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
Regime switching dynamic corre...
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
10
ARCH-Modell
10
Estimation
10
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Schätzung
10
Time series analysis
9
Zeitreihenanalyse
9
Estimation theory
7
Schätztheorie
7
Statistical test
7
Statistischer Test
7
USA
7
United States
7
Markov chain
6
Markov-Kette
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
CAPM
5
Option trading
5
Optionsgeschäft
5
Cointegration
4
Kointegration
4
Statistical distribution
4
Statistische Verteilung
4
Analysis of variance
3
Bond market
3
Bubbles
3
Börsenkurs
3
Capital income
3
more ...
less ...
Type of publication
All
Book / Working Paper
89
Type of publication (narrower categories)
All
Arbeitspapier
81
Graue Literatur
81
Non-commercial literature
81
Working Paper
81
Language
All
English
89
Author
All
Barndorff-Nielsen, Ole E.
8
Christensen, Bent Jesper
6
Sørensen, Michael
6
Tanggaard, Carsten
6
Christiansen, Charlotte
5
Engsted, Tom
4
Lunde, Asger
4
Shepard, Neil
4
Di Miscia, Orazio
3
Hansen, Peter Reinhard
3
Mikkelsen, Peter
3
Myhre Lildholt, Peter
3
Raahauge, Peter
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Ørregaard Nielsen, Morten
3
Brunetti, Celso
2
Busch, Thomas
2
Christensen, Claus Vorm
2
Koulikov, Dmitri
2
Levendorskij, Sergej Z.
2
Løchte Jørgensen, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Poulsen, Rolf
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
Bladt, Mogens
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
9,779
Forschungsinstitut zur Zukunft der Arbeit
479
International Monetary Fund (IMF)
472
Edward Elgar Publishing
409
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
379
OECD
351
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
345
Ekonomiska forskningsinstitutet <Stockholm>
324
Springer Fachmedien Wiesbaden
311
Center for Economic Research <Tilburg>
295
International Monetary Fund
274
European University Institute / Department of Economics
259
IGI Global
215
Institut für Weltwirtschaft
215
World Bank
204
Centre for Economic Policy Research
151
Internationaler Währungsfonds / Research Department
147
Foerder Institute for Economic Research <Tēl-Āvîv>
131
Umeå universitet
128
Universitat Pompeu Fabra / Departament d'Economia i Empresa
121
Zentrum für Europäische Wirtschaftsforschung
118
University of Exeter / Department of Economics
109
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
106
Social Systems Research Institute
105
Federal Reserve Bank of St. Louis
104
HAL
99
Springer-Verlag GmbH
92
Institut für Schweizerisches Bankwesen <Zürich>
90
Massachusetts Institute of Technology / Department of Economics
89
Australian National University / Faculty of Economics and Commerce
88
Federal Reserve System / Board of Governors
88
C.E.P.R. Discussion Papers
86
Johns Hopkins University / Department of Economics
86
Universitetet i Oslo / Økonomisk institutt
86
William Davidson Institute <Ann Arbor, Mich.>
86
Federal Reserve Bank of San Francisco
85
Columbia University / Department of Economics
84
EconWPA
84
Federal Reserve System / Division of Research and Statistics
82
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
89
Source
All
ECONIS (ZBW)
89
Showing
1
-
10
of
89
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
4
Return-based and range-based (co)viariance
estimation
: with an application to foreign exchange markets
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
Saved in:
5
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
6
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
7
Volatility
-spillover effects in European bond markets
Christiansen, Charlotte
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838842
Saved in:
8
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:
9
Econometric analysis of realised covariation : high frequency covariance, regression and
correlation
in financial economics
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686826
Saved in:
10
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:
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...
