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>"
~subject:"Asymmetric information"
~subject:"Capital income"
~subject:"Prognoseverfahren"
~subject:"Theory"
~subject:"Wirtschaftswachstum"
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
Improving judgmental time seri...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Asymmetric information
Capital income
Prognoseverfahren
Theory
Wirtschaftswachstum
Theorie
69
Option pricing theory
13
Optionspreistheorie
13
Time series analysis
13
Zeitreihenanalyse
13
Stochastic process
11
Stochastischer Prozess
11
Yield curve
11
Zinsstruktur
11
Volatility
10
Volatilität
10
ARCH model
8
ARCH-Modell
8
Estimation
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Schätzung
8
Statistical test
7
Statistischer Test
7
Estimation theory
6
Schätztheorie
6
Markov chain
5
Markov-Kette
5
CAPM
4
Cointegration
4
Kleinste-Quadrate-Methode
4
Kointegration
4
Least squares method
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Option trading
4
Optionsgeschäft
4
Probability theory
4
Regression analysis
4
Regressionsanalyse
4
Statistical distribution
4
Statistische Verteilung
4
Wahrscheinlichkeitsrechnung
4
Bias
3
more ...
less ...
Type of publication
All
Book / Working Paper
70
Type of publication (narrower categories)
All
Arbeitspapier
67
Graue Literatur
67
Non-commercial literature
67
Working Paper
67
Language
All
English
70
Author
All
Barndorff-Nielsen, Ole E.
8
Christensen, Bent Jesper
4
Strunk Hansen, Charlotte
4
Tanggaard, Carsten
4
Di Miscia, Orazio
3
Lunde, Asger
3
Mikkelsen, Peter
3
Shepard, Neil
3
Shephard, Neil G.
3
Søndergaard Rasmussen, Nicki
3
Sørensen, Michael
3
Taulbjerg, Jes
3
Ørregaard Nielsen, Morten
3
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Hansen, Peter Reinhard
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Tuypens, Bjorn E.
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Brunetti, Celso
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Grosen, Anders
1
Hansen, Niels Richard
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Jensen, Morten Berg
1
Kessler, Mathieu
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
Levendorskij, Sergej Z.
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
8,370
OECD
616
Edward Elgar Publishing
436
Ekonomiska forskningsinstitutet <Stockholm>
286
IGI Global
284
Center for Economic Research <Tilburg>
278
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
268
Springer Fachmedien Wiesbaden
261
European University Institute / Department of Economics
255
International Monetary Fund
238
World Bank
204
Forschungsinstitut zur Zukunft der Arbeit
166
Institut für Weltwirtschaft
149
Internationaler Währungsfonds / Research Department
149
Centre for Economic Policy Research
143
Umeå universitet
130
Foerder Institute for Economic Research <Tēl-Āvîv>
128
University of Exeter / Department of Economics
108
Universitat Pompeu Fabra / Departament d'Economia i Empresa
107
Social Systems Research Institute
104
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
103
Organisation for Economic Co-operation and Development
101
Robert Schuman Centre for Advanced Studies
94
European University Institute / Department of Law
91
Springer-Verlag GmbH
91
Deutsche Forschungsgemeinschaft
90
Australian National University / Faculty of Economics and Commerce
84
Erasmus Research Institute of Management
82
Federal Reserve System / Board of Governors
81
University of Warwick / Department of Economics
80
Bangladesch / Parisaṅkhyāna Byuro
79
Econometrisch Instituut <Rotterdam>
79
Universitetet i Oslo / Økonomisk institutt
79
Columbia University / Department of Economics
78
Federal Reserve System / Division of Research and Statistics
78
Massachusetts Institute of Technology / Department of Economics
78
Federal Reserve Bank of St. Louis
77
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
74
INSEAD
73
Instituto Valenciano de Investigaciones Económicas
73
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
70
Source
All
ECONIS (ZBW)
70
Showing
1
-
10
of
70
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
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:
3
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:
4
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:
5
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:
6
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
7
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
Saved in:
8
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
9
Long-run regression :
theory
and application to U.S. asset markets
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491534
Saved in:
10
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:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
