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institution:"Københavns Universitet / Økonomisk Institut"
type_genre:"Non-commercial literature"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"European University Institute / Department of Law"
~source:"econis"
~subject:"Stochastischer Prozess"
~type_genre:"Collection of articles of several authors"
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Search: subject_exact:"Theory"
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Stochastischer Prozess
Theorie
190
Theory
190
Option pricing theory
14
Optionspreistheorie
14
Time series analysis
13
Zeitreihenanalyse
13
Yield curve
11
Zinsstruktur
11
Estimation
10
Incomplete market
10
Schätzung
10
Unvollkommener Markt
10
Estimation theory
9
Forecasting model
9
Monte Carlo simulation
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Monte-Carlo-Simulation
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Portfolio selection
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Portfolio-Management
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Prognoseverfahren
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Schätztheorie
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Stochastic process
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Volatility
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Volatilität
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Cointegration
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EU countries
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EU-Staaten
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Statistical test
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Statistischer Test
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Core
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USA
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United States
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ARCH model
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ARCH-Modell
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Allgemeines Gleichgewicht
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CAPM
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Book / Working Paper
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Non-commercial literature
Collection of articles of several authors
Arbeitspapier
9
Graue Literatur
9
Working Paper
9
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English
9
Author
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Barndorff-Nielsen, Ole E.
4
Shephard, Neil G.
3
Brueggemann, Ralf
1
Di Miscia, Orazio
1
Levendorskij, Sergej Z.
1
Lütkepohl, Helmut
1
Nicolato, Elisa
1
Schenk-Hoppé, Klaus Reiner
1
Sørensen, Helle
1
Venardos, Emmanouil
1
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Københavns Universitet / Økonomisk Institut
Centre for Analytical Finance <Århus>
European University Institute / Department of Law
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
44
Erasmus Research Institute of Management
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Judge Institute of Management Studies
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Bonn Graduate School of Economics
2
Centre for Economic Policy Research
2
Econometrisch Instituut <Rotterdam>
2
European University Institute / Department of Economics
2
Federal Reserve System / Division of Research and Statistics
2
HWWA-Institut für Wirtschaftsforschung
2
Institutionen för Skogsekonomi <Ume°a>
2
Kansantaloustieteen Laitos <Helsinki>
2
School of Economics and Finance <Brisbane>
2
Social Systems Research Institute
2
University of British Columbia / Finance Division
2
University of Essex / Department of Economics
2
University of Exeter / Department of Economics
2
Universität Mannheim
2
Université de Montréal / Département de sciences économiques
2
Aarhus Universitet / Centre for Non-Linear Economic Modelling
1
Agricultural Land Markets - Efficiency and Regulation
1
Australian National University / Research School of Pacific and Asian Studies / Economics Division
1
Bachelier Finance Society
1
Banca d'Italia / Servizio Studi
1
Center for Economic Research <Tilburg>
1
Centro Internazionale Matematico Estivo
1
Chambre de commerce et d'industrie de Paris
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Conference on Applied Probability and Time Series Analysis <1995, Athen>
1
Economic Policy Conference <31, 2006, Saint Louis, Mo.>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of St. Louis
1
Freie Universität Berlin / Fachbereich Wirtschaftswissenschaft
1
Friedrich-Schiller-Universität Jena
1
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
7
Discussion papers / Department of Economics, University of Copenhagen
1
EUI working paper / ECO
1
Source
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ECONIS (ZBW)
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date (oldest first)
1
Forecasting contemporaneous aggregates with stochastic aggregation weights
Brueggemann, Ralf
;
Lütkepohl, Helmut
-
2011
Persistent link: https://www.econbiz.de/10009238569
Saved in:
2
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:
3
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
4
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:
5
Poverty traps and business cycles in a stochastic overlapping generations economy with S-shaped law of motion
Schenk-Hoppé, Klaus Reiner
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001705850
Saved in:
6
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:
7
Integrated OU processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560040
Saved in:
8
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
9
Feller processes of Normal Inverse Gaussian type
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543241
Saved in:
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