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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:"Volatilität"
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Subject
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Risiko
Maximum-Likelihood-Schätzung
Regressionsanalyse
Volatilität
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
Zeitreihenanalyse
7
ARCH model
6
ARCH-Modell
6
Statistical distribution
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
24
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Arbeitspapier
23
Working Paper
23
Graue Literatur
22
Non-commercial literature
22
Language
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English
24
Author
All
Hebbel, Hartmut
7
Krumbholz, Wolf
7
Seidel, Wilfried
7
Ševčíková, Hana
5
Barndorff-Nielsen, Ole E.
2
Hauptmann, Harry
2
Schmidli, Hanspeter
2
Strunk Hansen, Charlotte
2
Sørensen, Helle
2
Begun, Alexander
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Hansen, Peter Reinhard
1
Kristensen, Dennis
1
Lunde, Asger
1
Mosler, Karl C.
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
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
Shephard, Neil G.
1
Sørensen, Michael
1
Taulbjerg, Jes
1
Tuypens, Bjorn E.
1
Uchida, Masayuki
1
Venardos, Emmanouil
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
404
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
41
Ekonomiska forskningsinstitutet <Stockholm>
19
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
15
European University Institute / Department of Economics
14
Edward Elgar Publishing
9
Institute of Finance and Accounting <London>
9
Birkbeck College / Department of Economics
8
Center for Economic Research <Tilburg>
8
Massachusetts Institute of Technology / Department of Economics
8
University of Exeter / Department of Economics
8
University of Southampton / Department of Economics
8
Federal Reserve System / Division of Research and Statistics
7
Forschungsinstitut zur Zukunft der Arbeit
7
Internationaler Währungsfonds / Research Department
7
Rodney L. White Center for Financial Research
7
Svenska Handelshögskolan <Helsinki>
7
Australian National University / Faculty of Economics and Commerce
6
Chambre de commerce et d'industrie de Paris
6
Federal Reserve System / Board of Governors
6
Georgetown University / Economics Department
6
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
6
Springer Fachmedien Wiesbaden
6
University of Dundee / Department of Economic Studies
6
Brown University / Department of Economics
5
Instituto Valenciano de Investigaciones Económicas
5
Centre for Economic Policy Research
4
Centre for Quantitative Economics & Computing
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Christian-Albrechts-Universität zu Kiel
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Leibniz-Institut für Wirtschaftsforschung Halle
4
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
4
The Wharton Financial Institutions Center
4
Umeå Universitet / Institutionen för Nationalekonomi
4
Umeå universitet
4
University of British Columbia / Department of Economics
4
Zentrum für Europäische Wirtschaftsforschung
4
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
16
Discussion papers in statistics and quantitative economics
8
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
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:
3
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
4
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
5
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:
6
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:
7
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:
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
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