//--> //--> //--> //-->
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:"Risk"
type_genre:"Working Paper"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Estimation theory"
~subject:"Statistischer Test"
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
Risk
Estimation theory
Statistischer Test
Theorie
66
Theory
66
Option pricing theory
13
Optionspreistheorie
13
Yield curve
11
Zinsstruktur
11
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Stochastic process
7
Stochastischer Prozess
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Time series analysis
6
Zeitreihenanalyse
6
Markov chain
5
Markov-Kette
5
Schätztheorie
5
CAPM
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
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
Unit root test
3
Wahrscheinlichkeitsrechnung
3
more ...
less ...
Type of publication
All
Book / Working Paper
13
Type of publication (narrower categories)
All
Working Paper
Arbeitspapier
13
Graue Literatur
13
Non-commercial literature
13
Language
All
English
13
Author
All
Hansen, Peter Reinhard
2
Lunde, Asger
2
Schmidli, Hanspeter
2
Taulbjerg, Jes
2
Barndorff-Nielsen, Ole E.
1
Jakubenas, Paulius
1
Nielsen, Jens Perch
1
Schmid, Wolfgang
1
Shephard, Neil G.
1
Stegenborg Larsen, Kristian
1
Sørensen, Helle
1
Sørensen, Michael
1
Tanggaard, Carsten
1
Tzotchev, Dobromir
1
Ørregaard Nielsen, Morten
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
32
European University Institute / Department of Economics
25
Ekonomiska forskningsinstitutet <Stockholm>
23
Center for Economic Research <Tilburg>
22
University of New England / Department of Econometrics
19
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
16
Umeå universitet
15
University of Exeter / Department of Economics
14
Forschungsinstitut zur Zukunft der Arbeit
13
Birkbeck College / Department of Economics
11
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
11
Federal Reserve System / Division of Research and Statistics
10
Chambre de commerce et d'industrie de Paris
9
University of Southampton / Department of Economics
9
Universität Basel / Institut für Statistik und Ökonometrie
9
Australian National University / Faculty of Economics and Commerce
8
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
8
Johns Hopkins University / Department of Economics
8
National Bureau of Economic Research
8
Brown University / Department of Economics
7
Columbia University / Department of Economics
7
Rutgers University / Department of Economics
7
Universitetet i Oslo / Økonomisk institutt
6
Aarhus Universitet / Afdeling for Nationaløkonomi
5
Australian National University / Faculty of Economics
5
Centre for Microdata Methods and Practice <London>
5
Foerder Institute for Economic Research <Tēl-Āvîv>
5
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
5
Rodney L. White Center for Financial Research
5
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
5
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
5
University of Cambridge / Department of Applied Economics
5
Banque de France / Direction des Etudes Economiques et de la Recherche
4
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
4
Deutsche Forschungsgemeinschaft
4
European University Institute / Department of Law
4
Federal Reserve System / Board of Governors
4
Georgetown University / Economics Department
4
Institute of Finance and Accounting <London>
4
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
13
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
3
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
Saved in:
4
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:
5
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:
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
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
8
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:
9
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:
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->