//--> //--> //--> //-->
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
Religious anomalies in Islamic...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
10
ARCH-Modell
10
Theorie
8
Theory
8
Volatility
6
Volatilität
6
Time series analysis
5
Zeitreihenanalyse
5
Börsenkurs
3
Share price
3
Ankündigungseffekt
2
Announcement effect
2
Estimation
2
Heteroscedasticity
2
Heteroskedastizität
2
Option trading
2
Optionsgeschäft
2
Schätzung
2
1999-2000
1
1999-2001
1
Aktienmarkt
1
Bond market
1
Bubbles
1
Capital income
1
Convertible bond
1
Denmark
1
Dividend
1
Dividende
1
Dänemark
1
Earnings announcement
1
Gewinnprognose
1
Interest rate
1
Kapitaleinkommen
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Option pricing theory
1
Optionspreistheorie
1
Preistheorie
1
Price theory
1
Rentenmarkt
1
more ...
less ...
Type of publication
All
Book / Working Paper
14
Type of publication (narrower categories)
All
Arbeitspapier
14
Graue Literatur
14
Non-commercial literature
14
Working Paper
14
Language
All
English
14
Author
All
Christiansen, Charlotte
2
Koulikov, Dmitri
2
Lunde, Asger
2
Rahbek, Anders
2
Bechmann, Ken L.
1
Busch, Thomas
1
Engsted, Tom
1
Hansen, Peter Reinhard
1
Jensen, Morten Berg
1
Kristensen, Dennis
1
Myhre Lildholt, Peter
1
Sponholtz, Carina
1
Stentoft, Lars
1
Tanggaard, Carsten
1
Tolver Jensen, Søren
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
959
International Monetary Fund (IMF)
546
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
248
International Monetary Fund
219
Statistical, Economic and Social Research and Training Centre for Islamic Countries
72
Institute for the Study of Labor (IZA)
71
Organisation of Islamic Cooperation / Standing Committee for Economic and Commercial Cooperation
71
C.E.P.R. Discussion Papers
43
Federal Reserve Board (Board of Governors of the Federal Reserve System)
40
Europäische Kommission / Generaldirektion Justiz und Verbraucher
39
Federal Reserve Bank of New York
38
Rodney L. White Center for Financial Research, Wharton School of Business
37
Federal Reserve Bank of St. Louis
36
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
36
European Network of Legal Experts in Gender Equality and Non-Discrimination, Utrecht
35
European Monitoring Centre on Racism and Xenophobia
33
Ekonomiska forskningsinstitutet <Stockholm>
32
Edward Elgar Publishing
30
eSocialSciences
30
OECD
29
Internationaler Währungsfonds
27
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
26
EconWPA
26
HAL
24
CESifo
22
Robert Schuman Centre for Advanced Studies
21
Federal Reserve Bank of Chicago
20
Université Paris-Dauphine (Paris IX)
19
New York Stock Exchange
18
al- Maʿhad al-Islāmī li-ʾl-Buḥūṯ wa-ʾt-Tadrīb <Dschidda>
18
Rodney L. White Center for Financial Research
17
Chambre de commerce et d'industrie de Paris
15
Federal Reserve Bank of San Francisco
15
Institute of Southeast Asian Studies
15
Islamic Development Bank
15
Migration Policy Group
15
School of Finance and Business Economics <Perth, Western Australia>
15
Springer Fachmedien Wiesbaden
15
World Bank
15
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
14
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A robust LR test for the GARCH model
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069045
Saved in:
2
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:
3
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702284
Saved in:
4
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
Saved in:
5
A comparison of volatility models : does anything beat a GARCH(1,1)?
Hansen, Peter Reinhard
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563856
Saved in:
6
Volatility-spillover effects in European bond markets
Christiansen, Charlotte
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838842
Saved in:
7
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:
8
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:
9
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
Saved in:
10
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->