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subject:"Estimation"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Federal Reserve System / Division of Research and Statistics"
~subject:"Markov-Kette"
~subject:"Optionspreistheorie"
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Estimation
Markov-Kette
Optionspreistheorie
Theorie
136
Theory
136
Option pricing theory
15
Schätzung
14
USA
14
United States
14
Yield curve
14
Zinsstruktur
14
Estimation theory
12
Geldpolitik
12
Monetary policy
12
Schätztheorie
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Stochastic process
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Stochastischer Prozess
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Volatility
10
Volatilität
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Forecasting model
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Statistical test
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Statistischer Test
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Time series analysis
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Zeitreihenanalyse
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Börsenkurs
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Capital income
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Kapitaleinkommen
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Markov chain
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Rational expectations
5
Rationale Erwartung
5
Risiko
5
Risk
5
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Book / Working Paper
33
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Arbeitspapier
32
Working Paper
32
Graue Literatur
30
Non-commercial literature
30
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English
33
Author
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Christiansen, Charlotte
2
Mikkelsen, Peter
2
Strunk Hansen, Charlotte
2
Sørensen, Michael
2
Tanggaard, Carsten
2
Baily, Martin Neil
1
Bartelsman, Eric J.
1
Brunetti, Celso
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Christensen, Claus Vorm
1
Di Miscia, Orazio
1
Estevão, Marcelo M.
1
Fuhrer, Jeffrey C.
1
Gordy, Michael B.
1
Grasselli, M.R.
1
Haltiwanger, John C.
1
Hansen, Niels Richard
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Kessler, Mathieu
1
Kuester, Kathleen A.
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
O'Brien, James M.
1
Orphanides, Athanasios
1
Peskir, Goran
1
Porter, Richard D.
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Raahauge, Peter
1
Stegenborg Larsen, Kristian
1
Stentoft, Lars
1
Swamy, Paravastu A. V. B.
1
Søndergaard Rasmussen, Nicki
1
Tavlas, George S.
1
Venardos, Emmanouil
1
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Institution
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Centre for Analytical Finance <Århus>
Federal Reserve System / Division of Research and Statistics
National Bureau of Economic Research
485
Ekonomiska forskningsinstitutet <Stockholm>
52
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
39
Forschungsinstitut zur Zukunft der Arbeit
32
Springer Fachmedien Wiesbaden
29
Internationaler Währungsfonds / Research Department
22
Birkbeck College / Department of Economics
18
Federal Reserve System / Board of Governors
13
Institut für Weltwirtschaft
13
Verlag Dr. Kovač
13
Umeå universitet
11
University of Oxford / Institute of Economics and Statistics
11
Center for Economic Research <Tilburg>
10
Institut für Höhere Studien
10
Friedrich-Schiller-Universität Jena
9
Universität Mannheim
9
Centre for Economic Performance
8
Centre for Economic Policy Research
8
Christian-Albrechts-Universität zu Kiel
8
European University Institute / Department of Economics
8
Svenska Handelshögskolan <Helsinki>
8
Trinity College Dublin / Department of Economics
8
University of Reading / Department of Economics
8
Bonn Graduate School of Economics
7
Eric Cuvillier <Firma>
7
Goethe-Universität Frankfurt am Main
7
University of Exeter / Department of Economics
7
Weierstraß-Institut für Angewandte Analysis und Stochastik
7
Australian National University / Faculty of Economics and Commerce
6
Centre for Quantitative Economics & Computing
6
Chambre de commerce et d'industrie de Paris
6
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
6
International Monetary Fund
6
Leibniz-Institut für Wirtschaftsforschung Halle
6
University of Waterloo / Department of Economics
6
Banque de France / Direction des Etudes Economiques et de la Recherche
5
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
25
Finance and economics discussion series
8
Source
All
ECONIS (ZBW)
33
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1
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
2
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
3
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
4
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
5
Exotic options : proofs without formulas
Poulsen, R.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922259
Saved in:
6
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:
7
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
8
Optimal residual based tests for fractional cointegration and exchange rate dynamics
Nielsen, Morten Ørregaard
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702310
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
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:
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