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 simple account of the behavi...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
15
Theory
15
Yield curve
13
Zinsstruktur
13
Forecast
4
Prognose
4
Estimation
3
Interest rate
3
Markov chain
3
Markov-Kette
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Schätzung
3
Volatility
3
Volatilität
3
Zins
3
CAPM
2
Estimation theory
2
Forecasting model
2
Interest rate derivative
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Nichtlineare Regression
2
Nonlinear regression
2
Option pricing theory
2
Optionspreistheorie
2
Prognoseverfahren
2
Regression analysis
2
Regressionsanalyse
2
Schätztheorie
2
Securities trading
2
State space model
2
Statistical test
2
Statistischer Test
2
Stochastic process
2
Stochastischer Prozess
2
USA
2
United States
2
Wertpapierhandel
2
Zinsderivat
2
more ...
less ...
Type of publication
All
Book / Working Paper
20
Type of publication (narrower categories)
All
Arbeitspapier
19
Graue Literatur
19
Non-commercial literature
19
Working Paper
19
Language
All
English
20
Author
All
Christensen, Bent Jesper
3
Christiansen, Charlotte
3
Mikkelsen, Peter
3
Taulbjerg, Jes
3
Di Miscia, Orazio
2
Poulsen, Rolf
2
Shin Jensen, Malene
2
Strunk Hansen, Charlotte
2
Tuypens, Bjorn E.
2
Barndorff-Nielsen, Ole E.
1
Daniels, Kenneth N.
1
Raahauge, Peter
1
Schmid, Wolfgang
1
Shephard, Neil G.
1
Svenstrup, Mikkel
1
Sørensen, Michael
1
Tzotchev, Dobromir
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
745
Bundesstelle für Außenhandelsinformation <Köln>
155
Bundesagentur für Außenwirtschaft
137
OECD
107
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
85
International Energy Agency
48
Institut für Schweizerisches Bankwesen <Zürich>
33
International Monetary Fund
33
World Bank Group
28
Arbeitskreis Konjunktur des IWH
26
Deutsches Institut für Wirtschaftsforschung
26
Österreichisches Institut für Wirtschaftsforschung
26
World Bank
24
Schweiz / Bundesamt für Statistik
23
Institut für Weltwirtschaft
22
Food and Agriculture Organization of the United Nations
21
FAO
20
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
20
Federal Reserve Bank of San Francisco
19
Graduate School of Business, Columbia University
19
Institut für Wirtschaftsforschung Halle
19
Edward Elgar Publishing
18
Sachverständigenrat zur Begutachtung der Gesamtwirtschaftlichen Entwicklung
18
Springer Fachmedien Wiesbaden
18
EconWPA
17
Ekonomiska forskningsinstitutet <Stockholm>
17
Europäische Kommission
17
Fraunhofer-Institut für System- und Innovationsforschung
17
International Monetary Fund (IMF)
17
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
Banca d'Italia
16
C.E.P.R. Discussion Papers
16
Europäische Kommission / Generaldirektion Landwirtschaft
16
Federal Reserve Bank of St. Louis
16
Travel Industry Association of America
16
World Tourism Organization
16
Asian Development Bank
15
European Central Bank
15
Institut der Deutschen Wirtschaft Köln
15
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
20
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
Saved in:
2
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
3
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
4
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
5
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
6
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
7
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:
8
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
9
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
10
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
