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institution:"Nationalekonomiska Institutionen <Lund>"
subject:"Monte Carlo simulation"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Ecole nationale de la statistique et de l'administration économique <Frankreich>"
~subject:"Portfolio-Management"
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Search: subject_exact:"Estimation theory"
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Monte Carlo simulation
Portfolio-Management
Estimation theory
18
Schätztheorie
18
Theorie
6
Theory
6
Monte-Carlo-Simulation
5
Statistical test
3
Statistischer Test
3
Time series analysis
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Option pricing theory
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Analysis of variance
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Market microstructure
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Bengtsson, Christoffer
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Schmid, Wolfgang
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Nationalekonomiska Institutionen <Lund>
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Ecole nationale de la statistique et de l'administration économique <Frankreich>
National Bureau of Economic Research
13
Ekonomiska forskningsinstitutet <Stockholm>
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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National Bureau of Economic Research inc.
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Shakai-Keizai-Kenkyūsho <Osaka>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
4
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2
Collection "Economie et statistiques avancées"
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ECONIS (ZBW)
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1
Feasible estimation in cointegrated panels
Westerlund, Joakim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001779631
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2
The impact of estimation error on portfolio selection for investors with constant relative risk aversion
Bengtsson, Christoffer
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001815413
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3
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
Saved in:
4
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:
5
Efficient control variates for Monte-Carlo valuation of American options
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724268
Saved in:
6
Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
Saved in:
7
Modèles arch et applications financières
Gouriéroux, Christian
-
1992
Persistent link: https://www.econbiz.de/10013556272
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