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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~subject:"Cointegration"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Monte Carlo simulation"
~subject:"Zinsstruktur"
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Risiko
Cointegration
Maximum-Likelihood-Schätzung
Monte Carlo simulation
Zinsstruktur
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Stochastic process
10
Stochastischer Prozess
10
Estimation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Volatility
7
Volatilität
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ARCH-Modell
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Time series analysis
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Estimation theory
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Markov chain
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Markov-Kette
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Maximum likelihood estimation
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Schätztheorie
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CAPM
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Option trading
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Optionsgeschäft
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Einheitswurzeltest
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Hedging
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Kleinste-Quadrate-Methode
3
Kointegration
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Least squares method
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Probability theory
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Regression analysis
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Regressionsanalyse
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Statistical distribution
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Statistische Verteilung
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Graue Literatur
23
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23
Working Paper
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English
24
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Di Miscia, Orazio
3
Mikkelsen, Peter
3
Taulbjerg, Jes
3
Nielsen, Morten Ørregaard
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Christiansen, Charlotte
1
Daniels, Kenneth N.
1
Engsted, Tom
1
Grasselli, M.R.
1
Hurd, T.R.
1
Kristensen, Dennis
1
Rahbek, Anders
1
Schmid, Wolfgang
1
Shin Jensen, Malene
1
Stentoft, Lars
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Tzotchev, Dobromir
1
Uchida, Masayuki
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Centre for Analytical Finance <Århus>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
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2
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
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3
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
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4
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
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5
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
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2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
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6
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
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7
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
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8
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
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9
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
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10
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
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