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institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Risiko"
~subject:"Schätzung"
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Risiko
Schätzung
Theorie
177
Theory
177
Option pricing theory
17
Optionspreistheorie
17
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11
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11
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11
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9
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Asymmetrische Information
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CAPM
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Markov chain
5
Markov-Kette
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Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
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Neue politische Ökonomie
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Public choice
5
Statistical distribution
5
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11
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11
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English
11
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Schmidli, Hanspeter
2
Tanggaard, Carsten
2
Brunetti, Celso
1
Busch, Thomas
1
Christiansen, Charlotte
1
Kugler, Adriana D.
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Pica, Giovanni
1
Romano, Joseph P.
1
Wolf, Michael
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
703
Ekonomiska forskningsinstitutet <Stockholm>
49
Forschungsinstitut zur Zukunft der Arbeit
41
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
38
Springer Fachmedien Wiesbaden
27
Internationaler Währungsfonds / Research Department
23
Birkbeck College / Department of Economics
18
Federal Reserve System / Board of Governors
17
Edward Elgar Publishing
14
Institut für Weltwirtschaft
14
Umeå universitet
14
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
13
European University Institute / Department of Economics
11
Friedrich-Schiller-Universität Jena
11
Trinity College Dublin / Department of Economics
11
University of Exeter / Department of Economics
11
University of Oxford / Institute of Economics and Statistics
11
Verlag Dr. Kovač
11
Centre for Economic Performance
10
Federal Reserve System / Division of Research and Statistics
10
Institut für Höhere Studien
10
University of Dundee / Department of Economic Studies
10
Australian National University / Faculty of Economics and Commerce
9
Chambre de commerce et d'industrie de Paris
9
Universität Mannheim
9
Center for Economic Research <Tilburg>
8
Centre for Economic Policy Research
8
Centre for Quantitative Economics & Computing
8
Goethe-Universität Frankfurt am Main
8
International Monetary Fund
8
Leibniz-Institut für Wirtschaftsforschung Halle
8
University of Reading / Department of Economics
8
Eric Cuvillier <Firma>
7
University of Waterloo / Department of Economics
7
Christian-Albrechts-Universität zu Kiel
6
Deutschland / Bundeswehr / Universität Hamburg
6
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
6
Harvard Institute for International Development
6
Kiel Institute for the World Economy
6
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
9
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
2
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ECONIS (ZBW)
11
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Effects of employment protection and product market regulations on the Italian labor market
Kugler, Adriana D.
(
contributor
);
Pica, Giovanni
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002110231
Saved in:
2
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
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
Optimal residual based tests for fractional cointegration and exchange rate dynamics
Nielsen, Morten Ørregaard
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702310
Saved in:
5
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
Saved in:
6
Return-based and range-based (co)viariance estimation : with an application to foreign exchange markets
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
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
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:
9
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:
10
Stepwise multiple testing as formalized data snooping
Romano, Joseph P.
(
contributor
);
Wolf, Michael
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001939840
Saved in:
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