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:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Asymmetric information"
~subject:"Stochastischer Prozess"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
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
Strategic delegation in oligop...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Asymmetric information
Stochastischer Prozess
Volatilität
Zeitreihenanalyse
Theorie
177
Theory
177
Option pricing theory
17
Optionspreistheorie
17
Stochastic process
11
Yield curve
11
Zinsstruktur
11
Estimation
9
Schätzung
9
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Statistical test
8
Statistischer Test
8
Search theory
7
Suchtheorie
7
Time series analysis
7
USA
7
United States
7
Volatility
7
ARCH model
6
ARCH-Modell
6
Estimation theory
6
Game theory
6
Schätztheorie
6
Spieltheorie
6
Asymmetrische Information
5
CAPM
5
Consumer behaviour
5
Konsumentenverhalten
5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Neue politische Ökonomie
5
Public choice
5
Statistical distribution
5
more ...
less ...
Type of publication
All
Book / Working Paper
26
Type of publication (narrower categories)
All
Arbeitspapier
23
Working Paper
23
Graue Literatur
22
Non-commercial literature
22
Language
All
English
26
Author
All
Barndorff-Nielsen, Ole E.
6
Shephard, Neil G.
3
Myhre Lildholt, Peter
2
Villanueva, Ernesto
2
Bolton, Patrick
1
Busch, Thomas
1
Cespa, Giovanni
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Di Miscia, Orazio
1
Freixas, Xavier
1
Györfi, László
1
Hansen, Peter Reinhard
1
Jeon, Doh-Shin
1
Koulikov, Dmitri
1
Levendorskij, Sergej Z.
1
Lugosi, Gábor
1
Lunde, Asger
1
Menicucci, Domenico
1
Nicolato, Elisa
1
Niño-Mora, José
1
Rahbek, Anders
1
Shepard, Neil
1
Stelzer, Robert
1
Strunk Hansen, Charlotte
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Sørensen, Michael
1
Tolver Jensen, Søren
1
Uchida, Masayuki
1
Venardos, Emmanouil
1
more ...
less ...
Institution
All
Universitat Pompeu Fabra / Departament d'Economia i Empresa
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
387
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
90
Ekonomiska forskningsinstitutet <Stockholm>
52
European University Institute / Department of Economics
40
Econometrisch Instituut <Rotterdam>
13
European University Institute / Department of Law
12
Springer Fachmedien Wiesbaden
12
Umeå Universitet / Institutionen för Nationalekonomi
12
Umeå universitet
12
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
12
University of Exeter / Department of Economics
12
Center for Economic Research <Tilburg>
11
Birkbeck College / Department of Economics
10
Bonn Graduate School of Economics
10
Australian National University / Faculty of Economics and Commerce
9
Internationaler Währungsfonds / Research Department
9
Rodney L. White Center for Financial Research
9
Svenska Handelshögskolan <Helsinki>
9
Brown University / Department of Economics
8
Centre for Economic Policy Research
8
Erasmus Research Institute of Management
8
Forschungsinstitut zur Zukunft der Arbeit
8
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
8
Universitetet i Oslo / Økonomisk institutt
8
University of British Columbia / Finance Division
8
University of Cambridge / Department of Applied Economics
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Columbia University / Department of Economics
7
Instituto Valenciano de Investigaciones Económicas
7
Aarhus Universitet / Afdeling for Nationaløkonomi
6
Centre for Quantitative Economics & Computing
6
Escola de Pós-Graduação em Economia <Rio de Janeiro>
6
Federal Reserve System / Division of Research and Statistics
6
Foerder Institute for Economic Research <Tēl-Āvîv>
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Institut für Höhere Studien
6
International Monetary Fund
6
London School of Economics and Political Science
6
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
19
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
7
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
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
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Saved in:
5
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
6
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:
7
Buyer coalitions against monopolistic screening: on the role of asymetric information among buyers
Jeon, Doh-Shin
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001696828
Saved in:
8
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:
9
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:
10
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
