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subject:"Innovation"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Experiment"
~subject:"Stochastischer Prozess"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
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Innovation
Experiment
Stochastischer Prozess
Volatilität
Zeitreihenanalyse
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Volatility
7
ARCH model
6
ARCH-Modell
6
Time series analysis
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
Regression analysis
3
Regressionsanalyse
3
Statistical distribution
3
Statistische Verteilung
3
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Type of publication
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Book / Working Paper
19
Type of publication (narrower categories)
All
Arbeitspapier
16
Graue Literatur
16
Non-commercial literature
16
Working Paper
16
Language
All
English
19
Author
All
Barndorff-Nielsen, Ole E.
6
Shephard, Neil G.
3
Myhre Lildholt, Peter
2
Busch, Thomas
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Di Miscia, Orazio
1
Hansen, Peter Reinhard
1
Koulikov, Dmitri
1
Levendorskij, Sergej Z.
1
Lunde, Asger
1
Nicolato, Elisa
1
Rahbek, Anders
1
Shepard, Neil
1
Stelzer, Robert
1
Strunk Hansen, Charlotte
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Sørensen, Michael
1
Tolver Jensen, Søren
1
Uchida, Masayuki
1
Venardos, Emmanouil
1
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Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
419
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
106
Ekonomiska forskningsinstitutet <Stockholm>
50
European University Institute / Department of Economics
41
Edward Elgar Publishing
29
Center for Economic Research <Tilburg>
23
Springer Fachmedien Wiesbaden
19
Bonn Graduate School of Economics
14
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
14
Econometrisch Instituut <Rotterdam>
13
IGI Global
13
Umeå universitet
11
Erasmus Research Institute of Management
10
Forschungsinstitut zur Zukunft der Arbeit
10
Friedrich-Schiller-Universität Jena
10
Birkbeck College / Department of Economics
9
Instituto Valenciano de Investigaciones Económicas
9
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
9
Umeå Universitet / Institutionen för Nationalekonomi
9
University of Exeter / Department of Economics
9
Universität Augsburg / Institut für Volkswirtschaftslehre
9
World Bank
9
Australian National University / Faculty of Economics and Commerce
8
Melbourne Business School
8
Brown University / Department of Economics
7
Centre for Economic Policy Research
7
Christian-Albrechts-Universität zu Kiel
7
European University Institute / Department of Law
7
Gottfried Wilhelm Leibniz Universität Hannover
7
Internationaler Währungsfonds / Research Department
7
OECD
7
Rodney L. White Center for Financial Research
7
University of Cambridge / Department of Applied Economics
7
Universität Mannheim
7
Aarhus Universitet / Afdeling for Nationaløkonomi
6
Centre for Quantitative Economics & Computing
6
Institut für Weltwirtschaft
6
Johns Hopkins University / Department of Economics
6
London School of Economics and Political Science
6
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
19
Source
All
ECONIS (ZBW)
19
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1
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
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
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
4
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
10
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:
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