//--> //--> //--> //-->
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
Mutual fund managers' timing a...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
70
Theory
70
Volatility
19
Volatilität
19
Option pricing theory
18
Optionspreistheorie
18
Stochastic process
13
Stochastischer Prozess
13
Yield curve
12
Zinsstruktur
12
ARCH model
8
ARCH-Modell
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Statistical test
8
Statistischer Test
8
Time series analysis
8
Zeitreihenanalyse
8
Estimation
7
Schätzung
7
Estimation theory
5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Option trading
5
Optionsgeschäft
5
Schätztheorie
5
USA
5
United States
5
CAPM
4
Cointegration
4
Kointegration
4
Statistical distribution
4
Statistische Verteilung
4
Bond market
3
Börsenkurs
3
Capital income
3
Einheitswurzeltest
3
Hedging
3
more ...
less ...
Type of publication
All
Book / Working Paper
84
Type of publication (narrower categories)
All
Arbeitspapier
77
Graue Literatur
77
Non-commercial literature
77
Working Paper
77
Language
All
English
84
Author
All
Barndorff-Nielsen, Ole E.
8
Christiansen, Charlotte
6
Sørensen, Michael
5
Tanggaard, Carsten
5
Christensen, Bent Jesper
4
Lunde, Asger
4
Shepard, Neil
4
Di Miscia, Orazio
3
Engsted, Tom
3
Hansen, Peter Reinhard
3
Mikkelsen, Peter
3
Myhre Lildholt, Peter
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
Levendorskij, Sergej Z.
2
Løchte Jørgensen, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Raahauge, Peter
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Shin Jensen, Malene
2
Stentoft, Lars
2
Sørensen, Helle
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bibby, Bo Martin
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Grosen, Anders
1
Hansen, Niels Richard
1
Hurd, T.R.
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
8,318
Edward Elgar Publishing
410
OECD
320
Ekonomiska forskningsinstitutet <Stockholm>
293
Springer Fachmedien Wiesbaden
289
Center for Economic Research <Tilburg>
287
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
281
European University Institute / Department of Economics
252
International Monetary Fund
239
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
220
IGI Global
217
World Bank
191
Forschungsinstitut zur Zukunft der Arbeit
166
Institut für Weltwirtschaft
150
Internationaler Währungsfonds / Research Department
142
Centre for Economic Policy Research
139
Umeå universitet
127
Foerder Institute for Economic Research <Tēl-Āvîv>
126
Universitat Pompeu Fabra / Departament d'Economia i Empresa
110
University of Exeter / Department of Economics
107
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
104
Social Systems Research Institute
102
Springer-Verlag GmbH
94
Australian National University / Faculty of Economics and Commerce
86
Massachusetts Institute of Technology / Department of Economics
86
Federal Reserve System / Board of Governors
84
Federal Reserve Bank of St. Louis
80
Deutsche Forschungsgemeinschaft
79
Universitetet i Oslo / Økonomisk institutt
79
C.E.P.R. Discussion Papers
77
De Gruyter Oldenbourg
77
Erasmus Research Institute of Management
77
Institut für Schweizerisches Bankwesen <Zürich>
77
Robert Schuman Centre for Advanced Studies
77
Columbia University / Department of Economics
76
Federal Reserve System / Division of Research and Statistics
76
Instituto Valenciano de Investigaciones Económicas
76
European University Institute / Department of Law
75
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
75
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
84
Source
All
ECONIS (ZBW)
84
Showing
1
-
10
of
84
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
2
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:
3
Impact of jumps on returns and realised variances : econometric analysis of
time
-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
4
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:
5
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
6
Option pricing in stochastic
volatility
models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
Saved in:
7
Simulated likelihood approximations for stochastic
volatility
models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
8
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:
9
New evidence on the implied-realized
volatility
relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
10
The educational asset market : a finance perspective on human capital investment
Christiansen, Charlotte
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690061
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->