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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Centro Studi Luca d'Agliano <Turin>"
~institution:"Umeå universitet"
~subject:"ARCH model"
~subject:"Collective bargaining theory"
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Risiko
ARCH model
Collective bargaining theory
Theorie
234
Theory
234
Schweden
28
Sweden
28
Estimation theory
27
Schätztheorie
27
Estimation
21
Schätzung
21
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17
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17
Option pricing theory
14
Optionspreistheorie
14
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11
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11
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11
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11
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10
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10
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18
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18
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Aronsson, Thomas
5
Wikström, Magnus
4
Löfgren, Karl-Gustaf
3
Faini, Riccardo
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Østbye, Stein
2
Backlund, Kenneth
1
Brännlund, Runar
1
Christiansen, Charlotte
1
Daveri, Francesco
1
Jensen, Morten Berg
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
Lunde, Asger
1
Myhre Lildholt, Peter
1
Sjögren, Tomas
1
Tolver Jensen, Søren
1
Østby, Stein
1
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Centre for Analytical Finance <Århus>
Centro Studi Luca d'Agliano <Turin>
Umeå universitet
National Bureau of Economic Research
213
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
18
Ekonomiska forskningsinstitutet <Stockholm>
17
Forschungsinstitut zur Zukunft der Arbeit
14
Edward Elgar Publishing
9
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
9
European University Institute / Department of Economics
8
Australian National University / Faculty of Economics and Commerce
6
Chambre de commerce et d'industrie de Paris
6
University of Dundee / Department of Economic Studies
6
Federal Reserve System / Board of Governors
5
Shakai-Keizai-Kenkyūsho <Osaka>
5
University of Southampton / Department of Economics
5
Universität Dortmund / Wirtschafts- und Sozialwissenschaftliche Fakultät
5
Center for Economic Research <Tilburg>
4
Georgetown University / Economics Department
4
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
4
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
4
University of Exeter / Department of Economics
4
Birkbeck College / Department of Economics
3
Centre for Quantitative Economics & Computing
3
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3
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3
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Instituto Valenciano de Investigaciones Económicas
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Internationaler Währungsfonds
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Robert Schuman Centre for Advanced Studies
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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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Umeå economic studies
12
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
8
Development studies working papers / Centro Studi Luca d'Agliano
2
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All
ECONIS (ZBW)
22
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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
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:
3
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:
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
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
6
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:
7
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:
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
Green taxes and uncertain timing of technological change
Aronsson, Thomas
-
1998
Persistent link: https://www.econbiz.de/10000989862
Saved in:
10
Union wage setting in a dynamic economy
Sjögren, Tomas
-
1998
Persistent link: https://www.econbiz.de/10000996067
Saved in:
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