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subject:"Risk"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Economic growth"
~subject:"Share price"
~subject:"Wirtschaftswachstum"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Working Paper"
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Risk
Economic growth
Share price
Wirtschaftswachstum
Theorie
66
Theory
66
Option pricing theory
13
Optionspreistheorie
13
Yield curve
11
Zinsstruktur
11
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Stochastic process
7
Stochastischer Prozess
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Time series analysis
6
Zeitreihenanalyse
6
Estimation theory
5
Markov chain
5
Markov-Kette
5
Schätztheorie
5
CAPM
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Option trading
4
Optionsgeschäft
4
Cointegration
3
Einheitswurzeltest
3
Hedging
3
Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
Probability theory
3
Regression analysis
3
Regressionsanalyse
3
Unit root test
3
Wahrscheinlichkeitsrechnung
3
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Type of publication
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Book / Working Paper
4
Type of publication (narrower categories)
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Mehrbändiges Werk
Working Paper
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Language
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English
4
Author
All
Schmidli, Hanspeter
2
Bechmann, Ken L.
1
Engsted, Tom
1
Tanggaard, Carsten
1
Institution
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Centre for Analytical Finance <Århus>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Ekonomiska forskningsinstitutet <Stockholm>
13
National Bureau of Economic Research
13
Internationaler Währungsfonds / Research Department
12
Federal Reserve System / Board of Governors
11
European University Institute / Department of Economics
10
Australian National University / Faculty of Economics and Commerce
9
Birkbeck College / Department of Economics
8
Centre for Economic Policy Research
8
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
8
Center for Economic Research <Tilburg>
7
Chambre de commerce et d'industrie de Paris
7
World Institute for Development Economics Research
7
Federal Reserve System / Division of Research and Statistics
6
International Monetary Fund
6
Robert Schuman Centre for Advanced Studies
6
Rodney L. White Center for Financial Research
6
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
6
University of Exeter / Department of Economics
6
Centre for Growth and Business Cycle Research <Manchester>
5
Foerder Institute for Economic Research <Tēl-Āvîv>
5
Georgetown University / Economics Department
5
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
5
University of Southampton / Department of Economics
5
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
5
Carleton University / Department of Economics
4
Centre for the Management of Environmental Resources
4
Centro Studi Luca d'Agliano <Turin>
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
European University Institute / Department of Law
4
Forschungsinstitut zur Zukunft der Arbeit
4
Institute of Finance and Accounting <London>
4
Internationaler Währungsfonds / Policy Development and Review Department
4
Massachusetts Institute of Technology / Department of Economics
4
Nationalekonomiska Institutionen <Göteborg>
4
Social Systems Research Institute
4
State University of New York at Albany / Department of Economics
4
Trinity College Dublin / Department of Economics
4
Universitat Autònoma de Barcelona / Departament d'Economia i d'Història Econòmica
4
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
4
Source
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ECONIS (ZBW)
4
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1
Speculative bubbles in stock prices? : Tests based on the price-dividend ratio
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001998442
Saved in:
2
Short tales, price pressure, and the stock price response to convertible bond calls
Bechmann, Ken L.
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851134
Saved in:
3
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the large claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724275
Saved in:
4
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the small claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724276
Saved in:
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