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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"University of New England / Department of Econometrics"
~subject:"Cointegration"
~subject:"Monte Carlo simulation"
~subject:"Regressionsanalyse"
~type_genre:"Non-commercial literature"
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Risiko
Cointegration
Monte Carlo simulation
Regressionsanalyse
Theorie
92
Theory
92
Estimation theory
23
Schätztheorie
23
Option pricing theory
13
Optionspreistheorie
13
Yield curve
11
Zinsstruktur
11
Estimation
10
Schätzung
10
Time series analysis
8
Zeitreihenanalyse
8
Monte-Carlo-Simulation
7
Statistical test
7
Statistischer Test
7
Stochastic process
7
Stochastischer Prozess
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
CAPM
4
Kointegration
4
Option trading
4
Optionsgeschäft
4
Production function
4
Produktionsfunktion
4
Regression analysis
4
Risk
4
Australia
3
Australien
3
Bayes-Statistik
3
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Book / Working Paper
18
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Non-commercial literature
Arbeitspapier
18
Graue Literatur
18
Working Paper
18
Language
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English
18
Author
All
Nielsen, Morten Ørregaard
2
Rambaldi, Alicia N.
2
Schmidli, Hanspeter
2
Barndorff-Nielsen, Ole E.
1
Di Miscia, Orazio
1
Doran, Howard E.
1
Duangkamon Chotikapanich
1
Engsted, Tom
1
Grasselli, M.R.
1
Griffiths, William E.
1
Hurd, T.R.
1
Mikkelsen, Peter
1
O'Donnell, Christopher John
1
Schmid, Wolfgang
1
Shepard, Neil
1
Simmons, Phillip Ray
1
Stentoft, Lars
1
Strunk Hansen, Charlotte
1
Søndergaard Rasmussen, Nicki
1
Taulbjerg, Jes
1
Tuypens, Bjorn E.
1
Tzotchev, Dobromir
1
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Institution
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Centre for Analytical Finance <Århus>
University of New England / Department of Econometrics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
53
European University Institute / Department of Economics
17
Ekonomiska forskningsinstitutet <Stockholm>
16
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
11
Aarhus Universitet / Afdeling for Nationaløkonomi
8
National Bureau of Economic Research
8
University of Southampton / Department of Economics
8
Massachusetts Institute of Technology / Department of Economics
7
Center for Economic Research <Tilburg>
6
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
6
University of Exeter / Department of Economics
6
Australian National University / Faculty of Economics and Commerce
5
Brown University / Department of Economics
5
Georgetown University / Economics Department
5
Leibniz-Institut für Wirtschaftsforschung Halle
5
National Institute of Economic and Social Research
5
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
5
University of Canterbury / Dept. of Economics and Finance
5
Chambre de commerce et d'industrie de Paris
4
European University Institute / Department of Law
4
Forschungsinstitut zur Zukunft der Arbeit
4
Institute of Finance and Accounting <London>
4
Sosialøkonomisk Institutt
4
Svenska Handelshögskolan <Helsinki>
4
Umeå universitet
4
Birkbeck College / Department of Economics
3
Federal Reserve Bank of New York
3
Foerder Institute for Economic Research <Tēl-Āvîv>
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
3
Københavns Universitet / Økonomisk Institut
3
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
3
Nationalekonomiska Institutionen <Lund>
3
Robert Schuman Centre for Advanced Studies
3
Universitetet i Oslo / Økonomisk institutt
3
University of British Columbia / Department of Economics
3
University of Cambridge / Department of Applied Economics
3
University of Strathclyde / Department of Economics
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
14
Working papers in econometrics and applied statistics
4
Source
All
ECONIS (ZBW)
18
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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
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:
3
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
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
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
6
Misspecification versus bubbles in hyperinflation data : comment
Engsted, Tom
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660135
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
Econometric analysis of realised covariation : high frequency covariance, regression and correlation in financial economics
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686826
Saved in:
9
Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269
Saved in:
10
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:
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