//--> //--> //-->
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:"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
Characterizing Movements of th...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Theorie
13
Theory
13
Estimation
10
Schätzung
10
USA
8
United States
8
Markov chain
6
Markov-Kette
6
Volatility
5
Volatilität
5
Zeitreihenanalyse
4
ARCH model
3
ARCH-Modell
3
Großbritannien
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Securities trading
3
United Kingdom
3
Wertpapierhandel
3
Yield curve
3
Zinsstruktur
3
Estimation theory
2
Exchange rate
2
Forecast
2
Forecasting model
2
Interest rate
2
Option pricing theory
2
Optionspreistheorie
2
Pfund Sterling
2
Pound Sterling
2
Preistheorie
2
Price theory
2
Prognose
2
Prognoseverfahren
2
Schätztheorie
2
US dollar
2
US-Dollar
2
Wechselkurs
2
Zins
2
more ...
less ...
Type of publication
All
Book / Working Paper
4
Type of publication (narrower categories)
All
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
4
Author
All
Brunetti, Celso
1
Busch, Thomas
1
Christiansen, Charlotte
1
Hansen, Peter Reinhard
1
Lunde, Asger
1
Myhre Lildholt, Peter
1
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
40
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
26
Ekonomiska forskningsinstitutet <Stockholm>
23
Federal Reserve Bank of St. Louis
9
Christian-Albrechts-Universität zu Kiel
5
Econometrisch Instituut <Rotterdam>
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Organisation for Economic Co-operation and Development
4
Umeå universitet
4
Centre for Growth and Business Cycle Research <Manchester>
3
Department of Econometrics and Business Statistics, Monash Business School
3
European University Institute / Department of Economics
3
European University Institute / Department of Law
3
Loughborough University / Department of Economics
3
University of Cambridge / Department of Applied Economics
3
University of Chicago / Center for Research in Security Prices
3
University of Otago / Commerce Division
3
University of Strathclyde / Department of Economics
3
Australien / Bureau of Statistics
2
Bank of Canada
2
Center for Economic Research <Tilburg>
2
Centre for Quantitative Economics & Computing
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Eric Cuvillier <Firma>
2
Federal Reserve Bank of New York
2
Federal Reserve System / Board of Governors
2
Institut für Höhere Studien
2
Institut für Weltwirtschaft
2
Institut für Wirtschaftswissenschaften <Wien>
2
International Monetary Fund
2
London School of Economics and Political Science
2
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
2
Norges Bank / Utredningsavdelingen
2
School of Economics and Finance <Brisbane>
2
School of Finance and Business Economics <Perth, Western Australia>
2
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
2
Springer Fachmedien Wiesbaden
2
State University of New York at Albany / Department of Economics
2
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
4
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
2
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
3
Time series modelling of daily log-price ranges for SF/USD and USD/GBP
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719176
Saved in:
4
A comparison of volatility models : does anything beat a GARCH(1,1)?
Hansen, Peter Reinhard
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563856
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->