//--> //--> //--> //-->
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:"Estimation theory"
~subject:"Estimation"
~subject:"Forecasting model"
~subject:"Markov chain"
~subject:"Zeitreihenanalyse"
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
Teams take the better risks
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Estimation
Forecasting model
Markov chain
Zeitreihenanalyse
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
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
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
more ...
less ...
Type of publication
All
Book / Working Paper
22
Type of publication (narrower categories)
All
Arbeitspapier
22
Graue Literatur
22
Non-commercial literature
22
Working Paper
22
Language
All
English
22
Author
All
Tanggaard, Carsten
3
Christiansen, Charlotte
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Sørensen, Michael
2
Brunetti, Celso
1
Busch, Thomas
1
Di Miscia, Orazio
1
Hansen, Niels Richard
1
Kessler, Mathieu
1
Koulikov, Dmitri
1
Mikkelsen, Peter
1
Myhre Lildholdt, Peter
1
Nielsen, Morten Ørregaard
1
Rahbek, Anders
1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
Strunk Hansen, Charlotte
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Tolver Jensen, Søren
1
Tuypens, Bjorn E.
1
Tzotchev, Dobromir
1
Ørregaard Nielsen, Morten
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
699
Ekonomiska forskningsinstitutet <Stockholm>
97
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
82
European University Institute / Department of Economics
50
Forschungsinstitut zur Zukunft der Arbeit
49
Springer Fachmedien Wiesbaden
31
Umeå universitet
31
Birkbeck College / Department of Economics
24
Internationaler Währungsfonds / Research Department
24
Center for Economic Research <Tilburg>
23
University of New England / Department of Econometrics
20
Institut für Weltwirtschaft
19
University of Exeter / Department of Economics
19
Federal Reserve System / Division of Research and Statistics
16
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
16
Federal Reserve System / Board of Governors
15
Centre for Quantitative Economics & Computing
14
Institut für Höhere Studien
14
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
14
Econometrisch Instituut <Rotterdam>
13
Umeå Universitet / Institutionen för Nationalekonomi
13
Verlag Dr. Kovač
13
University of Strathclyde / Department of Economics
12
Universität Basel / Institut für Statistik und Ökonometrie
12
Christian-Albrechts-Universität zu Kiel
11
University of Oxford / Institute of Economics and Statistics
11
Aarhus Universitet / Afdeling for Nationaløkonomi
10
European University Institute / Department of Law
10
Friedrich-Schiller-Universität Jena
10
Gottfried Wilhelm Leibniz Universität Hannover
10
Trinity College Dublin / Department of Economics
10
University of Reading / Department of Economics
10
Universität Mannheim
10
Australian National University / Faculty of Economics and Commerce
9
Centre for Economic Policy Research
9
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
9
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
9
Rodney L. White Center for Financial Research
9
Rutgers University / Department of Economics
9
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
22
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
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
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:
5
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:
6
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:
7
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
8
Optimal residual based tests for fractional cointegration and exchange rate dynamics
Nielsen, Morten Ørregaard
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702310
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
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->