//--> //--> //--> //-->
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
Stochastic dynamic utilities a...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
17
Stochastischer Prozess
17
Theorie
10
Theory
10
Volatility
6
Volatilität
6
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Option pricing theory
3
Optionspreistheorie
3
Forecast
2
Prognose
2
Statistical distribution
2
Statistische Verteilung
2
Time series analysis
2
Zeitreihenanalyse
2
1871-2000
1
Analysis
1
Autocorrelation
1
Autokorrelation
1
Black-Scholes model
1
Black-Scholes-Modell
1
CAPM
1
Cointegration
1
Elementarschadenversicherung
1
Estimation
1
Financial management theory
1
Finanzierungstheorie
1
Incomplete market
1
Kointegration
1
Martingal
1
Martingale
1
Mathematical analysis
1
Natural disaster insurance
1
Nutzen
1
Sampling
1
Schätzung
1
Securities trading
1
State space model
1
Statistical test
1
more ...
less ...
Type of publication
All
Book / Working Paper
18
Type of publication (narrower categories)
All
Arbeitspapier
13
Graue Literatur
13
Non-commercial literature
13
Working Paper
13
Language
All
English
18
Author
All
Barndorff-Nielsen, Ole E.
6
Shephard, Neil G.
3
Sørensen, Michael
3
Bibby, Bo Martin
2
Levendorskij, Sergej Z.
2
Shepard, Neil
2
Ørregaard Nielsen, Morten
2
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Christensen, Bent Jesper
1
Di Miscia, Orazio
1
Nicolato, Elisa
1
Raahauge, Peter
1
Schmidli, Hanspeter
1
Skovgaard, Ib Michael
1
Stelzer, Robert
1
Sørensen, Helle
1
Uchida, Masayuki
1
Venardos, Emmanouil
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
419
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
83
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
70
International Monetary Fund (IMF)
54
Springer Fachmedien Wiesbaden
36
International Monetary Fund
29
HAL
28
OECD
21
EconWPA
20
Edward Elgar Publishing
20
Foerder Institute for Economic Research <Tēl-Āvîv>
17
IGI Global
16
Economic Consultancy, Vocat International
14
Friedrich-Schiller-Universität Jena
13
Max-Planck-Institut für Ökonomik <Jena> / Abteilung Strategische Interaktion
13
Social Systems Research Institute
13
Ekonomiska forskningsinstitutet <Stockholm>
12
Institut für Angewandte Betriebswirtschaftslehre, Unternehmensführung <Karlsruhe>
12
Institute for the Study of Labor (IZA)
12
Erasmus Research Institute of Management
11
Universitat Pompeu Fabra / Departament d'Economia i Empresa
11
Université Paris-Dauphine (Paris IX)
11
Australian National University / Faculty of Economics and Commerce
10
Universitetet i Oslo / Økonomisk institutt
10
Københavns Universitet / Økonomisk Institut
9
Econometrisch Instituut <Rotterdam>
8
European University Institute / Department of Economics
8
Henley Business School, University of Reading
8
Center for Economic Research <Tilburg>
7
Cowles Foundation for Research in Economics, Yale University
7
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
7
Instituto Valenciano de Investigaciones Económicas
7
Johns Hopkins University / Department of Economics
7
Nationalekonomiska Institutionen <Göteborg>
7
SOEP-IS Group
7
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
7
Verlag Dr. Kovač
7
Chambre de commerce et d'industrie de Paris
6
Christian-Albrechts-Universität zu Kiel
6
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
18
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Latent
utility
shocks in a structural empirical asset pricing model
Christensen, Bent Jesper
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507048
Saved in:
2
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
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
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Saved in:
5
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
6
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
7
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
8
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:
9
Realised power variation and stochastic models
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607775
Saved in:
10
Power and bipower variation with stocjastic volatility and jumps
Brandorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763251
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->