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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"University of Exeter / Department of Economics"
~source:"econis"
~subject:"CAPM"
~subject:"Volatilität"
~type_genre:"Graue Literatur"
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Risiko
CAPM
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
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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Game theory
5
Markov chain
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Markov-Kette
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Spieltheorie
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Capital income
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Cointegration
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Einheitswurzeltest
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Heteroscedasticity
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Heteroskedastizität
4
Interest rate
4
Kapitaleinkommen
4
Kointegration
4
Option trading
4
Optionsgeschäft
4
Regression analysis
4
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Book / Working Paper
17
Type of publication (narrower categories)
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Graue Literatur
Arbeitspapier
20
Working Paper
20
Non-commercial literature
17
Language
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English
17
Author
All
Christensen, Bent Jesper
2
Schmidli, Hanspeter
2
Barndorff-Nielsen, Ole E.
1
Bartholdy, Jan
1
Christiansen, Charlotte
1
Christodoulakis, George A.
1
Coco, Giuseppe
1
Hansen, Peter Reinhard
1
Harris, Richard D. F.
1
Karanikas, Evangelos
1
Lunde, Asger
1
Mikkelsen, Peter
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Peare, Paula
1
Raahauge, Peter
1
Satchell, Stephen
1
Shephard, Neil G.
1
Strunk Hansen, Charlotte
1
Sørensen, Helle
1
Tzavalis, Elias
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
19
Ekonomiska forskningsinstitutet <Stockholm>
15
National Bureau of Economic Research
12
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
Georgetown University / Economics Department
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
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
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
13
Discussion papers in economics
4
Source
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ECONIS (ZBW)
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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
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:
3
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
Saved in:
4
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:
5
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:
6
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
7
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:
8
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:
9
Option pricing in stochastic volatility models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
Saved in:
10
New evidence on the implied-realized volatility relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
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