//--> //--> //--> //-->
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
The welfare effects of interna...
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
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
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
Cointegration
3
Einheitswurzeltest
3
Hedging
3
Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
Probability theory
3
Regression analysis
3
Regressionsanalyse
3
Statistical distribution
3
Statistische Verteilung
3
more ...
less ...
Type of publication
All
Book / Working Paper
71
Type of publication (narrower categories)
All
Arbeitspapier
67
Graue Literatur
67
Non-commercial literature
67
Working Paper
67
Language
All
English
71
Author
All
Barndorff-Nielsen, Ole E.
8
Sørensen, Michael
4
Tanggaard, Carsten
4
Christensen, Bent Jesper
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
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
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
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,733
Edward Elgar Publishing
435
OECD
349
Ekonomiska forskningsinstitutet <Stockholm>
287
Center for Economic Research <Tilburg>
282
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
258
Springer Fachmedien Wiesbaden
254
European University Institute / Department of Economics
249
World Bank
244
Economics Research, World Bank Group
236
International Monetary Fund
236
IGI Global
213
International Monetary Fund (IMF)
204
Forschungsinstitut zur Zukunft der Arbeit
170
Institut für Weltwirtschaft
152
Centre for Economic Policy Research
140
Internationaler Währungsfonds / Research Department
140
Umeå universitet
128
Foerder Institute for Economic Research <Tēl-Āvîv>
127
Universitat Pompeu Fabra / Departament d'Economia i Empresa
107
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
92
Robert Schuman Centre for Advanced Studies
85
Australian National University / Faculty of Economics and Commerce
84
Deutsche Forschungsgemeinschaft
80
Universitetet i Oslo / Økonomisk institutt
80
Columbia University / Department of Economics
78
Massachusetts Institute of Technology / Department of Economics
78
Federal Reserve System / Board of Governors
76
European University Institute / Department of Law
75
Organisation for Economic Co-operation and Development
75
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
75
University of Warwick / Department of Economics
75
De Gruyter Oldenbourg
74
Weltbank
73
Instituto Valenciano de Investigaciones Económicas
71
Erasmus Research Institute of Management
70
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
71
Source
All
ECONIS (ZBW)
71
Showing
1
-
10
of
71
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
Saved in:
3
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
Saved in:
4
Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of volatility models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
Saved in:
5
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Saved in:
6
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:
7
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
8
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:
9
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
10
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:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->