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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Markov chain"
~subject:"Volatility"
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Estimation theory
Forecasting model
Markov chain
Volatility
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
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
19
Type of publication (narrower categories)
All
Arbeitspapier
19
Graue Literatur
19
Non-commercial literature
19
Working Paper
19
Language
All
English
19
Author
All
Christiansen, Charlotte
2
Strunk Hansen, Charlotte
2
Sørensen, Helle
2
Sørensen, Michael
2
Barndorff-Nielsen, Ole E.
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Di Miscia, Orazio
1
Hansen, Niels Richard
1
Hansen, Peter Reinhard
1
Kessler, Mathieu
1
Lunde, Asger
1
Mikkelsen, Peter
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Nielsen, Jens Perch
1
Schmid, Wolfgang
1
Shephard, Neil G.
1
Stegenborg Larsen, Kristian
1
Tanggaard, Carsten
1
Tuypens, Bjorn E.
1
Tzotchev, Dobromir
1
Venardos, Emmanouil
1
Ørregaard Nielsen, Morten
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
330
Ekonomiska forskningsinstitutet <Stockholm>
42
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
35
European University Institute / Department of Economics
34
Umeå universitet
23
Center for Economic Research <Tilburg>
19
University of New England / Department of Econometrics
18
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
16
Federal Reserve System / Division of Research and Statistics
15
Birkbeck College / Department of Economics
13
Forschungsinstitut zur Zukunft der Arbeit
13
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
11
University of Exeter / Department of Economics
11
Rodney L. White Center for Financial Research
10
Springer Fachmedien Wiesbaden
10
Umeå Universitet / Institutionen för Nationalekonomi
10
Universität Basel / Institut für Statistik und Ökonometrie
10
European University Institute / Department of Law
9
Internationaler Währungsfonds / Research Department
9
University of Strathclyde / Department of Economics
9
Centre for Quantitative Economics & Computing
8
Econometrisch Instituut <Rotterdam>
8
Rutgers University / Department of Economics
8
Institut für Weltwirtschaft
7
Brown University / Department of Economics
6
Christian-Albrechts-Universität zu Kiel
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
6
Deutsche Forschungsgemeinschaft
6
Federal Reserve Bank of St. Louis
6
Instituto Valenciano de Investigaciones Económicas
6
International Monetary Fund
6
Svenska Handelshögskolan <Helsinki>
6
The Wharton Financial Institutions Center
6
University of Cambridge / Department of Applied Economics
6
Zakład Teorii Prognoz <Krakau>
6
Banque de France / Direction des Etudes Economiques et de la Recherche
5
Centre for Microdata Methods and Practice <London>
5
Chambre de commerce et d'industrie de Paris
5
Erasmus Research Institute of Management
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
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
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
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
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:
9
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
10
Option pricing in stochastic volatility models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
Saved in:
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