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
Modeling nonlinearities in the...
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
12
Stochastischer Prozess
12
Time series analysis
12
Zeitreihenanalyse
12
Yield curve
11
Zinsstruktur
11
Estimation
10
Schätzung
10
Volatility
9
Volatilität
9
ARCH model
8
ARCH-Modell
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Estimation theory
7
Schätztheorie
7
Statistical test
7
Statistischer Test
7
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
CAPM
5
Markov chain
5
Markov-Kette
5
USA
5
United States
5
Cointegration
4
Kointegration
4
Option trading
4
Optionsgeschäft
4
Analysis of variance
3
Bubbles
3
Einheitswurzeltest
3
Forecast
3
Hedging
3
Heteroscedasticity
3
Heteroskedastizität
3
more ...
less ...
Type of publication
All
Book / Working Paper
80
Type of publication (narrower categories)
All
Arbeitspapier
74
Graue Literatur
74
Non-commercial literature
74
Working Paper
74
Language
All
English
80
Author
All
Barndorff-Nielsen, Ole E.
8
Tanggaard, Carsten
6
Christensen, Bent Jesper
5
Sørensen, Michael
5
Lunde, Asger
4
Di Miscia, Orazio
3
Engsted, Tom
3
Hansen, Peter Reinhard
3
Mikkelsen, Peter
3
Myhre Lildholt, Peter
3
Nielsen, Jens Perch
3
Raahauge, Peter
3
Rahbek, Anders
3
Shepard, Neil
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Ørregaard Nielsen, Morten
3
Brunetti, Celso
2
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Koulikov, Dmitri
2
Løchte Jørgensen, Peter
2
Nielsen, Morten Ørregaard
2
Poulsen, Rolf
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Bartholdy, Jan
1
Bec, Frédérique
1
Bechmann, Ken L.
1
Bibby, Bo Martin
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
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
9,062
Forschungsinstitut zur Zukunft der Arbeit
479
Edward Elgar Publishing
409
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
340
OECD
329
Ekonomiska forskningsinstitutet <Stockholm>
324
Center for Economic Research <Tilburg>
291
Springer Fachmedien Wiesbaden
291
European University Institute / Department of Economics
258
International Monetary Fund
222
Institut für Weltwirtschaft
214
IGI Global
212
International Monetary Fund (IMF)
177
World Bank
176
Centre for Economic Policy Research
147
Internationaler Währungsfonds / Research Department
144
Umeå universitet
132
Foerder Institute for Economic Research <Tēl-Āvîv>
130
Universitat Pompeu Fabra / Departament d'Economia i Empresa
118
Zentrum für Europäische Wirtschaftsforschung
116
University of Exeter / Department of Economics
111
Social Systems Research Institute
105
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
104
Springer-Verlag GmbH
91
Federal Reserve Bank of St. Louis
90
Australian National University / Faculty of Economics and Commerce
88
Universitetet i Oslo / Økonomisk institutt
88
Massachusetts Institute of Technology / Department of Economics
86
Johns Hopkins University / Department of Economics
85
Columbia University / Department of Economics
84
Federal Reserve System / Board of Governors
84
William Davidson Institute <Ann Arbor, Mich.>
83
European University Institute / Department of Law
81
Federal Reserve Bank of San Francisco
81
Deutsche Forschungsgemeinschaft
80
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
80
University of Warwick / Department of Economics
80
Federal Reserve System / Division of Research and Statistics
79
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
79
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
80
Source
All
ECONIS (ZBW)
80
Showing
1
-
10
of
80
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
2
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
3
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:
4
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:
5
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
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...
