//--> //--> //--> //-->
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>"
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
Non linear ARX-models : probab...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
12
Schätztheorie
12
Theorie
7
Theory
7
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Probability theory
4
Wahrscheinlichkeitsrechnung
4
Core
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Option pricing theory
2
Optionspreistheorie
2
Risiko
2
Risk
2
Analysis of variance
1
Bayes-Statistik
1
Bayesian inference
1
Betriebliche Investitionstheorie
1
Bias
1
CAPM
1
Corporate investment theory
1
Currency option
1
Devisenoption
1
Einheitswurzeltest
1
Estimation
1
Financial economics
1
Induktive Statistik
1
Interest rate
1
Investitionsrisiko
1
Investment risk
1
Kapitalmarkttheorie
1
Market microstructure
1
Markov chain
1
Markov-Kette
1
Marktmikrostruktur
1
Noise Trading
1
Noise trading
1
Optionsanleihe
1
Schätzung
1
more ...
less ...
Type of publication
All
Book / Working Paper
15
Type of publication (narrower categories)
All
Arbeitspapier
13
Graue Literatur
13
Non-commercial literature
13
Working Paper
13
Language
All
English
15
Author
All
Schmidli, Hanspeter
3
Sørensen, Michael
3
Barndorff-Nielsen, Ole E.
2
Nielsen, Jens Perch
2
Shephard, Neil G.
2
Tanggaard, Carsten
2
Bladt, Mogens
1
Christensen, Bent Jesper
1
Hansen, Peter Reinhard
1
Jones, M. C.
1
Kelly, Leah
1
Lunde, Asger
1
Platen, Eckhard
1
Poulsen, Rolf
1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Tzotchev, Dobromir
1
Ørregaard Nielsen, Morten
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
433
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
129
Ekonomiska forskningsinstitutet <Stockholm>
41
Umeå universitet
27
European University Institute / Department of Economics
26
Springer-Verlag GmbH
25
University of New England / Department of Econometrics
24
OECD
22
Center for Economic Research <Tilburg>
19
Deutsche Forschungsgemeinschaft
18
Centre for Microdata Methods and Practice <London>
17
London School of Economics and Political Science
16
Centre for Quantitative Economics & Computing
15
Springer Fachmedien Wiesbaden
14
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
14
University of Exeter / Department of Economics
14
Econometrisch Instituut <Rotterdam>
13
Universität Basel / Institut für Statistik und Ökonometrie
13
De Gruyter Oldenbourg
11
Escola de Pós-Graduação em Economia <Rio de Janeiro>
11
Federal Reserve System / Division of Research and Statistics
11
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
11
Organisation for Economic Co-operation and Development
11
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
11
Birkbeck College / Department of Economics
10
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
10
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
10
Institut für Weltwirtschaft
10
International Energy Agency
10
University of Chicago / Graduate School of Business
10
University of Western Australia / Department of Economics
10
Forschungsinstitut zur Zukunft der Arbeit
9
Royal Statistical Society
9
Springer International Publishing
9
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
9
Deutsche Statistische Gesellschaft
8
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
8
State University of New York at Albany / Department of Economics
8
Tilburg University, School of Economics and Management
8
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
15
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
Saved in:
2
On optimal investment and subexponential claims
Schmidli, Hanspeter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001979814
Saved in:
3
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the large claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724275
Saved in:
4
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the small claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724276
Saved in:
5
Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
Saved in:
6
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:
7
Boundary and bias correction in kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543238
Saved in:
8
Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838599
Saved in:
9
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
Saved in:
10
Statistical inference for discretely observed Markov jump processes
Bladt, Mogens
(
contributor
);
Sørensen, Michael
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793919
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->