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institution:"Centre for Analytical Finance <Århus>"
type_genre:"Working Paper"
~subject:"Einheitswurzeltest"
~subject:"Markov chain"
~subject:"Optionspreistheorie"
~subject:"Statistical inference"
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Einheitswurzeltest
Markov chain
Optionspreistheorie
Statistical inference
Estimation theory
10
Schätztheorie
10
Theorie
5
Theory
5
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Core
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Option pricing theory
2
Bayes-Statistik
1
Bayesian inference
1
Bias
1
CAPM
1
Currency option
1
Devisenoption
1
Financial economics
1
Induktive Statistik
1
Kapitalmarkttheorie
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Market microstructure
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Markov-Kette
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Marktmikrostruktur
1
Noise Trading
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Noise trading
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Optionsanleihe
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Probability theory
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Statistical test
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Statistischer Test
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Systematischer Fehler
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Target zone
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Unit root test
1
Wahrscheinlichkeitsrechnung
1
Warrant bond
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Yield curve
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Book / Working Paper
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Working Paper
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
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English
5
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Sørensen, Michael
2
Barndorff-Nielsen, Ole E.
1
Bladt, Mogens
1
Shephard, Neil G.
1
Stegenborg Larsen, Kristian
1
Sørensen, Helle
1
Ørregaard Nielsen, Morten
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Centre for Analytical Finance <Århus>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
National Bureau of Economic Research
3
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
2
University of Exeter / Department of Economics
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Birkbeck College / Department of Economics
1
Centre for International Economic Studies
1
European University Institute / Department of Economics
1
Federal Reserve Bank of Cleveland
1
Københavns Universitet / Økonomisk Institut
1
Massachusetts Institute of Technology / Department of Economics
1
Nuffield College
1
Oxford Financial Research Centre
1
University of Cambridge / Department of Applied Economics
1
University of Essex / Department of Economics
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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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Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838599
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2
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:
3
Statistical inference for discretely observed Markov jump processes
Bladt, Mogens
(
contributor
);
Sørensen, Michael
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793919
Saved in:
4
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:
5
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
Saved in:
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