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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Center for Economic Research <Tilburg>"
~institution:"Federal Reserve Bank of New York"
~institution:"Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>"
~language:"eng"
~subject:"ARCH-Modell"
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Risiko
ARCH-Modell
Theorie
385
Theory
385
Game theory
56
Spieltheorie
56
Cooperative game
39
Kooperatives Spiel
39
Estimation theory
21
Schätztheorie
21
Option pricing theory
18
Optionspreistheorie
18
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17
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14
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14
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13
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English
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3
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Rahbek, Anders
2
Schmidli, Hanspeter
2
Brekelmans, Ruud
1
Christiansen, Charlotte
1
Damme, Eric E. C. van
1
De Waegenaere, Anja
1
Goorbergh, Rob Willem Jean van den
1
Güth, Werner
1
Jensen, Morten Berg
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
Lettau, Martin
1
Lunde, Asger
1
Meddahi, Nour
1
Myhre Lildholt, Peter
1
Renault, Eric
1
Rich, Robert W.
1
Ritzenberger, Klaus
1
Roon, F. A. de
1
Tolver Jensen, Søren
1
Tracy, Joseph S.
1
Werker, B. J. M.
1
Werker, Bas J. M.
1
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Centre for Analytical Finance <Århus>
Center for Economic Research <Tilburg>
Federal Reserve Bank of New York
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
National Bureau of Economic Research
214
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
18
Ekonomiska forskningsinstitutet <Stockholm>
16
Edward Elgar Publishing
9
European University Institute / Department of Economics
8
Chambre de commerce et d'industrie de Paris
6
University of Dundee / Department of Economic Studies
6
Australian National University / Faculty of Economics and Commerce
5
Federal Reserve System / Board of Governors
5
Shakai-Keizai-Kenkyūsho <Osaka>
5
University of Southampton / Department of Economics
5
Georgetown University / Economics Department
4
Umeå universitet
4
University of Exeter / Department of Economics
4
Birkbeck College / Department of Economics
3
Centre for Quantitative Economics & Computing
3
Econometrisch Instituut <Rotterdam>
3
Federal Reserve System / Division of Research and Statistics
3
Foerder Institute for Economic Research <Tēl-Āvîv>
3
Institute of Finance and Accounting <London>
3
Internationaler Währungsfonds
3
Robert Schuman Centre for Advanced Studies
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Trinity College Dublin / Department of Economics
3
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3
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2
Bank für Internationalen Zahlungsausgleich
2
Brown University / Department of Economics
2
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
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2
Centro Studi Luca d'Agliano <Turin>
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Conference on Risk and the Rate of Return <1973, Vail, Colo.>
2
European University Institute / Department of Law
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Forschungsinstitut zur Zukunft der Arbeit
2
Friedrich-Schiller-Universität Jena
2
Goethe-Universität Frankfurt am Main
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IGI Global
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
8
Discussion paper / Center for Economic Research, Tilburg University
4
Staff reports / Federal Reserve Bank of New York
2
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ECONIS (ZBW)
14
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1
Economic hedging portfolios
Goorbergh, Rob Willem Jean van den
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001869610
Saved in:
2
Modeling uncertainty : predictive accuracy as a proxy for predictive confidence
Rich, Robert W.
(
contributor
);
Tracy, Joseph S.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001751995
Saved in:
3
Garch and irregularly spaced data
Meddahi, Nour
(
contributor
);
Renault, Eric
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001774184
Saved in:
4
On the Nash bargaining solution with noise
Güth, Werner
(
contributor
);
Ritzenberger, Klaus
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001701512
Saved in:
5
Idiosyncratic risk and volatility bounds, or can models with idiosyncratic risk solve the equity premium puzzle?
Lettau, Martin
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001590071
Saved in:
6
Approximating the finite-time ruin probability under interest force
Brekelmans, Ruud
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001533268
Saved in:
7
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:
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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