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>"
~institution:"Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique"
~subject:"Börsenkurs"
~subject:"Stochastic process"
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
Peer pressure
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Stochastic process
Theorie
103
Theory
103
Estimation
14
Schätzung
14
Option pricing theory
13
Optionspreistheorie
13
Yield curve
12
Zinsstruktur
12
CAPM
9
Stochastischer Prozess
9
Estimation theory
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Schätztheorie
8
Volatility
8
Volatilität
8
Statistical test
7
Statistischer Test
7
Time series analysis
7
Zeitreihenanalyse
7
ARCH model
6
ARCH-Modell
6
Schweiz
6
Switzerland
6
Markov chain
5
Markov-Kette
5
Share price
5
Cointegration
4
Kointegration
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Option trading
4
Optionsgeschäft
4
Probability theory
4
Wahrscheinlichkeitsrechnung
4
Consumer behaviour
3
Einheitswurzeltest
3
Financial market
3
more ...
less ...
Type of publication
All
Book / Working Paper
14
Type of publication (narrower categories)
All
Graue Literatur
11
Non-commercial literature
11
Arbeitspapier
10
Working Paper
10
Hochschulschrift
1
Systematic review
1
Thesis
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
12
French
2
Author
All
Barndorff-Nielsen, Ole E.
6
Shephard, Neil G.
3
Bechmann, Ken L.
1
Christen, François
1
Di Miscia, Orazio
1
Dunant, Anne
1
Engsted, Tom
1
Levendorskij, Sergej Z.
1
Nicolato, Elisa
1
Shepard, Neil
1
Stelzer, Robert
1
Sørensen, Helle
1
Tanggaard, Carsten
1
Theler, Jean-Paul
1
Venardos, Emmanouil
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
National Bureau of Economic Research
276
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
48
Ekonomiska forskningsinstitutet <Stockholm>
13
Birkbeck College / Department of Economics
8
Springer Fachmedien Wiesbaden
8
Centre for Economic Policy Research
7
Erasmus Research Institute of Management
7
Rodney L. White Center for Financial Research
7
Universität Mannheim
7
Australian National University / Faculty of Economics and Commerce
6
Federal Reserve System / Division of Research and Statistics
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
European University Institute / Department of Economics
5
University of Exeter / Department of Economics
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Chambre de commerce et d'industrie de Paris
4
Deutsche Forschungsgemeinschaft
4
Econometrisch Instituut <Rotterdam>
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Institutionen för Skogsekonomi <Ume°a>
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
Center for Economic Research <Tilburg>
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Christian-Albrechts-Universität zu Kiel
3
Goethe-Universität Frankfurt am Main
3
Institut für Höhere Studien
3
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
3
Internationaler Währungsfonds / Research Department
3
Judge Institute of Management Studies
3
Kansantaloustieteen Laitos <Tampere>
3
School of Economics and Finance <Brisbane>
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer-Verlag GmbH
3
University of Chicago / Center for Research in Security Prices
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
American Finance Association
2
Bonn Graduate School of Economics
2
Deutschland / Bundeswehr / Universität Hamburg
2
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
11
Cahiers de recherches économiques / Mémoire de diplôme
2
Cahiers de recherches économiques
1
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Integrated OU processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560040
Saved in:
2
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
3
Realised power variation and stochastic models
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607775
Saved in:
4
Short tales, price pressure, and the stock price response to convertible bond calls
Bechmann, Ken L.
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851134
Saved in:
5
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:
6
Feller processes of Normal Inverse Gaussian type
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543241
Saved in:
7
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:
8
Speculative bubbles in stock prices? : Tests based on the price-dividend ratio
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001998442
Saved in:
9
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
