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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Boston College / Department of Economics"
~institution:"Centre for Actuarial Studies"
~institution:"Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>"
~subject:"ARCH model"
~subject:"Probability theory"
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Risiko
ARCH model
Probability theory
Theorie
153
Theory
153
Option pricing theory
16
Optionspreistheorie
16
Stochastic process
11
Stochastischer Prozess
11
Yield curve
11
Zinsstruktur
11
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10
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8
Estimation theory
8
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17
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17
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5
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14
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4
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Mißler-Behr, Magdalena
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Bamberg, Günter
1
Berliant, Marcus C.
1
Border, Kim C.
1
Cai, Jun
1
Christiansen, Charlotte
1
Dickson, David C. M.
1
Dorfleitner, Gregor
1
Ghirardato, Paolo
1
Hauke, Wolfgang
1
Hoetger, Bernhard
1
Hötger, Bernhard
1
Ignatov, Zvetan G.
1
Jensen, Morten Berg
1
Kaishev, Vladimir K.
1
Konishi, Hideo
1
Koulikov, Dmitri
1
Krachunov, Rossen S.
1
Kristensen, Dennis
1
Lechner, Wolfgang
1
Lunde, Asger
1
Myhre Lildholt, Peter
1
Segal, Uzi
1
Stegenborg Larsen, Kristian
1
Sørensen, Michael
1
Tolver Jensen, Søren
1
Trost, Ralf
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Centre for Analytical Finance <Århus>
Boston College / Department of Economics
Centre for Actuarial Studies
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
National Bureau of Economic Research
224
Ekonomiska forskningsinstitutet <Stockholm>
18
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
18
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
11
Edward Elgar Publishing
9
European University Institute / Department of Economics
9
Umeå universitet
7
Chambre de commerce et d'industrie de Paris
6
University of Dundee / Department of Economic Studies
6
University of Southampton / Department of Economics
6
Australian National University / Faculty of Economics and Commerce
5
Federal Reserve System / Board of Governors
5
Shakai-Keizai-Kenkyūsho <Osaka>
5
Center for Economic Research <Tilburg>
4
Deutsche Forschungsgemeinschaft
4
Georgetown University / Economics Department
4
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
4
Springer Fachmedien Wiesbaden
4
University of Exeter / Department of Economics
4
Universität Dortmund / Wirtschafts- und Sozialwissenschaftliche Fakultät
4
Birkbeck College / Department of Economics
3
Centre for Quantitative Economics & Computing
3
Econometrisch Instituut <Rotterdam>
3
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3
Foerder Institute for Economic Research <Tēl-Āvîv>
3
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3
Institute of Finance and Accounting <London>
3
Instituto Valenciano de Investigaciones Económicas
3
Internationaler Währungsfonds
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Johns Hopkins University / Department of Economics
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Robert Schuman Centre for Advanced Studies
3
Trinity College Dublin / Department of Economics
3
Universität Basel / Institut für Statistik und Ökonometrie
3
Australian National University / Faculty of Economics
2
Bank für Internationalen Zahlungsausgleich
2
Brown University / Department of Economics
2
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
2
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
9
Arbeitspapiere zur mathematischen Wirtschaftsforschung
5
Boston College working papers in economics
2
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
2
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ECONIS (ZBW)
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1
Upper bounds for ultimate ruin probabilities in the Sparre Anderson model with interest
Cai, Jun
(
contributor
);
Dickson, David C. M.
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001684466
Saved in:
2
Explicit, finite time ruin probabilities for discrete, dependent claims
Ignatov, Zvetan G.
(
contributor
); …
-
2001
Persistent link: https://www.econbiz.de/10001642348
Saved in:
3
Objective subjective probabilities
Border, Kim C.
(
contributor
);
Ghirardato, Paolo
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003231625
Saved in:
4
Salience : agenda choices by competing candidates
Berliant, Marcus C.
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002917358
Saved in:
5
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:
6
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:
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
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:
9
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:
10
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
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