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
Measurements of overtopping fl...
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
3
Volatilität
3
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
Autocorrelation
1
Autokorrelation
1
Currency option
1
Devisenoption
1
Estimation theory
1
Exchange rate
1
Forecasting model
1
Großbritannien
1
Interest rate
1
Macroeconomics
1
Makroökonomik
1
Martingal
1
Martingale
1
Prognoseverfahren
1
Risikomanagement
1
Risk management
1
Saisonale Schwankungen
1
more ...
less ...
Type of publication
All
Book / Working Paper
12
Type of publication (narrower categories)
All
Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
Language
All
English
12
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
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)
385
National Bureau of Economic Research
200
International Monetary Fund
98
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
64
Ekonomiska forskningsinstitutet <Stockholm>
62
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
55
European University Institute / Department of Economics
34
Department of Econometrics and Business Statistics, Monash Business School
25
Institutionen för Nationalekonomi, Umeå Universitet
24
Banco de España
23
Econometrisch Instituut, Faculteit der Economische Wetenschappen
21
Department of Economics and Finance, La Trobe Business School
19
Département de Sciences Économiques, Université de Montréal
16
Econometrisch Instituut <Rotterdam>
16
Umeå universitet
16
EconWPA
15
Tilburg University, Center for Economic Research
15
Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS)
14
Centre for Quantitative Economics & Computing
13
Cowles Foundation for Research in Economics, Yale University
13
Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE)
13
Escola de Pós-Graduação em Economia <Rio de Janeiro>
12
HAL
12
Umeå Universitet / Institutionen för Nationalekonomi
12
Federal Reserve Bank of St. Louis
11
Wisconsin Madison - Social Systems
11
European University Institute / Department of Law
10
London School of Economics and Political Science
10
University of Cambridge / Department of Applied Economics
10
C.E.P.R. Discussion Papers
9
Department of Economics, Faculty of Business and Economics
9
Department of Economics, University of Warwick
9
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
9
London School of Economics (LSE)
9
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
8
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Department of Economics, European University Institute
8
Department of Economics, Oxford University
8
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
12
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
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...
