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type_genre:"Non-commercial literature"
type_genre:"Survey"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Estimation"
~subject:"Financial crisis"
~subject:"Volatilität"
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Estimation
Financial crisis
Volatilität
Theorie
66
Theory
66
Option pricing theory
13
Optionspreistheorie
13
Yield curve
11
Zinsstruktur
11
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Stochastic process
7
Stochastischer Prozess
7
Volatility
7
ARCH model
6
ARCH-Modell
6
Time series analysis
6
Zeitreihenanalyse
6
Estimation theory
5
Markov chain
5
Markov-Kette
5
Schätztheorie
5
CAPM
4
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
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Book / Working Paper
12
Type of publication (narrower categories)
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Non-commercial literature
Survey
Arbeitspapier
12
Graue Literatur
12
Working Paper
12
Language
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English
12
Author
All
Tanggaard, Carsten
2
Barndorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Hansen, Peter Reinhard
1
Lunde, Asger
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Shephard, Neil G.
1
Strunk Hansen, Charlotte
1
Sørensen, Helle
1
Venardos, Emmanouil
1
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Institution
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Centre for Analytical Finance <Århus>
Ekonomiska forskningsinstitutet <Stockholm>
43
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
37
Forschungsinstitut zur Zukunft der Arbeit
33
Birkbeck College / Department of Economics
20
Internationaler Währungsfonds / Research Department
20
Institut für Weltwirtschaft
12
European University Institute / Department of Economics
9
Friedrich-Schiller-Universität Jena
9
Institut für Höhere Studien
9
Massachusetts Institute of Technology / Department of Economics
9
National Bureau of Economic Research
9
Centre for Economic Performance
8
Christian-Albrechts-Universität zu Kiel
8
Rodney L. White Center for Financial Research
8
The Wharton Financial Institutions Center
8
Umeå universitet
8
Centre for Economic Policy Research
7
Federal Reserve System / Division of Research and Statistics
7
Leibniz-Institut für Wirtschaftsforschung Halle
7
Trinity College Dublin / Department of Economics
7
University of Oxford / Institute of Economics and Statistics
7
Universität Mannheim
7
Center for Economic Research <Tilburg>
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
6
European University Institute / Department of Law
6
Federal Reserve Bank of San Francisco
6
Goethe-Universität Frankfurt am Main
6
Institute of Finance and Accounting <London>
6
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
6
Umeå Universitet / Institutionen för Nationalekonomi
6
University of Exeter / Department of Economics
6
University of Reading / Department of Economics
6
Australian National University / Faculty of Economics and Commerce
5
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
5
Hamburgisches Welt-Wirtschafts-Archiv
5
Svenska Handelshögskolan <Helsinki>
5
University of Dundee / Department of Economic Studies
5
Banque de France / Direction des Etudes Economiques et de la Recherche
4
Centre for International Economic Studies
4
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
12
Source
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ECONIS (ZBW)
12
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1
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
2
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
3
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:
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
Optimal residual based tests for fractional cointegration and exchange rate dynamics
Nielsen, Morten Ørregaard
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702310
Saved in:
6
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:
7
Return-based and range-based (co)viariance estimation : with an application to foreign exchange markets
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
Saved in:
8
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
9
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:
10
New evidence on the implied-realized volatility relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
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