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type_genre:"Arbeitspapier"
type_genre:"Series"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"University of Southampton / Department of Economics"
~subject:"Time series analysis"
~type_genre:"Aufsatz im Buch"
~type_genre:"Hochschulschrift"
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Time series analysis
Theorie
124
Theory
124
Option pricing theory
13
Optionspreistheorie
13
Yield curve
11
Zinsstruktur
11
Statistical test
9
Statistischer Test
9
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9
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7
Estimation theory
7
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Einheitswurzeltest
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Game theory
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Option trading
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Aufsatz im Buch
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9
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Busch, Thomas
1
Christiansen, Charlotte
1
Hall, Stephen G.
1
King, Maxwell L.
1
Koulikov, Dmitri
1
Mizon, Grayham E.
1
Moauro, Filippo
1
Myhre Lildholt, Peter
1
Podivinsky, Jan M.
1
Rahbek, Anders
1
Søndergaard Rasmussen, Nicki
1
Tolver Jensen, Søren
1
Welfe, Aleksander
1
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Centre for Analytical Finance <Århus>
University of Southampton / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
45
Ekonomiska forskningsinstitutet <Stockholm>
38
European University Institute / Department of Economics
27
Econometrisch Instituut <Rotterdam>
8
Umeå universitet
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Gottfried Wilhelm Leibniz Universität Hannover
6
Christian-Albrechts-Universität zu Kiel
5
European University Institute / Department of Law
5
London School of Economics and Political Science
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
University of Strathclyde / Department of Economics
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
University of Cambridge / Department of Applied Economics
4
University of Exeter / Department of Economics
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Institut für Höhere Studien
3
Institut für Weltwirtschaft
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
University of Chicago / Center for Research in Security Prices
3
Universität Basel / Institut für Statistik und Ökonometrie
3
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3
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2
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2
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2
Eric Cuvillier <Firma>
2
Federal Reserve Bank of New York
2
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2
Instituto Valenciano de Investigaciones Económicas
2
Konjunkturinstitutet <Stockholm>
2
La Trobe University / School of Economics
2
Loughborough University / Department of Economics
2
National Bureau of Economic Research
2
Norges Bank / Utredningsavdelingen
2
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
6
Discussion papers in economics and econometrics
3
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ECONIS (ZBW)
9
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1
The exact power envelope of tests for a unit root
Podivinsky, Jan M.
;
King, Maxwell L.
-
2000
Persistent link: https://www.econbiz.de/10001533271
Saved in:
2
Modelling economies in transition : an introduction
Hall, Stephen G.
;
Mizon, Grayham E.
;
Welfe, Aleksander
-
1999
Persistent link: https://www.econbiz.de/10001476514
Saved in:
3
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
4
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
Saved in:
5
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
Saved in:
6
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
Saved in:
7
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
8
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
Saved in:
9
Modelling a change of classification in economic time series data
Moauro, Filippo
-
1997
Persistent link: https://www.econbiz.de/10000650599
Saved in:
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