//--> //--> //--> //-->
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
Long memory in financial time...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
12
Zeitreihenanalyse
12
Theorie
6
Theory
6
ARCH model
5
ARCH-Modell
5
Volatility
4
Volatilität
4
Estimation
2
Heteroscedasticity
2
Heteroskedastizität
2
Option pricing theory
2
Optionspreistheorie
2
Pfund Sterling
2
Pound Sterling
2
Schätzung
2
Stochastic process
2
Stochastischer Prozess
2
US dollar
2
US-Dollar
2
USA
2
United States
2
1999-2000
1
1999-2001
1
Aktienmarkt
1
Ankündigungseffekt
1
Announcement effect
1
Autocorrelation
1
Autokorrelation
1
Currency option
1
Denmark
1
Devisenoption
1
Dänemark
1
Earnings announcement
1
Estimation theory
1
Exchange rate
1
Forecasting model
1
Gewinnprognose
1
Großbritannien
1
Interest rate
1
more ...
less ...
Type of publication
All
Book / Working Paper
13
Type of publication (narrower categories)
All
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Language
All
English
13
Author
All
Koulikov, Dmitri
2
Myhre Lildholt, Peter
2
Bibby, Bo Martin
1
Brunetti, Celso
1
Busch, Thomas
1
Christiansen, Charlotte
1
Hansen, Peter Reinhard
1
Jones, M. C.
1
Lunde, Asger
1
Nielsen, Jens Perch
1
Rahbek, Anders
1
Skovgaard, Ib Michael
1
Sponholtz, Carina
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Tanggaard, Carsten
1
Tolver Jensen, Søren
1
Ørregaard Nielsen, Morten
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
International Monetary Fund (IMF)
574
National Bureau of Economic Research
537
International Monetary Fund
201
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
98
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
72
Ekonomiska forskningsinstitutet <Stockholm>
66
Federal Reserve Bank of St. Louis
43
Federal Reserve Board (Board of Governors of the Federal Reserve System)
40
European University Institute / Department of Economics
37
Rodney L. White Center for Financial Research, Wharton School of Business
37
Federal Reserve Bank of New York
36
EconWPA
31
C.E.P.R. Discussion Papers
20
Federal Reserve Bank of Chicago
19
Econometrisch Instituut <Rotterdam>
16
Umeå universitet
16
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
15
Federal Reserve Bank of San Francisco
15
Escola de Pós-Graduação em Economia <Rio de Janeiro>
14
Federal Reserve Bank of Atlanta
14
Centre for Quantitative Economics & Computing
13
London School of Economics and Political Science
13
School of Finance and Business Economics <Perth, Western Australia>
13
Rodney L. White Center for Financial Research
12
Umeå Universitet / Institutionen för Nationalekonomi
12
William Davidson Institute <Ann Arbor, Mich.>
12
OECD
11
University of Cambridge / Department of Applied Economics
11
Cowles Foundation for Research in Economics, Yale University
10
Department of Econometrics and Business Statistics, Monash Business School
10
European University Institute / Department of Law
10
Institut für Weltwirtschaft
10
Weiss Center for International Financial Research, Wharton School of Business
10
Deutsches Aktieninstitut
9
Deutschland <Bundesrepublik> / Statistisches Bundesamt
9
Gottfried Wilhelm Leibniz Universität Hannover
9
Graduate School of Business, Columbia University
9
HAL
9
New York Stock Exchange
9
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
13
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
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
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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
Time series modelling of daily log-price ranges for SF/USD and USD/GBP
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719176
Saved in:
6
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
7
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:
8
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:
9
Diffusion-type models with given marginal and autocorrelation function
Bibby, Bo Martin
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748916
Saved in:
10
Modeling sequences of long memory non-negative covariance stationary random variables
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793903
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->