//--> //--> //--> //-->
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:"University of Chicago / Center for Research in Security Prices"
~subject:"Börsenkurs"
~subject:"Volatility"
~type_genre:"Non-commercial literature"
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
Börsenkurs
Volatility
Theorie
128
Theory
128
Option pricing theory
13
Optionspreistheorie
13
Estimation
12
Schätzung
12
Time series analysis
12
Yield curve
11
Zinsstruktur
11
Estimation theory
10
Schätztheorie
10
Stochastic process
10
Stochastischer Prozess
10
CAPM
9
Capital income
9
Kapitaleinkommen
9
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Statistical test
9
Statistischer Test
9
USA
8
United States
8
Cointegration
7
Einheitswurzeltest
7
Kointegration
7
Unit root test
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Markov chain
5
Markov-Kette
5
Share price
5
Forecast
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Nichtlineare Optimierung
4
Nonlinear programming
4
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
21
Type of publication (narrower categories)
All
Non-commercial literature
Arbeitspapier
21
Graue Literatur
21
Working Paper
21
Language
All
English
21
Author
All
Menzly, Lior
2
Myhre Lildholt, Peter
2
Pástor, Ľuboš
2
Santos, Tano
2
Stambaugh, Robert F.
2
Ørregaard Nielsen, Morten
2
Barndorff-Nielsen, Ole E.
1
Bechmann, Ken L.
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Engsted, Tom
1
Hansen, Peter Reinhard
1
Koulikov, Dmitri
1
Lunde, Asger
1
Nicolato, Elisa
1
Pons Rotger, Gabriel
1
Rahbek, Anders
1
Shephard, Neil G.
1
Strunk Hansen, Charlotte
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Tanggaard, Carsten
1
Tolver Jensen, Søren
1
Venardos, Emmanouil
1
Veronesi, Pietro
1
more ...
less ...
Institution
All
Aarhus Universitet / Afdeling for Nationaløkonomi
Centre for Analytical Finance <Århus>
University of Chicago / Center for Research in Security Prices
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
60
Ekonomiska forskningsinstitutet <Stockholm>
43
European University Institute / Department of Economics
34
Rodney L. White Center for Financial Research
13
Birkbeck College / Department of Economics
10
Umeå universitet
10
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Institut für Höhere Studien
7
Svenska Handelshögskolan <Helsinki>
7
Umeå Universitet / Institutionen för Nationalekonomi
7
European University Institute / Department of Law
6
Institute of Finance and Accounting <London>
6
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
6
University of Cambridge / Department of Applied Economics
6
Australian National University / Faculty of Economics and Commerce
5
Christian-Albrechts-Universität zu Kiel
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Institut für Weltwirtschaft
5
Instituto Valenciano de Investigaciones Económicas
5
The Wharton Financial Institutions Center
5
University of Exeter / Department of Economics
5
University of Strathclyde / Department of Economics
5
Center for Economic Research <Tilburg>
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Erasmus Research Institute of Management
4
Federal Reserve Bank of New York
4
Forschungsinstitut zur Zukunft der Arbeit
4
Internationaler Währungsfonds / Research Department
4
National Bureau of Economic Research
4
Federal Reserve System / Division of Research and Statistics
3
Goethe-Universität Frankfurt am Main
3
Institut for Finansiering <Frederiksberg>
3
Kansantaloustieteen Laitos <Tampere>
3
Konjunkturinstitutet <Stockholm>
3
Københavns Universitet / Økonomisk Institut
3
Massachusetts Institute of Technology / Department of Economics
3
Robert Schuman Centre for Advanced Studies
3
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
14
Working paper series / Center for Research in Security Prices
4
Economics working paper
3
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
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:
7
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:
8
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:
9
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:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->