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
On the equivalence of pooled a...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
70
Theory
70
Option pricing theory
15
Optionspreistheorie
15
Estimation theory
12
Schätztheorie
12
Stochastic process
12
Stochastischer Prozess
12
Time series analysis
12
Zeitreihenanalyse
12
Yield curve
11
Zinsstruktur
11
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Volatility
9
Volatilität
9
ARCH model
8
ARCH-Modell
8
Estimation
8
Schätzung
8
Statistical test
7
Statistischer Test
7
Markov chain
6
Markov-Kette
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
CAPM
5
Option trading
4
Optionsgeschäft
4
Analysis of variance
3
Cointegration
3
Core
3
Einheitswurzeltest
3
Hedging
3
Heteroscedasticity
3
Heteroskedastizität
3
Interest rate
3
Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
more ...
less ...
Type of publication
All
Book / Working Paper
82
Type of publication (narrower categories)
All
Arbeitspapier
76
Graue Literatur
76
Non-commercial literature
76
Working Paper
76
Language
All
English
82
Author
All
Barndorff-Nielsen, Ole E.
10
Sørensen, Michael
7
Lunde, Asger
5
Shephard, Neil G.
5
Tanggaard, Carsten
5
Christensen, Bent Jesper
4
Hansen, Peter Reinhard
4
Søndergaard Rasmussen, Nicki
4
Di Miscia, Orazio
3
Mikkelsen, Peter
3
Myhre Lildholt, Peter
3
Nielsen, Jens Perch
3
Shepard, Neil
3
Strunk Hansen, Charlotte
3
Taulbjerg, Jes
3
Ørregaard Nielsen, Morten
3
Brunetti, Celso
2
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Koulikov, Dmitri
2
Løchte Jørgensen, Peter
2
Nielsen, Morten Ørregaard
2
Poulsen, Rolf
2
Raahauge, Peter
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bibby, Bo Martin
1
Bladt, Mogens
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Grosen, Anders
1
Hansen, Niels Richard
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Jensen, Morten Berg
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,536
Edward Elgar Publishing
403
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
378
Ekonomiska forskningsinstitutet <Stockholm>
308
OECD
283
Center for Economic Research <Tilburg>
282
European University Institute / Department of Economics
254
Springer Fachmedien Wiesbaden
252
IGI Global
213
Forschungsinstitut zur Zukunft der Arbeit
165
World Bank
156
Institut für Weltwirtschaft
146
International Monetary Fund
139
Internationaler Währungsfonds / Research Department
139
Centre for Economic Policy Research
136
Umeå universitet
134
Foerder Institute for Economic Research <Tēl-Āvîv>
127
Universitat Pompeu Fabra / Departament d'Economia i Empresa
112
University of Exeter / Department of Economics
111
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
103
Social Systems Research Institute
102
Springer-Verlag GmbH
91
Deutsche Forschungsgemeinschaft
90
Australian National University / Faculty of Economics and Commerce
85
Universitetet i Oslo / Økonomisk institutt
84
Econometrisch Instituut <Rotterdam>
82
European University Institute / Department of Law
81
Massachusetts Institute of Technology / Department of Economics
80
Columbia University / Department of Economics
79
Federal Reserve System / Board of Governors
79
Robert Schuman Centre for Advanced Studies
77
University of Warwick / Department of Economics
77
Erasmus Research Institute of Management
75
De Gruyter Oldenbourg
74
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
74
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
73
Instituto Valenciano de Investigaciones Económicas
72
Escola de Pós-Graduação em Economia <Rio de Janeiro>
70
Federal Reserve System / Division of Research and Statistics
70
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
82
Source
All
ECONIS (ZBW)
82
Showing
1
-
10
of
82
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Local linear density estimation for filtered survival data, with bias correction
Jones, M. C.
(
contributor
);
Nielsen, Jens Perch
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227638
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
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
Saved in:
4
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
Saved in:
5
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
6
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
Saved in:
7
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
8
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:
9
Boundary and bias correction in kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543238
Saved in:
10
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:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
