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
A general limit theory for non...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
70
Theory
70
Stochastic process
17
Stochastischer Prozess
17
Option pricing theory
16
Optionspreistheorie
16
Time series analysis
12
Volatility
12
Volatilität
12
Zeitreihenanalyse
12
Yield curve
11
Zinsstruktur
11
ARCH model
8
ARCH-Modell
8
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Estimation theory
6
Schätztheorie
6
Cointegration
5
Kointegration
5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
CAPM
4
Option trading
4
Optionsgeschäft
4
Statistical distribution
4
Statistische Verteilung
4
Einheitswurzeltest
3
Hedging
3
Heteroscedasticity
3
Heteroskedastizität
3
Kleinste-Quadrate-Methode
3
Least squares method
3
Nichtlineare Regression
3
more ...
less ...
Type of publication
All
Book / Working Paper
82
Type of publication (narrower categories)
All
Arbeitspapier
75
Graue Literatur
75
Non-commercial literature
75
Working Paper
75
Language
All
English
82
Author
All
Barndorff-Nielsen, Ole E.
8
Sørensen, Michael
6
Tanggaard, Carsten
5
Lunde, Asger
4
Shepard, Neil
4
Ørregaard Nielsen, Morten
4
Christensen, Bent Jesper
3
Di Miscia, Orazio
3
Hansen, Peter Reinhard
3
Mikkelsen, Peter
3
Myhre Lildholt, Peter
3
Nielsen, Jens Perch
3
Rahbek, Anders
3
Schmidli, Hanspeter
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Bibby, Bo Martin
2
Brunetti, Celso
2
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Koulikov, Dmitri
2
Levendorskij, Sergej Z.
2
Løchte Jørgensen, Peter
2
Nielsen, Morten Ørregaard
2
Raahauge, Peter
2
Sørensen, Helle
2
Bartholdy, Jan
1
Bec, Frédérique
1
Bechmann, Ken L.
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
7,231
Edward Elgar Publishing
405
Ekonomiska forskningsinstitutet <Stockholm>
305
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
294
Center for Economic Research <Tilburg>
282
OECD
274
Springer Fachmedien Wiesbaden
255
European University Institute / Department of Economics
253
IGI Global
213
International Monetary Fund
203
Forschungsinstitut zur Zukunft der Arbeit
165
World Bank
157
Institut für Weltwirtschaft
140
Internationaler Währungsfonds / Research Department
138
Centre for Economic Policy Research
134
Umeå universitet
132
Foerder Institute for Economic Research <Tēl-Āvîv>
126
Universitat Pompeu Fabra / Departament d'Economia i Empresa
110
University of Exeter / Department of Economics
109
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
103
Social Systems Research Institute
102
International Monetary Fund (IMF)
98
Springer-Verlag GmbH
91
Australian National University / Faculty of Economics and Commerce
85
Universitetet i Oslo / Økonomisk institutt
82
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
82
Deutsche Forschungsgemeinschaft
81
European University Institute / Department of Law
79
Massachusetts Institute of Technology / Department of Economics
79
Columbia University / Department of Economics
77
Federal Reserve System / Board of Governors
77
Robert Schuman Centre for Advanced Studies
76
University of Warwick / Department of Economics
76
De Gruyter Oldenbourg
74
Econometrisch Instituut <Rotterdam>
74
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
73
Erasmus Research Institute of Management
72
Instituto Valenciano de Investigaciones Económicas
72
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
71
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
82
Source
All
ECONIS (ZBW)
82
Showing
1
-
10
of
82
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Local empirical spectral measure of multivariate processes with long range dependence
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838828
Saved in:
3
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:
4
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
5
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
6
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:
7
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:
8
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:
9
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
10
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:
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...
