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
A counterexample to several pr...
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
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Estimation
8
Schätzung
8
CAPM
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Statistical test
7
Statistischer Test
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Estimation theory
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Schätztheorie
6
Time series analysis
6
Zeitreihenanalyse
6
Markov chain
5
Markov-Kette
5
Option trading
4
Optionsgeschäft
4
Probability theory
4
Wahrscheinlichkeitsrechnung
4
Cointegration
3
Einheitswurzeltest
3
Forecast
3
Hedging
3
Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
Prognose
3
Regression analysis
3
more ...
less ...
Type of publication
All
Book / Working Paper
74
Type of publication (narrower categories)
All
Arbeitspapier
70
Graue Literatur
70
Non-commercial literature
70
Working Paper
70
Language
All
English
74
Author
All
Barndorff-Nielsen, Ole E.
9
Christensen, Bent Jesper
4
Shephard, Neil G.
4
Sørensen, Michael
4
Tanggaard, Carsten
4
Di Miscia, Orazio
3
Lunde, Asger
3
Mikkelsen, Peter
3
Raahauge, Peter
3
Schmidli, Hanspeter
3
Shepard, Neil
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Hansen, Peter Reinhard
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Rahbek, Anders
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
Hurd, T.R.
1
Jakubenas, Paulius
1
Jensen, Morten Berg
1
Kessler, Mathieu
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
Levendorskij, Sergej Z.
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,272
Edward Elgar Publishing
412
OECD
341
Ekonomiska forskningsinstitutet <Stockholm>
286
Center for Economic Research <Tilburg>
279
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
260
Springer Fachmedien Wiesbaden
257
European University Institute / Department of Economics
250
International Monetary Fund
233
IGI Global
212
Forschungsinstitut zur Zukunft der Arbeit
165
World Bank
157
Institut für Weltwirtschaft
138
Centre for Economic Policy Research
137
Internationaler Währungsfonds / Research Department
136
Umeå universitet
127
Foerder Institute for Economic Research <Tēl-Āvîv>
126
Universitat Pompeu Fabra / Departament d'Economia i Empresa
109
University of Exeter / Department of Economics
105
Social Systems Research Institute
103
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
84
Deutsche Forschungsgemeinschaft
83
Universitetet i Oslo / Økonomisk institutt
79
Massachusetts Institute of Technology / Department of Economics
78
Federal Reserve System / Board of Governors
77
Columbia University / Department of Economics
75
Robert Schuman Centre for Advanced Studies
75
Erasmus Research Institute of Management
74
European University Institute / Department of Law
74
De Gruyter Oldenbourg
73
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
73
University of Warwick / Department of Economics
73
Instituto Valenciano de Investigaciones Económicas
72
Deutschland / Bundeswehr / Universität Hamburg
69
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
69
Johns Hopkins University / Department of Economics
68
Econometrisch Instituut <Rotterdam>
67
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
74
Source
All
ECONIS (ZBW)
74
Showing
1
-
10
of
74
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
On optimal investment and subexponential claims
Schmidli, Hanspeter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001979814
Saved in:
5
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
Saved in:
6
Management and employee compensation policy, and matched data on private firms : a no arbitrage asset pricing approach to on-the-job search and the wage distribution
Christensen, Bent Jesper
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622243
Saved in:
7
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
Saved in:
8
Estimation of expected return :
CAPM
vs Fama and French
Bartholdy, Jan
(
contributor
);
Peare, Paula
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069191
Saved in:
9
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:
10
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
