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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Markov chain"
~subject:"Statistische Verteilung"
~subject:"Zeitreihenanalyse"
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Estimation theory
Forecasting model
Markov chain
Statistische Verteilung
Zeitreihenanalyse
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
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
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Type of publication
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Book / Working Paper
19
Type of publication (narrower categories)
All
Arbeitspapier
18
Graue Literatur
18
Non-commercial literature
18
Working Paper
18
Language
All
English
19
Author
All
Christiansen, Charlotte
2
Sørensen, Michael
2
Barndorff-Nielsen, Ole E.
1
Busch, Thomas
1
Di Miscia, Orazio
1
Hansen, Niels Richard
1
Jensen, Morten Berg
1
Kessler, Mathieu
1
Koulikov, Dmitri
1
Lunde, Asger
1
Mikkelsen, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Jens Perch
1
Rahbek, Anders
1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
Stelzer, Robert
1
Strunk Hansen, Charlotte
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Tanggaard, Carsten
1
Tolver Jensen, Søren
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
216
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
68
Ekonomiska forskningsinstitutet <Stockholm>
64
European University Institute / Department of Economics
49
Umeå universitet
24
Center for Economic Research <Tilburg>
22
University of New England / Department of Econometrics
19
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
14
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
13
University of Exeter / Department of Economics
13
Birkbeck College / Department of Economics
12
Centre for Quantitative Economics & Computing
12
Federal Reserve System / Division of Research and Statistics
12
Rutgers University / Department of Economics
12
Universität Basel / Institut für Statistik und Ökonometrie
12
Econometrisch Instituut <Rotterdam>
11
Forschungsinstitut zur Zukunft der Arbeit
11
London School of Economics and Political Science
11
Umeå Universitet / Institutionen för Nationalekonomi
11
University of Strathclyde / Department of Economics
10
European University Institute / Department of Law
9
Gottfried Wilhelm Leibniz Universität Hannover
9
Institut für Höhere Studien
9
Rodney L. White Center for Financial Research
9
Springer Fachmedien Wiesbaden
9
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
University of Southampton / Department of Economics
8
Aarhus Universitet / Afdeling for Nationaløkonomi
7
Christian-Albrechts-Universität zu Kiel
7
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
7
University of Cambridge / Department of Applied Economics
7
Escola de Pós-Graduação em Economia <Rio de Janeiro>
6
Institut für Weltwirtschaft
6
Shakai-Keizai-Kenkyūsho <Osaka>
6
Universitetet i Oslo / Økonomisk institutt
6
Zakład Teorii Prognoz <Krakau>
6
Australian National University / Faculty of Economics and Commerce
5
Banque de France / Direction des Etudes Economiques et de la Recherche
5
Boston College / Department of Economics
5
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
19
Source
All
ECONIS (ZBW)
19
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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
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:
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
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
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:
10
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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