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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Autocorrelation"
~subject:"Forecasting model"
~subject:"Volatilität"
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Autocorrelation
Forecasting model
Volatilität
Time series analysis
12
Zeitreihenanalyse
12
Theorie
6
Theory
6
ARCH model
5
ARCH-Modell
5
Volatility
3
Estimation
2
Heteroscedasticity
2
Heteroskedastizität
2
Option pricing theory
2
Optionspreistheorie
2
Pfund Sterling
2
Pound Sterling
2
Schätzung
2
Stochastic process
2
Stochastischer Prozess
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US dollar
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US-Dollar
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USA
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1999-2000
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Autokorrelation
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Currency option
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Devisenoption
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Estimation theory
1
Exchange rate
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Großbritannien
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Interest rate
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Macroeconomics
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Makroökonomik
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Martingal
1
Martingale
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Prognoseverfahren
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Risikomanagement
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Risk management
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English
5
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Bibby, Bo Martin
1
Brunetti, Celso
1
Busch, Thomas
1
Christiansen, Charlotte
1
Hansen, Peter Reinhard
1
Lunde, Asger
1
Myhre Lildholt, Peter
1
Skovgaard, Ib Michael
1
Sørensen, Michael
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
32
Ekonomiska forskningsinstitutet <Stockholm>
11
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
11
Christian-Albrechts-Universität zu Kiel
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Econometrisch Instituut <Rotterdam>
5
European University Institute / Department of Law
5
University of Strathclyde / Department of Economics
5
Centre for Growth and Business Cycle Research <Manchester>
4
University of Canterbury / Dept. of Economics and Finance
4
European University Institute / Department of Economics
3
Gottfried Wilhelm Leibniz Universität Hannover
3
London School of Economics and Political Science
3
Umeå Universitet / Institutionen för Nationalekonomi
3
Umeå universitet
3
Université de Montréal / Département de sciences économiques
3
Centre for Quantitative Economics & Computing
2
Chambre de commerce et d'industrie de Paris
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
Federal Reserve Bank of St. Louis
2
Institut für Wirtschaftswissenschaften <Wien>
2
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
2
Rutgers University / Department of Economics
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
University of Cambridge / Department of Applied Economics
2
University of Reading / Department of Economics
2
Zentrum für Europäische Wirtschaftsforschung
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Australasian Economic Modelling Conference <1992, Cairns>
1
Bayerische Hypotheken- und Wechsel-Bank
1
Birkbeck College / Department of Economics
1
Boston College / Department of Economics
1
Bundesanstalt für Geowissenschaften und Rohstoffe
1
Business Information Centre <Toronto>
1
Center for Economic Research <Tilburg>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Department of Agricultural Economics, Cornell University Agricultural Experiment Station
1
Eric Cuvillier <Firma>
1
Fachhochschule Stralsund / Fachbereich Wirtschaft
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
5
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ECONIS (ZBW)
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Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
2
Diffusion-type models with given marginal and autocorrelation function
Bibby, Bo Martin
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748916
Saved in:
3
Time series modelling of daily log-price ranges for SF/USD and USD/GBP
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719176
Saved in:
4
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
5
A comparison of volatility models : does anything beat a GARCH(1,1)?
Hansen, Peter Reinhard
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563856
Saved in:
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