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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~subject:"Option pricing theory"
~subject:"Regression analysis"
~subject:"Statistischer Test"
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Risiko
Option pricing theory
Regression analysis
Statistischer Test
Theorie
70
Theory
70
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
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
Cointegration
3
Einheitswurzeltest
3
Hedging
3
Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
Probability theory
3
Regressionsanalyse
3
Statistical distribution
3
Statistische Verteilung
3
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Book / Working Paper
25
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Arbeitspapier
24
Graue Literatur
24
Non-commercial literature
24
Working Paper
24
Language
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English
25
Author
All
Strunk Hansen, Charlotte
3
Barndorff-Nielsen, Ole E.
2
Hansen, Peter Reinhard
2
Lunde, Asger
2
Schmidli, Hanspeter
2
Taulbjerg, Jes
2
Busch, Thomas
1
Christensen, Bent Jesper
1
Christensen, Claus Vorm
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Mikkelsen, Peter
1
Nicolato, Elisa
1
Nielsen, Morten Ørregaard
1
Peskir, Goran
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Raahauge, Peter
1
Shepard, Neil
1
Shephard, Neil G.
1
Stegenborg Larsen, Kristian
1
Stentoft, Lars
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Tuypens, Bjorn E.
1
Venardos, Emmanouil
1
Ørregaard Nielsen, Morten
1
Širjaev, Alʹbert N.
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
240
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
48
Center for Economic Research <Tilburg>
16
Ekonomiska forskningsinstitutet <Stockholm>
16
OECD
15
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
14
Svenska Handelshögskolan <Helsinki>
11
Chambre de commerce et d'industrie de Paris
9
Edward Elgar Publishing
9
University of Southampton / Department of Economics
9
Organisation for Economic Co-operation and Development
8
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
8
Brown University / Department of Economics
7
Columbia University / Department of Economics
7
European University Institute / Department of Economics
7
Australian National University / Faculty of Economics and Commerce
6
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
6
Forschungsinstitut zur Zukunft der Arbeit
6
Massachusetts Institute of Technology / Department of Economics
6
Springer Fachmedien Wiesbaden
6
University of Dundee / Department of Economic Studies
6
University of Exeter / Department of Economics
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Birkbeck College / Department of Economics
5
Bonn Graduate School of Economics
5
Federal Reserve System / Board of Governors
5
Federal Reserve System / Division of Research and Statistics
5
Institute of Finance and Accounting <London>
5
University of Cambridge / Department of Applied Economics
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Centre for Economic Policy Research
4
Centre for Quantitative Economics & Computing
4
Centre of Financial Studies
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Georgetown University / Economics Department
4
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
4
Johannes Gutenberg-Universität Mainz
4
Johns Hopkins University / Department of Economics
4
Leibniz-Institut für Wirtschaftsforschung Halle
4
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
25
Source
All
ECONIS (ZBW)
25
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1
Exotic options : proofs without formulas
Poulsen, R.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922259
Saved in:
2
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
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
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
5
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
6
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
7
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
Saved in:
8
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:
9
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
Saved in:
10
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
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