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type_genre:"Biographie"
type_genre:"Sammelwerk"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"University of British Columbia / Finance Division"
~source:"econis"
~subject:"Maximum likelihood estimation"
~type_genre:"Working Paper"
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Maximum likelihood estimation
Theorie
86
Theory
86
Option pricing theory
13
Optionspreistheorie
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Yield curve
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Zinsstruktur
12
Estimation
9
Monte Carlo simulation
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Volatility
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Time series analysis
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Estimation theory
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Maximum-Likelihood-Schätzung
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Option trading
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Optionsgeschäft
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Schätztheorie
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Sørensen, Helle
2
Kristensen, Dennis
1
Rahbek, Anders
1
Smith, Daniel R.
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Taulbjerg, Jes
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Centre for Analytical Finance <Århus>
University of British Columbia / Finance Division
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Shakai-Keizai-Kenkyūsho <Osaka>
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
University of Southampton / Department of Economics
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Center for Economic Research <Tilburg>
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Centre for Actuarial Studies
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Econometrisch Instituut <Rotterdam>
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Ekonomiska forskningsinstitutet <Stockholm>
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European University Institute / Department of Economics
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Massachusetts Institute of Technology / Department of Economics
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Rodney L. White Center for Financial Research
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School of Economics and Finance <Brisbane>
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Sosialøkonomisk Institutt
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Universitetet i Oslo / Økonomisk institutt
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University of Exeter / Department of Economics
1
University of New England / Department of Econometrics
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
4
Finance working papers
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ECONIS (ZBW)
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1
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702284
Saved in:
2
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:
3
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
4
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
5
Markov-switching and stochastic volatility diffusion models of short-term interest rates
Smith, Daniel R.
-
2000
Persistent link: https://www.econbiz.de/10001487318
Saved in:
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