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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:"Statistischer Test"
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Risiko
ARCH model
Statistischer Test
Theorie
234
Theory
234
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28
Sweden
28
Estimation theory
27
Schätztheorie
27
Estimation
21
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21
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14
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14
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Aronsson, Thomas
3
Lunde, Asger
3
Löfgren, Karl-Gustaf
3
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2
Hansen, Peter Reinhard
2
Rahbek, Anders
2
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2
Taulbjerg, Jes
2
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1
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1
Christiansen, Charlotte
1
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1
Jakubenas, Paulius
1
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1
Koulikov, Dmitri
1
Kristensen, Dennis
1
Myhre Lildholt, Peter
1
Shephard, Neil G.
1
Tolver Jensen, Søren
1
Ørregaard Nielsen, Morten
1
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Centre for Analytical Finance <Århus>
Centro Studi Luca d'Agliano <Turin>
Umeå universitet
National Bureau of Economic Research
225
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
35
Ekonomiska forskningsinstitutet <Stockholm>
17
OECD
15
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10
European University Institute / Department of Economics
10
Edward Elgar Publishing
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7
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Chambre de commerce et d'industrie de Paris
6
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6
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6
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5
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
5
Federal Reserve System / Board of Governors
5
Shakai-Keizai-Kenkyūsho <Osaka>
5
University of Exeter / Department of Economics
5
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4
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4
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4
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
15
Umeå economic studies
4
Development studies working papers / Centro Studi Luca d'Agliano
2
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ECONIS (ZBW)
21
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1
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
2
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
Saved in:
3
Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of volatility models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
Saved in:
4
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
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
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
7
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
Saved in:
8
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:
9
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:
10
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
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