//--> //--> //--> //-->
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:"Zeitreihenanalyse"
~institution:"Aarhus Universitet / Afdeling for Nationaløkonomi"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Deutsche Forschungsgemeinschaft"
~institution:"University of Chicago / Center for Research in Security Prices"
~subject:"ARCH model"
~subject:"Börsenkurs"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
ARCH model
Börsenkurs
Theorie
212
Theory
212
Estimation theory
15
Mathematical programming
15
Mathematische Optimierung
15
Schätztheorie
15
Option pricing theory
14
Optionspreistheorie
14
Stochastic process
14
Stochastischer Prozess
14
USA
13
United States
13
CAPM
12
Estimation
12
Schätzung
12
Time series analysis
12
Yield curve
12
Zinsstruktur
12
Capital income
9
Kapitaleinkommen
9
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Statistical test
9
Statistischer Test
9
Share price
8
Volatility
8
Volatilität
8
Cointegration
7
Einheitswurzeltest
7
Kointegration
7
Unit root test
7
ARCH-Modell
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Probability theory
6
Wahrscheinlichkeitsrechnung
6
Duopol
5
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
21
Type of publication (narrower categories)
All
Arbeitspapier
18
Graue Literatur
18
Non-commercial literature
18
Working Paper
18
Language
All
English
21
Author
All
Menzly, Lior
2
Myhre Lildholt, Peter
2
Pástor, Ľuboš
2
Rahbek, Anders
2
Santos, Tano
2
Stambaugh, Robert F.
2
Ørregaard Nielsen, Morten
2
Bechmann, Ken L.
1
Busch, Thomas
1
Christiansen, Charlotte
1
Dutta, Jayasri
1
Engsted, Tom
1
Färe, Rolf
1
Grosskopf, Shawna
1
Jensen, Morten Berg
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
Lunde, Asger
1
Müller, Sigrid M.
1
Polemarchakis, Heraklis M.
1
Pons Rotger, Gabriel
1
Søndergaard Rasmussen, Nicki
1
Tanggaard, Carsten
1
Tolver Jensen, Søren
1
Veronesi, Pietro
1
more ...
less ...
Institution
All
Aarhus Universitet / Afdeling for Nationaløkonomi
Centre for Analytical Finance <Århus>
Deutsche Forschungsgemeinschaft
University of Chicago / Center for Research in Security Prices
National Bureau of Economic Research
277
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
61
Ekonomiska forskningsinstitutet <Stockholm>
56
European University Institute / Department of Economics
35
Birkbeck College / Department of Economics
11
Econometrisch Instituut <Rotterdam>
11
Umeå universitet
11
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Institut für Höhere Studien
7
Rodney L. White Center for Financial Research
7
Shakai-Keizai-Kenkyūsho <Osaka>
7
Australian National University / Faculty of Economics and Commerce
6
Centre for Economic Policy Research
6
Centre for Quantitative Economics & Computing
6
Christian-Albrechts-Universität zu Kiel
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Umeå Universitet / Institutionen för Nationalekonomi
6
European University Institute / Department of Law
5
Instituto Valenciano de Investigaciones Económicas
5
London School of Economics and Political Science
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
University of Cambridge / Department of Applied Economics
5
University of Exeter / Department of Economics
5
University of Strathclyde / Department of Economics
5
Center for Economic Research <Tilburg>
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Federal Reserve System / Board of Governors
4
Institut für Weltwirtschaft
4
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Universität Mannheim
4
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
3
Erasmus Research Institute of Management
3
Federal Reserve System / Division of Research and Statistics
3
Goethe-Universität Frankfurt am Main
3
Institut for Finansiering <Frederiksberg>
3
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
11
Working paper series / Center for Research in Security Prices
4
Economics working paper
3
Discussion paper / A
2
BoWo discussion paper series
1
Discussion paper / B
1
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing for seasonal unit roots with temporally aggregated time series
Pons Rotger, Gabriel
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001790869
Saved in:
2
Semiparametric estimation in time series regression with long range dependence
Ørregaard Nielsen, Morten
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001712292
Saved in:
3
Multivariate lagrange multiplier tests for fractional integration
Ørregaard Nielsen, Morten
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001712293
Saved in:
4
Speculative bubbles in stock prices? : Tests based on the price-dividend ratio
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001998442
Saved in:
5
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
6
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:
7
Short tales, price pressure, and the stock price response to convertible bond calls
Bechmann, Ken L.
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851134
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
The time series of the cross section of asset price
Menzly, Lior
(
contributor
);
Santos, Tano
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001698033
Saved in:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->