//--> //--> //--> //-->
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>"
~type_genre:"Non-commercial literature"
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
Search: subject:"Theory"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Theorie
66
Theory
66
Option pricing theory
21
Optionspreistheorie
21
Yield curve
13
Zinsstruktur
13
Estimation theory
10
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Schätztheorie
10
Volatility
10
Volatilität
10
Stochastic process
8
Stochastischer Prozess
8
Estimation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
ARCH model
6
ARCH-Modell
6
CAPM
6
Markov chain
6
Markov-Kette
6
Option trading
6
Optionsgeschäft
6
Time series analysis
6
Zeitreihenanalyse
6
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Kleinste-Quadrate-Methode
4
Least squares method
4
Probability theory
4
Wahrscheinlichkeitsrechnung
4
Börsenkurs
3
Cointegration
3
Core
3
Einheitswurzeltest
3
Hedging
3
Kointegration
3
Regression analysis
3
more ...
less ...
Type of publication
All
Book / Working Paper
83
Type of publication (narrower categories)
All
Non-commercial literature
Arbeitspapier
83
Graue Literatur
83
Working Paper
83
Language
All
English
83
Author
All
Barndorff-Nielsen, Ole E.
8
Shephard, Neil G.
5
Sørensen, Michael
5
Christensen, Bent Jesper
4
Lunde, Asger
4
Løchte Jørgensen, Peter
4
Søndergaard Rasmussen, Nicki
4
Tanggaard, Carsten
4
Christiansen, Charlotte
3
Di Miscia, Orazio
3
Hansen, Peter Reinhard
3
Mikkelsen, Peter
3
Schmidli, Hanspeter
3
Shepard, Neil
3
Stentoft, Lars
3
Strunk Hansen, Charlotte
3
Taulbjerg, Jes
3
Bechmann, Ken L.
2
Christensen, Claus Vorm
2
Engsted, Tom
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Raaballe, Johannes
2
Rahbek, Anders
2
Shin Jensen, Malene
2
Sørensen, Helle
2
Ørregaard Nielsen, Morten
2
Bartholdy, Jan
1
Bladt, Mogens
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Grosen, Anders
1
Grundy, Bruce D.
1
Hansen, Niels Richard
1
Hurd, T.R.
1
Jakubenas, Paulius
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
903
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
491
Center for Economic Research <Tilburg>
329
Ekonomiska forskningsinstitutet <Stockholm>
272
Forschungsinstitut zur Zukunft der Arbeit
254
European University Institute / Department of Economics
236
OECD
200
Institut für Weltwirtschaft
160
Bundesstelle für Außenhandelsinformation <Köln>
154
Foerder Institute for Economic Research <Tēl-Āvîv>
126
Umeå universitet
120
Universitat Pompeu Fabra / Departament d'Economia i Empresa
118
Social Systems Research Institute
113
Robert Schuman Centre for Advanced Studies
111
European University Institute / Department of Law
108
William Davidson Institute <Ann Arbor, Mich.>
107
Universitetet i Oslo / Økonomisk institutt
105
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
105
Österreichisches Institut für Wirtschaftsforschung
95
Massachusetts Institute of Technology / Department of Economics
93
Centre for Economic Policy Research
92
Internationaler Währungsfonds / Research Department
91
Columbia University / Department of Economics
88
University of Exeter / Department of Economics
86
Polen / Główny Urząd Statystyczny
84
Internationaler Währungsfonds
79
Escola de Pós-Graduação em Economia <Rio de Janeiro>
78
Instituto Valenciano de Investigaciones Económicas
78
Københavns Universitet / Økonomisk Institut
78
University of Warwick / Department of Economics
78
Bundesagentur für Außenwirtschaft
77
Johns Hopkins University / Department of Economics
76
University of Cambridge / Department of Applied Economics
76
Friedrich-Schiller-Universität Jena
75
Weltbank
73
Melbourne Business School
72
Federal Reserve Bank of San Francisco
69
Federal Reserve Bank of Cleveland
68
Federal Reserve Bank of St. Louis
67
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
83
Source
All
ECONIS (ZBW)
83
Showing
1
-
10
of
83
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
Management and employee compensation policy, and matched data on private firms : a no arbitrage asset pricing approach to on-the-job search and the wage distribution
Christensen, Bent Jesper
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622243
Saved in:
3
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
4
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:
5
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:
6
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
Saved in:
7
Cross-currency LIBOR market models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563858
Saved in:
8
Estimating the consumption-capital asset pricing model without consumption data : evidence from Denmark
Reng Rasmussen, Anne-Sofie
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106426
Saved in:
9
Exotic options : proofs without formulas
Poulsen, R.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922259
Saved in:
10
On optimal investment and subexponential claims
Schmidli, Hanspeter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001979814
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...
//-->