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~institution:"Centre for Analytical Finance <Århus>"
~institution:"University of Exeter / Department of Economics"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Markov chain"
~subject:"Optionspreistheorie"
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Estimation theory
Forecasting model
Markov chain
Optionspreistheorie
Theorie
175
Theory
175
Yield curve
18
Zinsstruktur
18
Estimation
15
Schätzung
15
Option pricing theory
14
Schätztheorie
14
Stochastic process
13
Stochastischer Prozess
13
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Time series analysis
10
Zeitreihenanalyse
10
Volatility
9
Volatilität
9
Statistical test
8
Statistischer Test
8
USA
8
United States
8
Risiko
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Risk
7
ARCH model
6
ARCH-Modell
6
Game theory
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Spieltheorie
6
CAPM
5
Geldpolitik
5
Markov-Kette
5
Monetary policy
5
Public goods
5
Rational expectations
5
Rationale Erwartung
5
Öffentliche Güter
5
Agency theory
4
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Type of publication
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Book / Working Paper
34
Type of publication (narrower categories)
All
Arbeitspapier
33
Working Paper
33
Graue Literatur
32
Non-commercial literature
32
Language
All
English
34
Author
All
Phillips, Garry D. A.
3
Strunk Hansen, Charlotte
3
Tzavalis, Elias
3
Abadir, Karim Maher
2
Harris, Richard D. F.
2
Kiviet, J. F.
2
Mikkelsen, Peter
2
Sørensen, Michael
2
Busch, Thomas
1
Christensen, Bent Jesper
1
Christensen, Claus Vorm
1
Christiansen, Charlotte
1
Christodoulakis, George A.
1
Di Miscia, Orazio
1
Grasselli, M.R.
1
Hadri, Kaddour
1
Hansen, Niels Richard
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Kessler, Mathieu
1
Magdalinos, Michael A.
1
Mitsopoulos, George P.
1
Nicolato, Elisa
1
Nielsen, Jens Perch
1
Peskir, Goran
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Raahauge, Peter
1
Satchell, Stephen
1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
Stentoft, Lars
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Tanggaard, Carsten
1
Tuypens, Bjorn E.
1
Tzotchev, Dobromir
1
Venardos, Emmanouil
1
Wickens, Michael R.
1
Ørregaard Nielsen, Morten
1
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Institution
All
Centre for Analytical Finance <Århus>
University of Exeter / Department of Economics
National Bureau of Economic Research
143
Ekonomiska forskningsinstitutet <Stockholm>
43
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
European University Institute / Department of Economics
27
Umeå universitet
23
Center for Economic Research <Tilburg>
22
University of New England / Department of Econometrics
18
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
15
Birkbeck College / Department of Economics
13
Federal Reserve System / Division of Research and Statistics
13
Forschungsinstitut zur Zukunft der Arbeit
11
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
10
Universität Basel / Institut für Statistik und Ökonometrie
10
Svenska Handelshögskolan <Helsinki>
9
University of Strathclyde / Department of Economics
9
Centre for Quantitative Economics & Computing
8
European University Institute / Department of Law
8
Springer Fachmedien Wiesbaden
8
Umeå Universitet / Institutionen för Nationalekonomi
8
Verlag Dr. Kovač
8
Chambre de commerce et d'industrie de Paris
7
Econometrisch Instituut <Rotterdam>
7
Rodney L. White Center for Financial Research
7
Rutgers University / Department of Economics
7
Weierstraß-Institut für Angewandte Analysis und Stochastik
7
Banque de France / Direction des Etudes Economiques et de la Recherche
6
Bonn Graduate School of Economics
6
Christian-Albrechts-Universität zu Kiel
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
6
University of Cambridge / Department of Applied Economics
6
Zakład Teorii Prognoz <Krakau>
6
Brown University / Department of Economics
5
Centre for Microdata Methods and Practice <London>
5
Deutsche Forschungsgemeinschaft
5
Federal Reserve Bank of St. Louis
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Institut für Höhere Studien
5
Social Systems Research Institute
5
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
24
Discussion papers in economics
10
Source
All
ECONIS (ZBW)
34
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1
Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models
Kiviet, J. F.
;
Phillips, Garry D. A.
-
1998
Persistent link: https://www.econbiz.de/10000168159
Saved in:
2
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
3
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
4
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
5
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:
6
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:
7
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
Saved in:
8
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
9
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
Saved in:
10
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
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