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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Befragung"
~subject:"CAPM"
~subject:"Deutschland"
~subject:"Estimation"
~subject:"Financial advisors"
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Befragung
CAPM
Deutschland
Estimation
Financial advisors
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Statistischer Test
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Volatility
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Volatilität
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ARCH model
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ARCH-Modell
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Time series analysis
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Estimation theory
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Schätztheorie
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Option trading
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Optionsgeschäft
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Cointegration
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Einheitswurzeltest
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Kleinste-Quadrate-Methode
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Kointegration
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Least squares method
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Probability theory
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3
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11
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Arbeitspapier
11
Graue Literatur
11
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11
Working Paper
11
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English
11
Author
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Tanggaard, Carsten
2
Bartholdy, Jan
1
Brunetti, Celso
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Mikkelsen, Peter
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Peare, Paula
1
Raahauge, Peter
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
704
Springer Fachmedien Wiesbaden
103
Ekonomiska forskningsinstitutet <Stockholm>
46
Forschungsinstitut zur Zukunft der Arbeit
34
Institut für Weltwirtschaft
34
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
33
De Gruyter Oldenbourg
29
Internationaler Währungsfonds / Research Department
24
Deutschland / Bundeswehr / Universität Hamburg
23
Friedrich-Schiller-Universität Jena
21
Verlag Dr. Kovač
19
Birkbeck College / Department of Economics
18
Verlag Franz Vahlen
16
Federal Reserve System / Board of Governors
15
Nomos Verlagsgesellschaft
15
Deutschland / Statistisches Bundesamt
14
Fördergesellschaft Marketing an der Universität Augsburg
14
Universität Mannheim
14
Helmut-Schmidt-Universität
13
Institut für Arbeitsmarkt- und Berufsforschung
13
Springer-Verlag GmbH
13
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
13
Metropolis-Verlag für Ökonomie Gesellschaft und Politik GmbH
12
Zentrum für Europäische Wirtschaftsforschung
12
Bertelsmann Stiftung
11
Centre for Economic Policy Research
11
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
11
European University Institute / Department of Economics
11
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
11
University of Oxford / Institute of Economics and Statistics
11
Federal Reserve System / Division of Research and Statistics
10
Institut für Höhere Studien
10
Shaker Verlag
10
Umeå universitet
10
Christian-Albrechts-Universität zu Kiel
9
Deutsches Institut für Wirtschaftsforschung
9
Eric Cuvillier <Firma>
9
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
9
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
9
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
11
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ECONIS (ZBW)
11
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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
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:
4
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
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
Management and employee compensation policy, and matched data on private firms : a no arbitrage asset pricing approach to on-the-job search and the wage distribution
Christensen, Bent Jesper
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622243
Saved in:
10
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
Saved in:
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