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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Börsenkurs"
~subject:"Prognoseverfahren"
~subject:"Stochastischer Prozess"
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Börsenkurs
Prognoseverfahren
Stochastischer Prozess
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Time series analysis
6
Zeitreihenanalyse
6
Estimation theory
5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Schätztheorie
5
CAPM
4
Option trading
4
Optionsgeschäft
4
Cointegration
3
Einheitswurzeltest
3
Hedging
3
Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
Probability theory
3
Regression analysis
3
Regressionsanalyse
3
Statistical distribution
3
Statistische Verteilung
3
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Book / Working Paper
14
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Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
Language
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English
14
Author
All
Barndorff-Nielsen, Ole E.
6
Shephard, Neil G.
3
Bechmann, Ken L.
1
Busch, Thomas
1
Di Miscia, Orazio
1
Engsted, Tom
1
Levendorskij, Sergej Z.
1
Nicolato, Elisa
1
Shepard, Neil
1
Stelzer, Robert
1
Strunk Hansen, Charlotte
1
Sørensen, Helle
1
Sørensen, Michael
1
Tanggaard, Carsten
1
Tuypens, Bjorn E.
1
Uchida, Masayuki
1
Venardos, Emmanouil
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
338
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
58
Ekonomiska forskningsinstitutet <Stockholm>
18
Springer Fachmedien Wiesbaden
12
Birkbeck College / Department of Economics
11
Erasmus Research Institute of Management
10
Federal Reserve System / Division of Research and Statistics
9
Rodney L. White Center for Financial Research
9
Centre for Economic Policy Research
8
Christian-Albrechts-Universität zu Kiel
8
Econometrisch Instituut <Rotterdam>
8
European University Institute / Department of Economics
8
European University Institute / Department of Law
7
Australian National University / Faculty of Economics and Commerce
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
6
School of Economics and Finance <Brisbane>
6
University of Exeter / Department of Economics
6
Universität Mannheim
6
Zakład Teorii Prognoz <Krakau>
6
Federal Reserve Bank of San Francisco
5
Federal Reserve System / Board of Governors
5
Umeå Universitet / Institutionen för Nationalekonomi
5
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
5
University of Cambridge / Department of Applied Economics
5
University of Strathclyde / Department of Economics
5
Center for Economic Research <Tilburg>
4
Centre for International Research on Economic Tendency Surveys
4
Centre for Quantitative Economics & Computing
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Deutsche Forschungsgemeinschaft
4
Federal Reserve Bank of St. Louis
4
International Monetary Fund
4
Robert Schuman Centre for Advanced Studies
4
Rutgers University / Department of Economics
4
The Wharton Financial Institutions Center
4
Verlag Dr. Kovač
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Bonn Graduate School of Economics
3
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
3
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
14
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ECONIS (ZBW)
14
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1
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:
2
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
3
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
4
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
10
Option pricing in stochastic volatility models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
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