Finance Division
6
Federal Reserve System / Division of Research and Statistics
5
Forschungsinstitut zur Zukunft der Arbeit
5
Georgetown University / Economics Department
5
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
5
Instituto Valenciano de Investigaciones Económicas
5
Københavns Universitet / Økonomisk Institut
5
Robert Schuman Centre for Advanced Studies
5
The Wharton Financial Institutions Center
5
University of Canterbury / Dept. of Economics and Finance
5
University of Chicago / Center for Research in Security Prices
5
University of Southampton / Department of Economics
5
Université de Montréal / Département de sciences économiques
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
Judge Institute of Management Studies
4
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
4
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
4
Stanford Institute for Economic Policy Research
4
Umeå universitet
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Bank für Internationalen Zahlungsausgleich
3
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
20
Discussion papers in economics
7
Source
All
ECONIS (ZBW)
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1
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:
2
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
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
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:
5
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:
6
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
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
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
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
10
Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269
Saved in:
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