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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"
~type_genre:"Non-commercial literature"
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Zeitreihenanalyse
Börsenkurs
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
Volatility
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
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Free
3
Type of publication
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Book / Working Paper
15
Type of publication (narrower categories)
All
Non-commercial literature
Arbeitspapier
15
Graue Literatur
15
Working Paper
15
Language
All
English
15
Author
All
Menzly, Lior
2
Pástor, Ľuboš
2
Santos, Tano
2
Stambaugh, Robert F.
2
Ørregaard Nielsen, Morten
2
Bechmann, Ken L.
1
Busch, Thomas
1
Christiansen, Charlotte
1
Engsted, Tom
1
Koulikov, Dmitri
1
Myhre Lildholt, Peter
1
Pons Rotger, Gabriel
1
Rahbek, Anders
1
Søndergaard Rasmussen, Nicki
1
Tanggaard, Carsten
1
Tolver Jensen, Søren
1
Veronesi, Pietro
1
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Institution
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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
55
Ekonomiska forskningsinstitutet <Stockholm>
40
European University Institute / Department of Economics
28
Umeå universitet
10
Birkbeck College / Department of Economics
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Institut für Höhere Studien
7
Rodney L. White Center for Financial Research
7
Australian National University / Faculty of Economics and Commerce
5
Christian-Albrechts-Universität zu Kiel
5
European University Institute / Department of Law
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
Umeå Universitet / Institutionen för Nationalekonomi
5
University of Cambridge / Department of Applied Economics
5
University of Strathclyde / Department of Economics
5
Center for Economic Research <Tilburg>
4
National Bureau of Economic Research
4
University of Exeter / Department of Economics
4
Erasmus Research Institute of Management
3
Institut for Finansiering <Frederiksberg>
3
Institut für Weltwirtschaft
3
Kansantaloustieteen Laitos <Tampere>
3
Konjunkturinstitutet <Stockholm>
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
University of Southampton / Department of Economics
3
Universität Basel / Institut für Statistik und Ökonometrie
3
Universität Mannheim
3
Université de Montréal / Département de sciences économiques
3
Australien / Bureau of Statistics
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
Federal Reserve Bank of New York
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
8
Working paper series / Center for Research in Security Prices
4
Economics working paper
3
Source
All
ECONIS (ZBW)
15
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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
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
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