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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Markov chain"
~subject:"Schätzung"
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Estimation theory
Forecasting model
Markov chain
Schätzung
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
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
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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Type of publication
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Book / Working Paper
18
Type of publication (narrower categories)
All
Arbeitspapier
18
Graue Literatur
18
Non-commercial literature
18
Working Paper
18
Language
All
English
18
Author
All
Tanggaard, Carsten
3
Christiansen, Charlotte
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
Mikkelsen, Peter
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Morten Ørregaard
1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
Strunk Hansen, Charlotte
1
Sørensen, Helle
1
Tuypens, Bjorn E.
1
Tzotchev, Dobromir
1
Ørregaard Nielsen, Morten
1
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Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
650
Ekonomiska forskningsinstitutet <Stockholm>
76
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
50
Forschungsinstitut zur Zukunft der Arbeit
49
European University Institute / Department of Economics
33
Springer Fachmedien Wiesbaden
31
Umeå universitet
31
Birkbeck College / Department of Economics
24
Internationaler Währungsfonds / Research Department
24
Center for Economic Research <Tilburg>
22
University of New England / Department of Econometrics
20
Institut für Weltwirtschaft
19
University of Exeter / Department of Economics
17
Federal Reserve System / Division of Research and Statistics
16
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
16
Federal Reserve System / Board of Governors
15
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
13
Verlag Dr. Kovač
13
Institut für Höhere Studien
12
Centre for Quantitative Economics & Computing
11
Christian-Albrechts-Universität zu Kiel
11
Umeå Universitet / Institutionen för Nationalekonomi
11
University of Oxford / Institute of Economics and Statistics
11
University of Strathclyde / Department of Economics
11
Friedrich-Schiller-Universität Jena
10
University of Reading / Department of Economics
10
Universität Basel / Institut für Statistik und Ökonometrie
10
Universität Mannheim
10
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
9
European University Institute / Department of Law
9
Trinity College Dublin / Department of Economics
9
Zentrum für Europäische Wirtschaftsforschung
9
Centre for Economic Performance
8
Centre for Economic Policy Research
8
Chambre de commerce et d'industrie de Paris
8
Econometrisch Instituut <Rotterdam>
8
Federal Reserve Bank of San Francisco
8
Goethe-Universität Frankfurt am Main
8
Rodney L. White Center for Financial Research
8
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
18
Source
All
ECONIS (ZBW)
18
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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
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
7
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:
8
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:
9
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
Saved in:
10
Return-based and range-based (co)viariance estimation : with an application to foreign exchange markets
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
Saved in:
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