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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften"
~source:"econis"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Regressionsanalyse"
~subject:"Statistical distribution"
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Risiko
Maximum-Likelihood-Schätzung
Regressionsanalyse
Statistical distribution
Theorie
86
Theory
86
Option pricing theory
14
Optionspreistheorie
14
Maximum likelihood estimation
11
Statistical test
11
Statistischer Test
11
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Estimation theory
8
Schätztheorie
8
Schätzung
8
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Time series analysis
7
Volatility
7
Volatilität
7
Zeitreihenanalyse
7
ARCH model
6
ARCH-Modell
6
Statistische Verteilung
6
Markov chain
5
Markov-Kette
5
CAPM
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Option trading
4
Optionsgeschäft
4
Probability theory
4
Regression analysis
4
Sampling
4
Stichprobenerhebung
4
Wahrscheinlichkeitsrechnung
4
Cointegration
3
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Book / Working Paper
22
Type of publication (narrower categories)
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Arbeitspapier
20
Working Paper
20
Graue Literatur
19
Non-commercial literature
19
Language
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English
22
Author
All
Hebbel, Hartmut
8
Krumbholz, Wolf
8
Seidel, Wilfried
8
Ševčíková, Hana
5
Hauptmann, Harry
3
Barndorff-Nielsen, Ole E.
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Begun, Alexander
1
Busch, Thomas
1
Jensen, Morten Berg
1
Kristensen, Dennis
1
Kössler, Wolfgang
1
Lunde, Asger
1
Mosler, Karl C.
1
Nielsen, Morten Ørregaard
1
Rahbek, Anders
1
Sattar Muneera, Yaseen Ali
1
Schader, Martin
1
Schmid, Friedrich
1
Sever, Krunoslav
1
Shepard, Neil
1
Stelzer, Robert
1
Strunk Hansen, Charlotte
1
Sørensen, Michael
1
Taulbjerg, Jes
1
Tuypens, Bjorn E.
1
Uchida, Masayuki
1
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Institution
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Centre for Analytical Finance <Århus>
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
National Bureau of Economic Research
257
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
34
Center for Economic Research <Tilburg>
13
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
12
Ekonomiska forskningsinstitutet <Stockholm>
11
European University Institute / Department of Economics
11
Edward Elgar Publishing
9
University of Southampton / Department of Economics
9
Massachusetts Institute of Technology / Department of Economics
7
University of Exeter / Department of Economics
7
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
Forschungsinstitut zur Zukunft der Arbeit
5
Georgetown University / Economics Department
5
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
5
Federal Reserve System / Division of Research and Statistics
4
Institute of Finance and Accounting <London>
4
Leibniz-Institut für Wirtschaftsforschung Halle
4
London School of Economics and Political Science
4
Robert Schuman Centre for Advanced Studies
4
Trinity College Dublin / Department of Economics
4
Umeå universitet
4
University of New England / Department of Econometrics
4
Zentrum für Europäische Wirtschaftsforschung
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Birkbeck College / Department of Economics
3
Boston College / Department of Economics
3
Brown University / Department of Economics
3
Centre for Quantitative Economics & Computing
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
Federal Reserve Bank of Cleveland
3
Foerder Institute for Economic Research <Tēl-Āvîv>
3
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
3
Internationaler Währungsfonds
3
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
3
OECD
3
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
13
Discussion papers in statistics and quantitative economics
9
Source
All
ECONIS (ZBW)
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1
Zero order bounds for gradient derivatives in mixture models
Sever, Krunoslav
-
2006
Persistent link: https://www.econbiz.de/10003390476
Saved in:
2
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Saved in:
3
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
Saved in:
4
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
5
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
6
A detailed investigation of likelihood maxima in two-component exponential mixture models and their implication on LR tests
Seidel, Wilfried
;
Ševčíková, Hana
-
2003
Persistent link: https://www.econbiz.de/10001751905
Saved in:
7
An analysis of tests against nonparametric alternatives in exponential mixture models
Seidel, Wilfried
;
Ševčíková, Hana
-
2003
Persistent link: https://www.econbiz.de/10001760480
Saved in:
8
On resampling approaches for identifying statistically meaningful maxima of likelihood functions in mixture models
Seidel, Wilfried
-
2003
Persistent link: https://www.econbiz.de/10001733070
Saved in:
9
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
10
Tools for analyzing and maximizing likelihood functions in mixture models
Seidel, Wilfried
;
Ševčíková, Hana
-
2002
Persistent link: https://www.econbiz.de/10001709414
Saved in:
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