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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~subject:"Cointegration"
~subject:"Monte Carlo simulation"
~subject:"Schätzung"
~subject:"Statistischer Test"
~subject:"Zinsstruktur"
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Risiko
Cointegration
Monte Carlo simulation
Schätzung
Statistischer Test
Zinsstruktur
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Stochastic process
10
Stochastischer Prozess
10
Estimation
7
Monte-Carlo-Simulation
7
Statistical test
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Time series analysis
6
Zeitreihenanalyse
6
Estimation theory
5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Schätztheorie
5
CAPM
4
Option trading
4
Optionsgeschäft
4
Einheitswurzeltest
3
Hedging
3
Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
Probability theory
3
Regression analysis
3
Regressionsanalyse
3
Statistical distribution
3
Statistische Verteilung
3
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Type of publication
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Book / Working Paper
31
Type of publication (narrower categories)
All
Arbeitspapier
31
Graue Literatur
31
Non-commercial literature
31
Working Paper
31
Language
All
English
31
Author
All
Di Miscia, Orazio
3
Mikkelsen, Peter
3
Taulbjerg, Jes
3
Christiansen, Charlotte
2
Hansen, Peter Reinhard
2
Lunde, Asger
2
Nielsen, Morten Ørregaard
2
Schmidli, Hanspeter
2
Tanggaard, Carsten
2
Barndorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Engsted, Tom
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Jens Perch
1
Schmid, Wolfgang
1
Shephard, Neil G.
1
Shin Jensen, Malene
1
Stentoft, Lars
1
Søndergaard Rasmussen, Nicki
1
Tzotchev, Dobromir
1
Ørregaard Nielsen, Morten
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
779
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
78
Ekonomiska forskningsinstitutet <Stockholm>
64
Forschungsinstitut zur Zukunft der Arbeit
36
Springer Fachmedien Wiesbaden
29
Internationaler Währungsfonds / Research Department
25
European University Institute / Department of Economics
24
Birkbeck College / Department of Economics
19
University of Exeter / Department of Economics
18
Federal Reserve System / Board of Governors
17
Center for Economic Research <Tilburg>
15
Institut für Weltwirtschaft
15
OECD
15
Edward Elgar Publishing
14
Umeå universitet
14
Federal Reserve System / Division of Research and Statistics
13
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
13
Trinity College Dublin / Department of Economics
12
Verlag Dr. Kovač
12
Australian National University / Faculty of Economics and Commerce
11
Friedrich-Schiller-Universität Jena
11
University of Dundee / Department of Economic Studies
11
University of Oxford / Institute of Economics and Statistics
11
Aarhus Universitet / Afdeling for Nationaløkonomi
10
Centre for Quantitative Economics & Computing
10
Institut für Höhere Studien
10
Centre for Economic Policy Research
9
Chambre de commerce et d'industrie de Paris
9
Leibniz-Institut für Wirtschaftsforschung Halle
9
Universität Mannheim
9
Centre for Economic Performance
8
Econometrisch Instituut <Rotterdam>
8
Eric Cuvillier <Firma>
8
Federal Reserve Bank of San Francisco
8
Goethe-Universität Frankfurt am Main
8
Institute of Finance and Accounting <London>
8
International Monetary Fund
8
Organisation for Economic Co-operation and Development
8
University of Reading / Department of Economics
8
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
31
Source
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ECONIS (ZBW)
31
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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
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
3
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:
4
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
5
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:
6
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
Saved in:
7
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
8
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:
9
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
10
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
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