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type_genre:"Arbeitspapier"
type_genre:"Series"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Risk"
~subject:"Time series analysis"
~type_genre:"Aufsatz im Buch"
~type_genre:"Handbuch"
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Risk
Time series analysis
Theorie
66
Theory
66
Option pricing theory
13
Optionspreistheorie
13
Yield curve
11
Zinsstruktur
11
Estimation
7
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7
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7
Schätzung
7
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7
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Zeitreihenanalyse
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Schätztheorie
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Maximum likelihood estimation
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Option trading
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Kointegration
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Schmidli, Hanspeter
2
Busch, Thomas
1
Christiansen, Charlotte
1
Koulikov, Dmitri
1
Myhre Lildholt, Peter
1
Rahbek, Anders
1
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Tolver Jensen, Søren
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Centre for Analytical Finance <Århus>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
52
Ekonomiska forskningsinstitutet <Stockholm>
35
European University Institute / Department of Economics
30
Umeå universitet
10
Australian National University / Faculty of Economics and Commerce
8
Econometrisch Instituut <Rotterdam>
8
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
8
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8
University of Southampton / Department of Economics
8
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7
European University Institute / Department of Law
7
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
7
National Bureau of Economic Research
6
Birkbeck College / Department of Economics
5
Center for Economic Research <Tilburg>
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Chambre de commerce et d'industrie de Paris
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
Federal Reserve System / Board of Governors
5
London School of Economics and Political Science
5
University of Cambridge / Department of Applied Economics
5
University of Strathclyde / Department of Economics
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Forschungsinstitut zur Zukunft der Arbeit
4
Georgetown University / Economics Department
4
Institute of Finance and Accounting <London>
4
Trinity College Dublin / Department of Economics
4
University of Dundee / Department of Economic Studies
4
University of New England / Department of Econometrics
4
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3
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3
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3
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3
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
3
Loughborough University / Department of Economics
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
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
8
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ECONIS (ZBW)
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1
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
2
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:
3
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:
4
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:
5
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
6
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:
7
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:
8
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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