//--> //--> //--> //-->
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
~institution:"Centre for Analytical Finance <Århus>"
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:"model"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
35
Theory
35
Yield curve
13
Zinsstruktur
13
ARCH model
10
ARCH-Modell
10
Volatility
8
Volatilität
8
CAPM
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Time series analysis
7
Zeitreihenanalyse
7
Cointegration
6
Estimation
6
Kointegration
6
Markov chain
6
Markov-Kette
6
Option pricing theory
6
Optionspreistheorie
6
Schätzung
6
Estimation theory
5
Schätztheorie
5
Stochastic process
5
Stochastischer Prozess
5
USA
5
United States
5
Forecast
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Prognose
4
Regression analysis
4
Regressionsanalyse
4
Analysis of variance
3
Capital income
3
Forecasting model
3
Kapitaleinkommen
3
Nichtlineare Regression
3
Nichtparametrisches Verfahren
3
Nonlinear regression
3
more ...
less ...
Type of publication
All
Book / Working Paper
57
Type of publication (narrower categories)
All
Arbeitspapier
53
Graue Literatur
53
Non-commercial literature
53
Working Paper
53
Language
All
English
57
Author
All
Barndorff-Nielsen, Ole E.
4
Christensen, Bent Jesper
4
Christiansen, Charlotte
4
Di Miscia, Orazio
3
Mikkelsen, Peter
3
Raahauge, Peter
3
Rahbek, Anders
3
Sørensen, Michael
3
Taulbjerg, Jes
3
Ørregaard Nielsen, Morten
3
Busch, Thomas
2
Engsted, Tom
2
Koulikov, Dmitri
2
Lunde, Asger
2
Nielsen, Morten Ørregaard
2
Raaballe, Johannes
2
Shepard, Neil
2
Shephard, Neil G.
2
Shin Jensen, Malene
2
Strunk Hansen, Charlotte
2
Tuypens, Bjorn E.
2
Bartholdy, Jan
1
Bec, Frédérique
1
Bechmann, Ken L.
1
Bibby, Bo Martin
1
Bladt, Mogens
1
Bojarčenko, Svetlana I.
1
Christensen, Claus Vorm
1
Daniels, Kenneth N.
1
Frino, Alex
1
Grundy, Bruce D.
1
Hansen, Niels Richard
1
Hansen, Peter Reinhard
1
Jensen, Morten Berg
1
Kessler, Mathieu
1
Kristensen, Dennis
1
Levendorskij, Sergej Z.
1
Mollica, Vito
1
Myhre Lildholt, Peter
1
Peare, Paula
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
3,519
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1,786
International Monetary Fund (IMF)
644
HAL
400
Springer Fachmedien Wiesbaden
358
C.E.P.R. Discussion Papers
340
Agricultural and Applied Economics Association - AAEA
309
Institute for the Study of Labor (IZA)
299
EconWPA
288
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
244
European Association of Agricultural Economists - EAAE
232
International Monetary Fund
200
CESifo
181
OECD
178
Université Paris-Dauphine (Paris IX)
169
Tinbergen Instituut
163
Society for Computational Economics - SCE
157
European Central Bank
128
School of Economics and Management, University of Aarhus
123
Edward Elgar Publishing
122
Ekonomiska forskningsinstitutet <Stockholm>
122
International Association of Agricultural Economists - IAAE
107
Institut für Weltwirtschaft (IfW)
103
Tinbergen Institute
100
European University Institute / Department of Economics
99
Econometric Society
98
World Bank
97
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
95
International Food Policy Research Institute (IFPRI)
95
International Labour Organization (ILO), United Nations
95
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
94
Department of Econometrics and Business Statistics, Monash Business School
93
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
93
IGI Global
93
Cowles Foundation for Research in Economics, Yale University
92
University of Bonn, Germany
92
Federal Reserve Bank of St. Louis
91
Center for Economic Research <Tilburg>
88
Statistisk Sentralbyrå, Government of Norway
87
Europäische Kommission
86
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
57
Source
All
ECONIS (ZBW)
57
Showing
1
-
10
of
57
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Vector equilibrium correction models with non-linear discountinuous adjustments
Bec, Frédérique
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728534
Saved in:
2
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
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
Semiparametric analysis of stationary fractional cointegration and the implied-realized volatility relation in high-frequency options data
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599144
Saved in:
5
Spectral analysis of fractionally cointegrated systems
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838618
Saved in:
6
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
7
Misspecification versus bubbles in hyperinflation data : comment
Engsted, Tom
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660135
Saved in:
8
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:
9
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:
10
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->