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subject:"Risk"
type_genre:"Working Paper"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften"
~subject:"Statistischer Test"
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Subject
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Risk
Statistischer Test
Theorie
82
Theory
82
Option pricing theory
13
Optionspreistheorie
13
Statistical test
11
Yield curve
11
Zinsstruktur
11
Maximum likelihood estimation
10
Maximum-Likelihood-Schätzung
10
Estimation theory
8
Schätztheorie
8
Schätzung
8
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Stochastic process
7
Stochastischer Prozess
7
Time series analysis
7
Volatility
7
Volatilität
7
Zeitreihenanalyse
7
ARCH model
6
ARCH-Modell
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Markov chain
5
Markov-Kette
5
Statistical distribution
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Statistische Verteilung
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CAPM
4
Nichtparametrisches Verfahren
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Nonparametric statistics
4
Option trading
4
Optionsgeschäft
4
Probability theory
4
Regression analysis
4
Regressionsanalyse
4
Wahrscheinlichkeitsrechnung
4
Cointegration
3
Einheitswurzeltest
3
Hedging
3
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Book / Working Paper
14
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Working Paper
Arbeitspapier
14
Graue Literatur
13
Non-commercial literature
13
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English
12
German
2
Author
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Krumbholz, Wolf
5
Hebbel, Hartmut
4
Seidel, Wilfried
4
Hansen, Peter Reinhard
2
Hauptmann, Harry
2
Lunde, Asger
2
Schmidli, Hanspeter
2
Taulbjerg, Jes
2
Ševčíková, Hana
2
Barndorff-Nielsen, Ole E.
1
Feldmann, Benno
1
Jakubenas, Paulius
1
Kremer, Marco
1
Mosler, Karl C.
1
Schader, Martin
1
Schmid, Friedrich
1
Shephard, Neil G.
1
Starke, Ingo
1
Ørregaard Nielsen, Morten
1
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Centre for Analytical Finance <Århus>
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
24
Center for Economic Research <Tilburg>
9
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
8
University of Southampton / Department of Economics
7
Columbia University / Department of Economics
6
Australian National University / Faculty of Economics and Commerce
5
Brown University / Department of Economics
5
Chambre de commerce et d'industrie de Paris
5
Ekonomiska forskningsinstitutet <Stockholm>
5
European University Institute / Department of Economics
5
National Bureau of Economic Research
5
University of Exeter / Department of Economics
5
Federal Reserve System / Board of Governors
4
Forschungsinstitut zur Zukunft der Arbeit
4
Georgetown University / Economics Department
4
Institute of Finance and Accounting <London>
4
Johns Hopkins University / Department of Economics
4
Trinity College Dublin / Department of Economics
4
University of California Davis / Department of Economics
4
University of Dundee / Department of Economic Studies
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Birkbeck College / Department of Economics
3
Centre for Economic Policy Research
3
Econometrisch Instituut <Rotterdam>
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
European University Institute / Department of Law
3
Federal Reserve System / Division of Research and Statistics
3
Foerder Institute for Economic Research <Tēl-Āvîv>
3
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
3
Social Systems Research Institute
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Umeå universitet
3
University of Cambridge / Department of Applied Economics
3
University of Cambridge / Faculty of Economics
3
Universität Dortmund / Wirtschafts- und Sozialwissenschaftliche Fakultät
3
Université de Montréal / Département de sciences économiques
3
Virginia Polytechnic Institute and State University / Department of Economics
3
Australian National University / Faculty of Economics
2
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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
Discussion papers in statistics and quantitative economics
5
Source
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ECONIS (ZBW)
14
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1
Minimaxversionen des zweistufigen Zwei-Stichproben-Gaußtests
Kremer, Marco
;
Krumbholz, Wolf
;
Starke, Ingo
-
2009
Persistent link: https://www.econbiz.de/10003888748
Saved in:
2
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
3
A detailed investigation of likelihood maxima in two-component exponential mixture models and their implication on LR tests
Seidel, Wilfried
;
Ševčíková, Hana
-
2003
Persistent link: https://www.econbiz.de/10001751905
Saved in:
4
An analysis of tests against nonparametric alternatives in exponential mixture models
Seidel, Wilfried
;
Ševčíková, Hana
-
2003
Persistent link: https://www.econbiz.de/10001760480
Saved in:
5
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
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
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:
8
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
9
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:
10
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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