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:"Markov chain"
~subject:"Schätzung"
~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
Forecasting model
Markov chain
Schätzung
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
Volatility
8
Volatilität
8
Statistical test
7
Statistischer Test
7
Time series analysis
7
ARCH model
6
ARCH-Modell
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
more ...
less ...
Type of publication
All
Book / Working Paper
23
Type of publication (narrower categories)
All
Arbeitspapier
22
Graue Literatur
22
Non-commercial literature
22
Working Paper
22
Language
All
English
23
Author
All
Tanggaard, Carsten
3
Christiansen, Charlotte
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Sørensen, Michael
2
Ørregaard Nielsen, Morten
2
Brunetti, Celso
1
Busch, Thomas
1
Christensen, Bent Jesper
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
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
940
Ekonomiska forskningsinstitutet <Stockholm>
101
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
98
European University Institute / Department of Economics
51
Forschungsinstitut zur Zukunft der Arbeit
49
OECD
36
Springer Fachmedien Wiesbaden
31
Umeå universitet
31
Birkbeck College / Department of Economics
30
Internationaler Währungsfonds / Research Department
29
Center for Economic Research <Tilburg>
23
Federal Reserve System / Division of Research and Statistics
23
Institut für Weltwirtschaft
20
University of New England / Department of Econometrics
20
University of Exeter / Department of Economics
19
Federal Reserve System / Board of Governors
18
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
16
Organisation for Economic Co-operation and Development
15
Institut für Höhere Studien
14
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
14
Umeå Universitet / Institutionen för Nationalekonomi
13
Verlag Dr. Kovač
13
Aarhus Universitet / Afdeling for Nationaløkonomi
12
Centre for Quantitative Economics & Computing
12
European University Institute / Department of Law
12
University of Oxford / Institute of Economics and Statistics
12
University of Reading / Department of Economics
12
Universität Basel / Institut für Statistik und Ökonometrie
12
Centre for Economic Policy Research
11
Friedrich-Schiller-Universität Jena
11
Universität Mannheim
11
Christian-Albrechts-Universität zu Kiel
10
Econometrisch Instituut <Rotterdam>
10
University of Strathclyde / Department of Economics
10
Australian National University / Faculty of Economics and Commerce
9
Centre for Economic Performance
9
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
9
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
9
Goethe-Universität Frankfurt am Main
9
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
23
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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
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:
5
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
6
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:
7
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:
8
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:
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
Classification of Markov chains on Rk
Hansen, Niels Richard
(
contributor
)
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543227
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
