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
Separation, weak exogeneity an...
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
14
Optionspreistheorie
14
Stochastic process
11
Stochastischer Prozess
11
Yield curve
11
Zinsstruktur
11
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Volatility
8
Volatilität
8
Estimation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
ARCH model
6
ARCH-Modell
6
Cointegration
6
Kointegration
6
Time series analysis
6
Zeitreihenanalyse
6
Estimation theory
5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Schätztheorie
5
CAPM
4
Option trading
4
Optionsgeschäft
4
Capital income
3
Einheitswurzeltest
3
Hedging
3
Kapitaleinkommen
3
Kleinste-Quadrate-Methode
3
Least squares method
3
Nichtlineare Regression
3
Nichtparametrisches Verfahren
3
Nonlinear regression
3
more ...
less ...
Type of publication
All
Book / Working Paper
74
Type of publication (narrower categories)
All
Arbeitspapier
69
Graue Literatur
69
Non-commercial literature
69
Working Paper
69
Language
All
English
74
Author
All
Barndorff-Nielsen, Ole E.
8
Tanggaard, Carsten
5
Christensen, Bent Jesper
4
Sørensen, Michael
4
Ørregaard Nielsen, Morten
4
Di Miscia, Orazio
3
Engsted, Tom
3
Lunde, Asger
3
Mikkelsen, Peter
3
Rahbek, Anders
3
Shepard, Neil
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Hansen, Peter Reinhard
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Raahauge, Peter
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Bartholdy, Jan
1
Bec, Frédérique
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
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,277
Edward Elgar Publishing
413
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
398
OECD
342
Center for Economic Research <Tilburg>
283
Ekonomiska forskningsinstitutet <Stockholm>
282
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
278
European University Institute / Department of Economics
267
International Monetary Fund
260
Springer Fachmedien Wiesbaden
259
IGI Global
212
Forschungsinstitut zur Zukunft der Arbeit
170
World Bank
165
International Monetary Fund (IMF)
160
Institut für Weltwirtschaft
142
Deutsches Institut für Wirtschaftsforschung / Projektgruppe Das Sozio-Ökonomische Panel
141
Centre for Economic Policy Research
137
Internationaler Währungsfonds / Research Department
137
Umeå universitet
128
Foerder Institute for Economic Research <Tēl-Āvîv>
126
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
84
European University Institute / Department of Law
84
Universitetet i Oslo / Økonomisk institutt
83
Deutsche Forschungsgemeinschaft
79
Massachusetts Institute of Technology / Department of Economics
79
Federal Reserve System / Board of Governors
77
Robert Schuman Centre for Advanced Studies
76
Columbia University / Department of Economics
75
University of Warwick / Department of Economics
75
De Gruyter Oldenbourg
73
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
73
Erasmus Research Institute of Management
71
Instituto Valenciano de Investigaciones Económicas
71
Deutschland / Bundeswehr / Universität Hamburg
70
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
Vector equilibrium correction models with non-linear discountinuous adjustments
Bec, Frédérique
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728534
Saved in:
2
Optimal residual based tests for fractional
cointegration
and exchange rate dynamics
Nielsen, Morten Ørregaard
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702310
Saved in:
3
Misspecification versus bubbles in hyperinflation data : comment
Engsted, Tom
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660135
Saved in:
4
Cointegration
and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
5
The comovement of US and UK stock markets
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660129
Saved in:
6
Semiparametric analysis of stationary fractional
cointegration
and the implied-realized volatility relation in high-frequency options data
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599144
Saved in:
7
Spectral analysis of fractionally cointegrated systems
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838618
Saved in:
8
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:
9
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
10
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
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...
