//--> //--> //--> //-->
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>"
~subject:"CAPM"
~subject:"Volatility"
~type_genre:"Aufsatzsammlung"
~type_genre:"Handbook"
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
CAPM
Volatility
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
Statistischer Test
7
Stochastic process
7
Stochastischer Prozess
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Time series analysis
6
Zeitreihenanalyse
6
Estimation theory
5
Markov chain
5
Markov-Kette
5
Schätztheorie
5
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
more ...
less ...
Type of publication
All
Book / Working Paper
11
Type of publication (narrower categories)
All
Arbeitspapier
Series
Aufsatzsammlung
Handbook
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
Language
All
English
11
Author
All
Christensen, Bent Jesper
2
Barndorff-Nielsen, Ole E.
1
Bartholdy, Jan
1
Christiansen, Charlotte
1
Hansen, Peter Reinhard
1
Lunde, Asger
1
Mikkelsen, Peter
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Peare, Paula
1
Raahauge, Peter
1
Shephard, Neil G.
1
Strunk Hansen, Charlotte
1
Sørensen, Helle
1
Venardos, Emmanouil
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Rodney L. White Center for Financial Research
11
Institute of Finance and Accounting <London>
9
National Bureau of Economic Research
9
Ekonomiska forskningsinstitutet <Stockholm>
7
European University Institute / Department of Economics
7
Internationaler Währungsfonds / Research Department
7
Svenska Handelshögskolan <Helsinki>
7
Birkbeck College / Department of Economics
6
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
6
Erasmus Research Institute of Management
6
Chambre de commerce et d'industrie de Paris
5
Federal Reserve System / Division of Research and Statistics
5
Instituto Valenciano de Investigaciones Económicas
5
The Wharton Financial Institutions Center
5
University of Chicago / Center for Research in Security Prices
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Judge Institute of Management Studies
4
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
University of British Columbia / Finance Division
4
Université de Montréal / Département de sciences économiques
4
Center for Economic Research <Tilburg>
3
Econometrisch Instituut <Rotterdam>
3
Federal Reserve Bank of New York
3
Federal Reserve Bank of St. Louis
3
Federal Reserve System / Board of Governors
3
Forschungsinstitut zur Zukunft der Arbeit
3
Institut for Finansiering <Frederiksberg>
3
Københavns Universitet / Økonomisk Institut
3
Stanford Institute for Economic Policy Research
3
University of Exeter / Department of Economics
3
Australian National University / Faculty of Economics and Commerce
2
Bank of England / Monetary Analysis Division
2
Bonn Graduate School of Economics
2
Brown University / Department of Economics
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
11
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation of expected return : CAPM vs Fama and French
Bartholdy, Jan
(
contributor
);
Peare, Paula
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069191
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
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
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
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:
6
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
7
Option pricing in stochastic volatility models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
Saved in:
8
New evidence on the implied-realized volatility relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
9
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
Saved in:
10
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->