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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Australian National University / Faculty of Economics and Commerce"
~subject:"ARCH model"
~subject:"Auktionstheorie"
~type_genre:"Non-commercial literature"
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Risiko
ARCH model
Auktionstheorie
Theorie
131
Theory
131
Option pricing theory
14
Optionspreistheorie
14
Estimation
12
Schätzung
12
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Game theory
9
Spieltheorie
9
Time series analysis
9
Zeitreihenanalyse
9
Estimation theory
8
Schätztheorie
8
Volatility
8
Volatilität
8
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Statistical test
7
Statistischer Test
7
ARCH-Modell
6
Auction theory
6
Risk
6
Adverse Selektion
5
Adverse selection
5
CAPM
5
Growth theory
5
Markov chain
5
Markov-Kette
5
Option trading
5
Optionsgeschäft
5
Wachstumstheorie
5
Agency theory
4
Börsenkurs
4
Cointegration
4
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Book / Working Paper
18
Type of publication (narrower categories)
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Non-commercial literature
Arbeitspapier
20
Working Paper
20
Graue Literatur
18
Language
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English
18
Author
All
Menezes, Flávio Marques
5
Monteiro, Paulo Klinger
3
Grant, Simon
2
Kajii, Atsushi
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Christiansen, Charlotte
1
Hahm, Joon-ho
1
Hooper, Vincent J.
1
Jensen, Morten Berg
1
Jones, Chris
1
Kline, Jeffrey D.
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
Lunde, Asger
1
Menezes, Flavio
1
Monteiro, Paulo K.
1
Myhre Lildholt, Peter
1
Pointon, John
1
Polak, Ben
1
Steigerwald, Douglas G.
1
Tolver Jensen, Søren
1
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Institution
All
Centre for Analytical Finance <Århus>
Australian National University / Faculty of Economics and Commerce
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
19
Ekonomiska forskningsinstitutet <Stockholm>
13
Center for Economic Research <Tilburg>
11
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
8
European University Institute / Department of Economics
7
Instituto Valenciano de Investigaciones Económicas
6
Shakai-Keizai-Kenkyūsho <Osaka>
6
Universität Dortmund / Wirtschafts- und Sozialwissenschaftliche Fakultät
6
Bonn Graduate School of Economics
5
Social Systems Research Institute
5
University of Southampton / Department of Economics
5
Chambre de commerce et d'industrie de Paris
4
Columbia University / Department of Economics
4
Federal Reserve System / Division of Research and Statistics
4
Georgetown University / Economics Department
4
Institute of Finance and Accounting <London>
4
National Bureau of Economic Research
4
Umeå universitet
4
University of Exeter / Department of Economics
4
Weltbank / Private Participation in Infrastructure Group
4
Birkbeck College / Department of Economics
3
Foerder Institute for Economic Research <Tēl-Āvîv>
3
Forschungsinstitut zur Zukunft der Arbeit
3
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
3
Johns Hopkins University / Department of Economics
3
Robert Schuman Centre for Advanced Studies
3
Aarhus Universitet / Afdeling for Nationaløkonomi
2
Banco de Portugal / Departamento de Estatística e Estudos Económicos
2
Bank für Internationalen Zahlungsausgleich
2
Brown University / Department of Economics
2
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
2
Centre for Economic Policy Research
2
Centro Studi Luca d'Agliano <Turin>
2
Econometrisch Instituut <Rotterdam>
2
European University Institute / Department of Law
2
Federal Reserve Bank of New York
2
Federal Reserve System / Board of Governors
2
Friedrich-Schiller-Universität Jena
2
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Published in...
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Working papers in economics and econometrics
10
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
8
Source
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ECONIS (ZBW)
18
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1
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
Saved in:
2
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702284
Saved in:
3
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:
4
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
5
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:
6
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:
7
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
Saved in:
8
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:
9
Synergies and price trends in sequential auctions
Menezes, Flavio
;
Monteiro, Paulo K.
-
1999
Persistent link: https://www.econbiz.de/10001356316
Saved in:
10
Consumption adjustment under changing income uncertainty
Hahm, Joon-ho
-
1998
Persistent link: https://www.econbiz.de/10000985647
Saved in:
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