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:"Markov-Kette"
~subject:"Stochastischer Prozess"
~subject:"Time series analysis"
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
Wege aus dem Doping-Dilemma :...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Markov-Kette
Stochastischer Prozess
Time series analysis
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
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
Zeitreihenanalyse
6
Estimation theory
5
Markov chain
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
more ...
less ...
Type of publication
All
Book / Working Paper
21
Type of publication (narrower categories)
All
Arbeitspapier
18
Graue Literatur
18
Non-commercial literature
18
Working Paper
18
Language
All
English
21
Author
All
Barndorff-Nielsen, Ole E.
6
Shephard, Neil G.
3
Christiansen, Charlotte
2
Di Miscia, Orazio
2
Sørensen, Michael
2
Busch, Thomas
1
Hansen, Niels Richard
1
Kessler, Mathieu
1
Koulikov, Dmitri
1
Levendorskij, Sergej Z.
1
Mikkelsen, Peter
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Rahbek, Anders
1
Shepard, Neil
1
Stelzer, Robert
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Tolver Jensen, Søren
1
Uchida, Masayuki
1
Venardos, Emmanouil
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
114
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
88
Ekonomiska forskningsinstitutet <Stockholm>
49
European University Institute / Department of Economics
32
Econometrisch Instituut <Rotterdam>
13
Umeå universitet
12
Springer Fachmedien Wiesbaden
10
Umeå Universitet / Institutionen för Nationalekonomi
8
University of Strathclyde / Department of Economics
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
London School of Economics and Political Science
7
University of Exeter / Department of Economics
7
Aarhus Universitet / Afdeling for Nationaløkonomi
6
Australian National University / Faculty of Economics and Commerce
6
Erasmus Research Institute of Management
6
European University Institute / Department of Law
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Centre for Quantitative Economics & Computing
5
Christian-Albrechts-Universität zu Kiel
5
Instituto Valenciano de Investigaciones Económicas
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
Social Systems Research Institute
5
University of British Columbia / Finance Division
5
University of Cambridge / Department of Applied Economics
5
Center for Economic Research <Tilburg>
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Federal Reserve Bank of St. Louis
4
Institut für Höhere Studien
4
Shakai-Keizai-Kenkyūsho <Osaka>
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Birkbeck College / Department of Economics
3
Bonn Graduate School of Economics
3
Centre for Economic Policy Research
3
Conference on Applied Probability and Time Series Analysis <1995, Athen>
3
Eric Cuvillier <Firma>
3
Institut für Weltwirtschaft
3
Institutionen för Skogsekonomi <Ume°a>
3
Judge Institute of Management Studies
3
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
21
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
4
Realised power variation and stochastic models
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607775
Saved in:
5
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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
Integrated OU processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560040
Saved in:
8
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
9
Classification of Markov chains on Rk
Hansen, Niels Richard
(
contributor
)
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543227
Saved in:
10
Feller processes of Normal Inverse Gaussian type
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543241
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
