//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Risiko"
~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~subject:"Cointegration"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Monte Carlo simulation"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Risiko
Cointegration
Maximum-Likelihood-Schätzung
Monte Carlo simulation
Theorie
115
Theory
115
Option pricing theory
19
Optionspreistheorie
19
Stochastic process
17
Stochastischer Prozess
17
Yield curve
15
Zinsstruktur
15
Estimation theory
11
Schätztheorie
11
Volatility
11
Volatilität
11
Estimation
9
Schätzung
9
Time series analysis
8
Zeitreihenanalyse
8
ARCH model
7
ARCH-Modell
7
Börsenkurs
7
Monte-Carlo-Simulation
7
Share price
7
Statistical test
7
Statistischer Test
7
CAPM
6
Markov chain
6
Markov-Kette
6
Maximum likelihood estimation
6
Statistical distribution
6
Statistische Verteilung
6
Kointegration
5
Martingal
5
Martingale
5
Bid-ask spread
4
Forecast
4
Geld-Brief-Spanne
4
Hedging
4
Lebensversicherung
4
more ...
less ...
Type of publication
All
Book / Working Paper
20
Type of publication (narrower categories)
All
Arbeitspapier
18
Working Paper
18
Graue Literatur
17
Non-commercial literature
17
Language
All
English
20
Author
All
Rahbek, Anders
3
Nielsen, Morten Ørregaard
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Taulbjerg, Jes
2
Di Miscia, Orazio
1
Engsted, Tom
1
Grasselli, M.R.
1
Hansen, Ernst
1
Hurd, T.R.
1
Kessler, Mathieu
1
Kristensen, Dennis
1
Mikkelsen, Peter
1
Poulsen, Rolf
1
Schmid, Wolfgang
1
Stentoft, Lars
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Tzotchev, Dobromir
1
Uchida, Masayuki
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
17
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
Insurance / Mathematics & economics
276
European journal of operational research : EJOR
270
Economics letters
264
NBER working paper series
218
Working paper / National Bureau of Economic Research, Inc.
195
NBER Working Paper
193
Journal of econometrics
190
CESifo working papers
159
Journal of economic dynamics & control
153
Discussion paper / Tinbergen Institute
143
Journal of economic theory
138
Economic modelling
134
Discussion paper / Centre for Economic Policy Research
126
Journal of risk and uncertainty : JRU
126
Working paper
119
Applied economics
118
Journal of banking & finance
114
Risks : open access journal
101
Management science : journal of the Institute for Operations Research and the Management Sciences
100
Applied economics letters
89
Finance research letters
89
American journal of agricultural economics
84
Journal of economic behavior & organization : JEBO
80
Econometric reviews
78
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
78
Journal of monetary economics
76
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
74
Energy economics
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Finance and stochastics
70
Discussion paper series / IZA
69
Theory and decision : an international journal for multidisciplinary advances in decision science
69
Discussion paper
66
Discussion papers / CEPR
66
Econometric theory
62
Journal of mathematical economics
60
International review of economics & finance : IREF
59
CESifo Working Paper Series
56
European economic review : EER
56
International economic review
56
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
2
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
Saved in:
3
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
4
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
5
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
6
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
7
Misspecification versus bubbles in hyperinflation data : comment
Engsted, Tom
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660135
Saved in:
8
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:
9
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:
10
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->