//--> //--> //--> //-->
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"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Optionspreistheorie"
~subject:"Probability theory"
~subject:"Regressionsanalyse"
~type_genre:"Working Paper"
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
Maximum-Likelihood-Schätzung
Optionspreistheorie
Probability theory
Regressionsanalyse
Theorie
66
Theory
66
Option pricing theory
13
Yield curve
11
Zinsstruktur
11
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Stochastic process
7
Stochastischer Prozess
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
Schätztheorie
5
CAPM
4
Maximum likelihood estimation
4
Option trading
4
Optionsgeschäft
4
Cointegration
3
Einheitswurzeltest
3
Hedging
3
Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
Regression analysis
3
Unit root test
3
Wahrscheinlichkeitsrechnung
3
more ...
less ...
Type of publication
All
Book / Working Paper
22
Type of publication (narrower categories)
All
Working Paper
Arbeitspapier
22
Graue Literatur
22
Non-commercial literature
22
Language
All
English
22
Author
All
Strunk Hansen, Charlotte
3
Schmidli, Hanspeter
2
Sørensen, Helle
2
Barndorff-Nielsen, Ole E.
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Christensen, Claus Vorm
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Kristensen, Dennis
1
Mikkelsen, Peter
1
Nicolato, Elisa
1
Nielsen, Morten Ørregaard
1
Peskir, Goran
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Rahbek, Anders
1
Shepard, Neil
1
Stegenborg Larsen, Kristian
1
Stentoft, Lars
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Taulbjerg, Jes
1
Tuypens, Bjorn E.
1
Venardos, Emmanouil
1
Širjaev, Alʹbert N.
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
31
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
14
Ekonomiska forskningsinstitutet <Stockholm>
12
Center for Economic Research <Tilburg>
11
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
9
National Bureau of Economic Research
9
Svenska Handelshögskolan <Helsinki>
9
University of Southampton / Department of Economics
9
Chambre de commerce et d'industrie de Paris
8
Massachusetts Institute of Technology / Department of Economics
7
Australian National University / Faculty of Economics and Commerce
6
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
6
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
6
University of Exeter / Department of Economics
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Birkbeck College / Department of Economics
5
European University Institute / Department of Economics
5
Federal Reserve System / Division of Research and Statistics
5
Forschungsinstitut zur Zukunft der Arbeit
5
Georgetown University / Economics Department
5
Institute of Finance and Accounting <London>
5
Bonn Graduate School of Economics
4
Centre for Actuarial Studies
4
Centre of Financial Studies
4
Federal Reserve System / Board of Governors
4
Umeå universitet
4
University of Dundee / Department of Economic Studies
4
Universität Dortmund / Wirtschafts- und Sozialwissenschaftliche Fakultät
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Boston College / Department of Economics
3
Brown University / Department of Economics
3
Centre for Economic Policy Research
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Columbia University / Department of Economics
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
Foerder Institute for Economic Research <Tēl-Āvîv>
3
Johns Hopkins University / Department of Economics
3
Leibniz-Institut für Wirtschaftsforschung Halle
3
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
3
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
22
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Exotic options : proofs without formulas
Poulsen, R.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922259
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
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
5
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
Saved in:
6
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
7
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702284
Saved in:
8
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
Saved in:
9
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->