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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Game theory"
~subject:"General equilibrium"
~subject:"Zeitreihenanalyse"
~type_genre:"Amtsdruckschrift"
~type_genre:"Conference proceedings"
~type_genre:"Government document"
~type_genre:"Non-commercial literature"
~type_genre:"Systematic review"
~type_genre:"Thesis"
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Game theory
General equilibrium
Zeitreihenanalyse
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
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Time series analysis
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
6
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Amtsdruckschrift
Conference proceedings
Government document
Non-commercial literature
Systematic review
Thesis
Arbeitspapier
6
Graue Literatur
6
Working Paper
6
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English
6
Author
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Busch, Thomas
1
Christiansen, Charlotte
1
Koulikov, Dmitri
1
Myhre Lildholt, Peter
1
Rahbek, Anders
1
Søndergaard Rasmussen, Nicki
1
Tolver Jensen, Søren
1
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Institution
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Centre for Analytical Finance <Århus>
Center for Economic Research <Tilburg>
64
Ekonomiska forskningsinstitutet <Stockholm>
53
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
46
European University Institute / Department of Economics
44
Foerder Institute for Economic Research <Tēl-Āvîv>
16
Forschungsinstitut zur Zukunft der Arbeit
15
Umeå universitet
14
Bonn Graduate School of Economics
13
Institut für Weltwirtschaft
13
Australian National University / Faculty of Economics and Commerce
12
Københavns Universitet / Økonomisk Institut
11
Universität Dortmund / Wirtschafts- und Sozialwissenschaftliche Fakultät
10
Universität Mannheim / Institut für Volkswirtschaft und Statistik
10
Brown University / Department of Economics
9
Christian-Albrechts-Universität zu Kiel
9
University of Exeter / Department of Economics
9
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Columbia University / Department of Economics
8
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
8
Social Systems Research Institute
8
University of Warwick / Department of Economics
8
Virginia Polytechnic Institute and State University / Department of Economics
8
Centre for Economic Policy Research
7
European University Institute / Department of Law
7
University of Southampton / Department of Economics
7
University of Strathclyde / Department of Economics
7
Federal Reserve Bank of Richmond
6
Georgetown University / Economics Department
6
Instituto Valenciano de Investigaciones Económicas
6
Shakai-Keizai-Kenkyūsho <Osaka>
6
Umeå Universitet / Institutionen för Nationalekonomi
6
University of Cambridge / Department of Applied Economics
6
Universität des Saarlandes / Fachbereich Wirtschaftswissenschaft
6
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
6
Center for the Study of Law and Economics <Saarbrücken>
5
Deutsche Forschungsgemeinschaft
5
Federal Reserve Bank of St. Louis
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Institut für Höhere Studien
5
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
6
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ECONIS (ZBW)
6
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1
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
2
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:
3
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:
4
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
Saved in:
5
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
6
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
Saved in:
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