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institution:"Konjunkturinstitutet <Stockholm>"
subject:"Zeitreihenanalyse"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Business cycle"
~subject:"International environmental policy"
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Zeitreihenanalyse
ARCH model
ARCH-Modell
Business cycle
International environmental policy
Theorie
81
Theory
81
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Time series analysis
8
Volatility
8
Volatilität
8
Estimation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Estimation theory
6
Schätztheorie
6
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
CAPM
4
Cointegration
4
Kointegration
4
Option trading
4
Optionsgeschäft
4
Börsenkurs
3
Einheitswurzeltest
3
Hedging
3
Kleinste-Quadrate-Methode
3
Least squares method
3
Probability theory
3
Regression analysis
3
Regressionsanalyse
3
Share price
3
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Book / Working Paper
13
Type of publication (narrower categories)
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Arbeitspapier
13
Graue Literatur
13
Non-commercial literature
13
Working Paper
13
Language
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English
13
Author
All
Myhre Lildholt, Peter
2
Rahbek, Anders
2
Andersson, Michael K.
1
Busch, Thomas
1
Christiansen, Charlotte
1
Gredenhoff, Mikael P.
1
Huhtala, Anni
1
Jensen, Morten Berg
1
Johansson, Kerstin
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
Lunde, Asger
1
Ruist, Erik
1
Samakovlis, Eva
1
Søndergaard Rasmussen, Nicki
1
Tolver Jensen, Søren
1
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Institution
All
Konjunkturinstitutet <Stockholm>
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
326
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
58
Ekonomiska forskningsinstitutet <Stockholm>
49
European University Institute / Department of Economics
36
Institut für Weltwirtschaft
14
Econometrisch Instituut <Rotterdam>
11
Umeå universitet
11
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Edward Elgar Publishing
8
Shakai-Keizai-Kenkyūsho <Osaka>
8
Centre for Quantitative Economics & Computing
7
European University Institute / Department of Law
7
Federal Reserve Bank of St. Louis
7
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
7
Umeå Universitet / Institutionen för Nationalekonomi
7
Gottfried Wilhelm Leibniz Universität Hannover
6
Instituto Valenciano de Investigaciones Económicas
6
University of Strathclyde / Department of Economics
6
Centre for International Research on Economic Tendency Surveys
5
Christian-Albrechts-Universität zu Kiel
5
Federal Reserve Bank of Chicago
5
London School of Economics and Political Science
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Center for Economic Research <Tilburg>
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Federal Reserve Bank of Cleveland
4
Federal Reserve Bank of Richmond
4
Forschungsinstitut zur Zukunft der Arbeit
4
Institut für Höhere Studien
4
Rutgers University / Department of Economics
4
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
4
University of Cambridge / Department of Applied Economics
4
University of Chicago / Center for Research in Security Prices
4
University of Exeter / Department of Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
4
Australian National University / Faculty of Economics and Commerce
3
Birkbeck College / Department of Economics
3
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
9
Working paper / Konjunkturinstitutet
4
Source
All
ECONIS (ZBW)
13
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1
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
2
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
Saved in:
3
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
Saved in:
4
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:
5
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
Saved in:
6
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
Saved in:
7
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
8
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
Saved in:
9
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
Saved in:
10
Improving fractional integration tests with bootstrap distributions
Andersson, Michael K.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001714017
Saved in:
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