//--> //--> //--> //-->
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
type_genre:"Arbeitspapier"
type_genre:"Series"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"University of Southampton / Department of Economics"
~subject:"Time series analysis"
~subject:"Yield curve"
~type_genre:"Aufsatz im Buch"
~type_genre:"Hochschulschrift"
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
| 8 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Yield curve
Theorie
124
Theory
124
Option pricing theory
13
Optionspreistheorie
13
Zinsstruktur
11
Statistical test
9
Statistischer Test
9
Zeitreihenanalyse
9
Estimation
7
Estimation theory
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Risiko
7
Risk
7
Schätztheorie
7
Schätzung
7
Stochastic process
7
Stochastischer Prozess
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Learning process
5
Lernprozess
5
Markov chain
5
Markov-Kette
5
Regression analysis
5
Regressionsanalyse
5
CAPM
4
Cointegration
4
Einheitswurzeltest
4
Game theory
4
Kleinste-Quadrate-Methode
4
Kointegration
4
Least squares method
4
Option trading
4
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
20
Type of publication (narrower categories)
All
Arbeitspapier
Series
Aufsatz im Buch
Hochschulschrift
Graue Literatur
20
Non-commercial literature
20
Working Paper
20
Language
All
English
20
Author
All
Mikkelsen, Peter
3
Taulbjerg, Jes
3
Christiansen, Charlotte
2
Di Miscia, Orazio
2
Busch, Thomas
1
Daniels, Kenneth N.
1
Hall, Stephen G.
1
King, Maxwell L.
1
Koulikov, Dmitri
1
Mizon, Grayham E.
1
Moauro, Filippo
1
Myhre Lildholt, Peter
1
Podivinsky, Jan M.
1
Rahbek, Anders
1
Schmid, Wolfgang
1
Shin Jensen, Malene
1
Søndergaard Rasmussen, Nicki
1
Tolver Jensen, Søren
1
Tzotchev, Dobromir
1
Welfe, Aleksander
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
University of Southampton / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
53
Ekonomiska forskningsinstitutet <Stockholm>
44
European University Institute / Department of Economics
27
University of Exeter / Department of Economics
10
Econometrisch Instituut <Rotterdam>
8
Umeå universitet
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Gottfried Wilhelm Leibniz Universität Hannover
6
Banque de France / Direction des Etudes Economiques et de la Recherche
5
Christian-Albrechts-Universität zu Kiel
5
European University Institute / Department of Law
5
London School of Economics and Political Science
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
National Bureau of Economic Research
5
University of Strathclyde / Department of Economics
5
Australian National University / Faculty of Economics and Commerce
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Federal Reserve Bank of New York
4
Federal Reserve Bank of San Francisco
4
Institut für Weltwirtschaft
4
Rodney L. White Center for Financial Research
4
Springer Fachmedien Wiesbaden
4
University of Cambridge / Department of Applied Economics
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Birkbeck College / Department of Economics
3
Center for Economic Research <Tilburg>
3
Erasmus Research Institute of Management
3
Eric Cuvillier <Firma>
3
Federal Reserve System / Division of Research and Statistics
3
Institut für Höhere Studien
3
Institute of Finance and Accounting <London>
3
Instituto Valenciano de Investigaciones Económicas
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 Chicago / Center for Research in Security Prices
3
Universität Basel / Institut für Statistik und Ökonometrie
3
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
17
Discussion papers in economics and econometrics
3
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The exact power envelope of tests for a unit root
Podivinsky, Jan M.
;
King, Maxwell L.
-
2000
Persistent link: https://www.econbiz.de/10001533271
Saved in:
2
Modelling economies in transition : an introduction
Hall, Stephen G.
;
Mizon, Grayham E.
;
Welfe, Aleksander
-
1999
Persistent link: https://www.econbiz.de/10001476514
Saved in:
3
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
4
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
5
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
Saved in:
6
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
7
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:
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
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->