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~institution:"Centre for Analytical Finance <Århus>"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Markov chain"
~subject:"Zeitreihenanalyse"
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Subject
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ARCH-Modell
Estimation theory
Forecasting model
Markov chain
Zeitreihenanalyse
Theorie
69
Theory
69
Option pricing theory
13
Optionspreistheorie
13
Yield curve
11
Zinsstruktur
11
Stochastic process
9
Stochastischer Prozess
9
Estimation
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Schätzung
8
Volatility
8
Volatilität
8
Statistical test
7
Statistischer Test
7
Time series analysis
7
ARCH model
6
Markov-Kette
5
Schätztheorie
5
CAPM
4
Cointegration
4
Kointegration
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Option trading
4
Optionsgeschäft
4
Probability theory
4
Wahrscheinlichkeitsrechnung
4
Einheitswurzeltest
3
Hedging
3
Kleinste-Quadrate-Methode
3
Least squares method
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Regression analysis
3
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Type of publication
All
Book / Working Paper
21
Type of publication (narrower categories)
All
Arbeitspapier
20
Graue Literatur
20
Non-commercial literature
20
Working Paper
20
Language
All
English
21
Author
All
Christiansen, Charlotte
2
Myhre Lildholt, Peter
2
Rahbek, Anders
2
Sørensen, Michael
2
Ørregaard Nielsen, Morten
2
Busch, Thomas
1
Christensen, Bent Jesper
1
Di Miscia, Orazio
1
Hansen, Niels Richard
1
Jensen, Morten Berg
1
Kessler, Mathieu
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
Lunde, Asger
1
Mikkelsen, Peter
1
Nielsen, Jens Perch
1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
Strunk Hansen, Charlotte
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Tanggaard, Carsten
1
Tolver Jensen, Søren
1
Tuypens, Bjorn E.
1
Tzotchev, Dobromir
1
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Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
250
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
86
Ekonomiska forskningsinstitutet <Stockholm>
73
European University Institute / Department of Economics
48
Umeå universitet
24
Center for Economic Research <Tilburg>
19
University of New England / Department of Econometrics
18
Federal Reserve System / Division of Research and Statistics
16
Birkbeck College / Department of Economics
14
Econometrisch Instituut <Rotterdam>
13
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
13
University of Exeter / Department of Economics
13
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
12
Universität Basel / Institut für Statistik und Ökonometrie
12
Centre for Quantitative Economics & Computing
11
Forschungsinstitut zur Zukunft der Arbeit
11
Umeå Universitet / Institutionen för Nationalekonomi
10
Aarhus Universitet / Afdeling for Nationaløkonomi
9
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
9
European University Institute / Department of Law
9
Institut für Höhere Studien
9
Rutgers University / Department of Economics
9
Springer Fachmedien Wiesbaden
9
University of Strathclyde / Department of Economics
9
Rodney L. White Center for Financial Research
8
Shakai-Keizai-Kenkyūsho <Osaka>
8
University of Warwick / Department of Economics
8
Instituto Valenciano de Investigaciones Económicas
7
University of Cambridge / Department of Applied Economics
7
Christian-Albrechts-Universität zu Kiel
6
Erasmus Research Institute of Management
6
Escola de Pós-Graduação em Economia <Rio de Janeiro>
6
Federal Reserve Bank of St. Louis
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Institut für Weltwirtschaft
6
London School of Economics and Political Science
6
National Institute of Economic and Social Research
6
OECD
6
Universitetet i Oslo / Økonomisk institutt
6
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
21
Source
All
ECONIS (ZBW)
21
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1
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:
2
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
Saved in:
3
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
4
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:
5
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
Saved in:
6
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702284
Saved in:
7
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
8
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:
9
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:
10
On time-reversibility and estimating functions for Markov processes
Kessler, Mathieu
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690055
Saved in:
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