//--> //--> //--> //-->
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:"Forecasting model"
~subject:"Hedging"
~subject:"Markov chain"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Forecasting model
Hedging
Markov chain
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
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
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Schätztheorie
5
CAPM
4
Option trading
4
Optionsgeschäft
4
Cointegration
3
Einheitswurzeltest
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
15
Type of publication (narrower categories)
All
Arbeitspapier
15
Graue Literatur
15
Non-commercial literature
15
Working Paper
15
Language
All
English
15
Author
All
Sørensen, Michael
2
Busch, Thomas
1
Christensen, Claus Vorm
1
Christiansen, Charlotte
1
Di Miscia, Orazio
1
Grasselli, M.R.
1
Hansen, Niels Richard
1
Hurd, T.R.
1
Kessler, Mathieu
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
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
168
Ekonomiska forskningsinstitutet <Stockholm>
37
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
31
European University Institute / Department of Economics
28
Umeå universitet
23
Center for Economic Research <Tilburg>
20
University of New England / Department of Econometrics
18
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
15
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
14
Birkbeck College / Department of Economics
12
Federal Reserve System / Division of Research and Statistics
12
Forschungsinstitut zur Zukunft der Arbeit
11
University of Exeter / Department of Economics
10
Universität Basel / Institut für Statistik und Ökonometrie
10
Rodney L. White Center for Financial Research
9
Springer Fachmedien Wiesbaden
9
University of Strathclyde / Department of Economics
9
Centre for Quantitative Economics & Computing
8
European University Institute / Department of Law
8
Umeå Universitet / Institutionen för Nationalekonomi
8
Bonn Graduate School of Economics
7
Deutsche Forschungsgemeinschaft
7
Gottfried Wilhelm Leibniz Universität Hannover
7
Rutgers University / Department of Economics
7
Christian-Albrechts-Universität zu Kiel
6
Econometrisch Instituut <Rotterdam>
6
Foerder Institute for Economic Research <Tēl-Āvîv>
6
Institute of Finance and Accounting <London>
6
Universität Augsburg / Institut für Volkswirtschaftslehre
6
Zakład Teorii Prognoz <Krakau>
6
Banque de France / Direction des Etudes Economiques et de la Recherche
5
Brown University / Department of Economics
5
Centre for Microdata Methods and Practice <London>
5
Chambre de commerce et d'industrie de Paris
5
Federal Reserve Bank of St. Louis
5
Institut für Höhere Studien
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
5
The Wharton Financial Institutions Center
5
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
15
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
2
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
3
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:
4
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:
5
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
6
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:
7
Hedging with a misspecified model
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724264
Saved in:
8
A Monte Carlo method for exponential hedging of contingent claims
Grasselli, M.R.
(
contributor
);
Hurd, T.R.
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724279
Saved in:
9
On time-reversibility and estimating functions for Markov processes
Kessler, Mathieu
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690055
Saved in:
10
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->