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
The gains from dimensionality
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
8
Theory
8
ARCH model
5
ARCH-Modell
5
Forecasting model
3
Prognoseverfahren
3
USA
3
United States
3
Volatility
3
Volatilität
3
Estimation
2
Estimation theory
2
Forecast
2
Heteroscedasticity
2
Heteroskedastizität
2
Option pricing theory
2
Optionspreistheorie
2
Pfund Sterling
2
Pound Sterling
2
Prognose
2
Regression analysis
2
Regressionsanalyse
2
Schätztheorie
2
Schätzung
2
Stochastic process
2
Stochastischer Prozess
2
US dollar
2
US-Dollar
2
1999-2000
1
Autocorrelation
1
Autokorrelation
1
Bayes-Statistik
1
Bayesian inference
1
Capital income
1
Currency option
1
Devisenoption
1
Exchange rate
1
Großbritannien
1
more ...
less ...
Type of publication
All
Book / Working Paper
15
Type of publication (narrower categories)
All
Arbeitspapier
14
Graue Literatur
14
Non-commercial literature
14
Working Paper
14
Language
All
English
15
Author
All
Koulikov, Dmitri
2
Myhre Lildholt, Peter
2
Strunk Hansen, Charlotte
2
Tuypens, Bjorn E.
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, Helle
1
Sørensen, Michael
1
Tanggaard, Carsten
1
Tolver Jensen, Søren
1
Ørregaard Nielsen, Morten
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
526
International Monetary Fund (IMF)
80
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
74
Ekonomiska forskningsinstitutet <Stockholm>
69
European University Institute / Department of Economics
39
Federal Reserve Bank of St. Louis
36
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
30
OECD
27
Econometrisch Instituut <Rotterdam>
25
European University Institute / Department of Law
22
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
19
Centre for Quantitative Economics & Computing
18
EconWPA
17
University of Cambridge / Department of Applied Economics
17
Escola de Pós-Graduação em Economia <Rio de Janeiro>
16
Springer Fachmedien Wiesbaden
16
Umeå universitet
16
University of Strathclyde / Department of Economics
16
Gottfried Wilhelm Leibniz Universität Hannover
15
Sveriges Riksbank
14
Umeå Universitet / Institutionen för Nationalekonomi
13
European Central Bank
12
Europäische Kommission / Statistisches Amt
12
London School of Economics and Political Science
12
University of British Columbia / Finance Division
12
Christian-Albrechts-Universität zu Kiel
11
Institut für Weltwirtschaft
11
Rutgers University / Department of Economics
11
University of Canterbury / Dept. of Economics and Finance
11
University of Warwick / Department of Economics
11
Departamento de Estadistica, Universidad Carlos III de Madrid
10
Erasmus Research Institute of Management
10
Innocenzo Gasparini Institute for Economic Research <Mailand>
10
Institut für Höhere Studien
10
Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
10
Konjunkturforschungsstelle <Zürich>
10
Österreichisches Institut für Wirtschaftsforschung
10
Birkbeck College / Department of Economics
9
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
9
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
15
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
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
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
