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institution:"Københavns Universitet / Økonomisk Institut"
type_genre:"Non-commercial literature"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Massachusetts Institute of Technology / Department of Economics"
~institution:"University of Warwick / Department of Economics"
~subject:"Statistischer Test"
~type_genre:"Collection of articles written by one author"
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Statistischer Test
Theorie
250
Theory
250
Game theory
16
Spieltheorie
16
Option pricing theory
14
Optionspreistheorie
14
Estimation theory
12
Schätztheorie
12
Incomplete market
11
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Unvollkommener Markt
11
Yield curve
11
Zinsstruktur
11
Estimation
10
Schätzung
10
USA
9
United States
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Volatility
9
Volatilität
9
Core
8
Regression analysis
8
Regressionsanalyse
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Stochastic process
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Stochastischer Prozess
8
Time series analysis
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Zeitreihenanalyse
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Cointegration
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Kointegration
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Nash equilibrium
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Nash-Gleichgewicht
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Statistical test
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ARCH-Modell
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CAPM
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Financial crisis
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Book / Working Paper
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Non-commercial literature
Collection of articles written by one author
Arbeitspapier
7
Graue Literatur
7
Working Paper
7
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English
7
Author
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Hansen, Peter Reinhard
2
Lunde, Asger
2
Taulbjerg, Jes
2
Barndorff-Nielsen, Ole E.
1
Jakubenas, Paulius
1
Shephard, Neil G.
1
Ørregaard Nielsen, Morten
1
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Københavns Universitet / Økonomisk Institut
Centre for Analytical Finance <Århus>
Massachusetts Institute of Technology / Department of Economics
University of Warwick / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
19
Center for Economic Research <Tilburg>
6
Columbia University / Department of Economics
5
Brown University / Department of Economics
4
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
4
Johns Hopkins University / Department of Economics
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
University of California Davis / Department of Economics
3
Université de Montréal / Département de sciences économiques
3
Virginia Polytechnic Institute and State University / Department of Economics
3
Aarhus Universitet / Afdeling for Nationaløkonomi
2
Econometrisch Instituut <Rotterdam>
2
European University Institute / Department of Economics
2
Forschungsinstitut zur Zukunft der Arbeit
2
Queen Mary College / Department of Economics
2
Rutgers University / Department of Economics
2
Social Systems Research Institute
2
University of Cambridge / Department of Applied Economics
2
University of Cambridge / Faculty of Economics
2
University of Southampton / Department of Economics
2
Basel Committee on Banking Supervision
1
Boston College / Department of Economics
1
Centre for Economic Policy Research
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Cornell University / Department of Applied Economics and Management
1
Deutschland / Bundeswehr / Universität Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
European University Institute / Department of Law
1
Freie Universität Berlin
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Institute for Fiscal Studies
1
Institute of Finance and Accounting <London>
1
Jingji-Yanjiusuo <Taipeh>
1
Melbourne Business School
1
National Bureau of Economic Research
1
Nationalekonomiska Institutionen <Lund>
1
Rheinische Friedrich-Wilhelms-Universität Bonn
1
Svenska Handelshögskolan <Helsinki>
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Trinity College Dublin / Department of Economics
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
7
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ECONIS (ZBW)
7
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1
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
2
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
Saved in:
3
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:
4
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:
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
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
Saved in:
7
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
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