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~institution:"Centre for Analytical Finance <Århus>"
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Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Volatility
8
Volatilität
8
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
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7
Statistischer Test
7
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6
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6
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6
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6
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5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Schätztheorie
5
CAPM
4
Option trading
4
Optionsgeschäft
4
Cointegration
3
Einheitswurzeltest
3
Erwartungsbildung
3
Expectation formation
3
Hedging
3
Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
Probability theory
3
Regression analysis
3
Regressionsanalyse
3
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Book / Working Paper
72
Type of publication (narrower categories)
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Arbeitspapier
68
Graue Literatur
68
Non-commercial literature
68
Working Paper
68
Language
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English
72
Author
All
Barndorff-Nielsen, Ole E.
8
Sørensen, Michael
4
Tanggaard, Carsten
4
Christensen, Bent Jesper
3
Christiansen, Charlotte
3
Di Miscia, Orazio
3
Lunde, Asger
3
Mikkelsen, Peter
3
Shepard, Neil
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Christensen, Claus Vorm
2
Engsted, Tom
2
Hansen, Peter Reinhard
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Raahauge, Peter
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Ørregaard Nielsen, Morten
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Brunetti, Celso
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Grosen, Anders
1
Hansen, Niels Richard
1
Hnilica, Jiri
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Jensen, Morten Berg
1
Kessler, Mathieu
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,320
Edward Elgar Publishing
407
Ekonomiska forskningsinstitutet <Stockholm>
284
Center for Economic Research <Tilburg>
282
OECD
281
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
262
International Monetary Fund
259
Springer Fachmedien Wiesbaden
254
European University Institute / Department of Economics
250
IGI Global
213
Forschungsinstitut zur Zukunft der Arbeit
168
World Bank
159
International Monetary Fund (IMF)
150
Institut für Weltwirtschaft
138
Centre for Economic Policy Research
136
Internationaler Währungsfonds / Research Department
136
Foerder Institute for Economic Research <Tēl-Āvîv>
128
Umeå universitet
127
Universitat Pompeu Fabra / Departament d'Economia i Empresa
107
University of Exeter / Department of Economics
106
Social Systems Research Institute
102
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
102
Springer-Verlag GmbH
91
Australian National University / Faculty of Economics and Commerce
85
Deutsche Forschungsgemeinschaft
80
Universitetet i Oslo / Økonomisk institutt
79
Massachusetts Institute of Technology / Department of Economics
78
Columbia University / Department of Economics
76
European University Institute / Department of Law
75
Federal Reserve System / Board of Governors
75
Robert Schuman Centre for Advanced Studies
75
De Gruyter Oldenbourg
73
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
73
University of Warwick / Department of Economics
73
Johns Hopkins University / Department of Economics
72
Instituto Valenciano de Investigaciones Económicas
71
Deutschland / Bundeswehr / Universität Hamburg
70
Erasmus Research Institute of Management
70
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
69
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
72
Source
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ECONIS (ZBW)
72
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1
Classical doctrines and alternatives in decision-making under risk with respect to asset price dynamics
Hnilica, Jiri
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686808
Saved in:
2
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
Saved in:
3
Long maturity forward rates
Christiansen, Charlotte
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622254
Saved in:
4
Speculative bubbles in stock prices? : Tests based on the price-dividend ratio
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001998442
Saved in:
5
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
6
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
Saved in:
7
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
8
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
Saved in:
9
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
10
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
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