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subject:"Risk"
type_genre:"Working Paper"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Statistischer Test"
~subject:"Volatilität"
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Subject
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Risk
Statistischer Test
Volatilität
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
ARCH model
6
ARCH-Modell
6
Time series analysis
6
Zeitreihenanalyse
6
Estimation theory
5
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
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Type of publication
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Book / Working Paper
15
Type of publication (narrower categories)
All
Working Paper
Arbeitspapier
15
Graue Literatur
15
Non-commercial literature
15
Language
All
English
15
Author
All
Barndorff-Nielsen, Ole E.
2
Hansen, Peter Reinhard
2
Lunde, Asger
2
Schmidli, Hanspeter
2
Shephard, Neil G.
2
Taulbjerg, Jes
2
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Jakubenas, Paulius
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Strunk Hansen, Charlotte
1
Sørensen, Helle
1
Venardos, Emmanouil
1
Ørregaard Nielsen, Morten
1
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Institution
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Centre for Analytical Finance <Århus>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
36
European University Institute / Department of Economics
11
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
11
Center for Economic Research <Tilburg>
10
Ekonomiska forskningsinstitutet <Stockholm>
10
Birkbeck College / Department of Economics
8
Institute of Finance and Accounting <London>
8
Columbia University / Department of Economics
7
Internationaler Währungsfonds / Research Department
7
National Bureau of Economic Research
7
Rodney L. White Center for Financial Research
7
Svenska Handelshögskolan <Helsinki>
7
University of Exeter / Department of Economics
7
University of Southampton / Department of Economics
7
Australian National University / Faculty of Economics and Commerce
6
Brown University / Department of Economics
6
Federal Reserve System / Division of Research and Statistics
6
Forschungsinstitut zur Zukunft der Arbeit
6
Chambre de commerce et d'industrie de Paris
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
5
Federal Reserve System / Board of Governors
5
Georgetown University / Economics Department
5
Johns Hopkins University / Department of Economics
5
Université de Montréal / Département de sciences économiques
5
Centre for Economic Policy Research
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Econometrisch Instituut <Rotterdam>
4
European University Institute / Department of Law
4
Instituto Valenciano de Investigaciones Económicas
4
The Wharton Financial Institutions Center
4
Trinity College Dublin / Department of Economics
4
University of California Davis / Department of Economics
4
University of Cambridge / Department of Applied Economics
4
University of Dundee / Department of Economic Studies
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Erasmus Research Institute of Management
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
Federal Reserve Bank of New York
3
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
15
Source
All
ECONIS (ZBW)
15
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1
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
2
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:
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
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
7
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:
8
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
9
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:
10
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
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