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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:"Option pricing theory"
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Risiko
ARCH model
Option pricing theory
Theorie
234
Theory
234
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28
Sweden
28
Estimation theory
27
Schätztheorie
27
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Aronsson, Thomas
3
Löfgren, Karl-Gustaf
3
Faini, Riccardo
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Strunk Hansen, Charlotte
2
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1
Busch, Thomas
1
Christensen, Bent Jesper
1
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1
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1
Daveri, Francesco
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1
Hurd, T.R.
1
Jakubenas, Paulius
1
Jensen, Morten Berg
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
Lunde, Asger
1
Mikkelsen, Peter
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Myhre Lildholt, Peter
1
Nicolato, Elisa
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Peskir, Goran
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Poulsen, R.
1
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1
Raahauge, Peter
1
Stegenborg Larsen, Kristian
1
Stentoft, Lars
1
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1
Sørensen, Michael
1
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1
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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
24
Ekonomiska forskningsinstitutet <Stockholm>
22
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
11
Svenska Handelshögskolan <Helsinki>
10
Chambre de commerce et d'industrie de Paris
9
Edward Elgar Publishing
9
Center for Economic Research <Tilburg>
8
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8
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6
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Springer Fachmedien Wiesbaden
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Trinity College Dublin / Department of Economics
3
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
22
Umeå economic studies
4
Development studies working papers / Centro Studi Luca d'Agliano
2
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ECONIS (ZBW)
28
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1
Exotic options : proofs without formulas
Poulsen, R.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922259
Saved in:
2
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
3
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
4
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:
5
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:
6
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:
7
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:
8
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
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
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