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
Processes of Normal Inverse Ga...
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
17
Stochastischer Prozess
17
Yield curve
12
Zinsstruktur
12
Time series analysis
10
Zeitreihenanalyse
10
ARCH model
8
ARCH-Modell
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Estimation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Cointegration
5
Estimation theory
5
Kointegration
5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Option trading
5
Optionsgeschäft
5
Schätztheorie
5
CAPM
4
Probability theory
4
Statistical distribution
4
Statistische Verteilung
4
USA
4
United States
4
Wahrscheinlichkeitsrechnung
4
Börsenkurs
3
Einheitswurzeltest
3
Hedging
3
more ...
less ...
Type of publication
All
Book / Working Paper
87
Type of publication (narrower categories)
All
Arbeitspapier
80
Graue Literatur
80
Non-commercial literature
80
Working Paper
80
Language
All
English
87
Author
All
Barndorff-Nielsen, Ole E.
8
Sørensen, Michael
6
Christiansen, Charlotte
5
Ørregaard Nielsen, Morten
5
Christensen, Bent Jesper
4
Lunde, Asger
4
Schmidli, Hanspeter
4
Shepard, Neil
4
Tanggaard, Carsten
4
Di Miscia, Orazio
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
Bibby, Bo Martin
2
Brunetti, Celso
2
Christensen, Claus Vorm
2
Engsted, Tom
2
Levendorskij, Sergej Z.
2
Løchte Jørgensen, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Raahauge, Peter
2
Rahbek, Anders
2
Shin Jensen, Malene
2
Stentoft, Lars
2
Sørensen, Helle
2
Bartholdy, Jan
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
7,425
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
779
Edward Elgar Publishing
405
Ekonomiska forskningsinstitutet <Stockholm>
288
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
284
Center for Economic Research <Tilburg>
282
OECD
273
Springer Fachmedien Wiesbaden
257
European University Institute / Department of Economics
253
IGI Global
213
International Monetary Fund
213
World Bank
172
Forschungsinstitut zur Zukunft der Arbeit
166
C.E.P.R. Discussion Papers
147
Institut für Weltwirtschaft
145
Internationaler Währungsfonds / Research Department
141
Centre for Economic Policy Research
135
Umeå universitet
127
Foerder Institute for Economic Research <Tēl-Āvîv>
126
EconWPA
116
Universitat Pompeu Fabra / Departament d'Economia i Empresa
109
University of Exeter / Department of Economics
107
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
104
School of Economics and Management, University of Aarhus
102
Social Systems Research Institute
102
Springer-Verlag GmbH
91
Australian National University / Faculty of Economics and Commerce
86
Econometric Society
82
Massachusetts Institute of Technology / Department of Economics
82
Deutsche Forschungsgemeinschaft
81
Society for Computational Economics - SCE
80
Universitetet i Oslo / Økonomisk institutt
79
Federal Reserve System / Board of Governors
78
Columbia University / Department of Economics
77
De Gruyter Oldenbourg
75
Robert Schuman Centre for Advanced Studies
75
European University Institute / Department of Law
74
Instituto Valenciano de Investigaciones Económicas
74
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
74
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
87
Source
All
ECONIS (ZBW)
87
Showing
1
-
10
of
87
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Simulated likelihood approximations for stochastic
volatility
models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
4
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
5
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:
6
Barrier options and touch-and-out options under regular Lévy processes of exponential type
Bojarčenko, Svetlana I.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543244
Saved in:
7
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the large claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724275
Saved in:
8
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the small claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724276
Saved in:
9
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
Saved in:
10
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
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...
