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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Federal Reserve System / Division of Research and Statistics"
~language:"ara"
~language:"eng"
~subject:"Kapitaleinkommen"
~subject:"Monte-Carlo-Simulation"
~subject:"Rationale Erwartung"
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Kapitaleinkommen
Monte-Carlo-Simulation
Rationale Erwartung
Theorie
136
Theory
136
Option pricing theory
15
Optionspreistheorie
15
Estimation
14
Schätzung
14
USA
14
United States
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Yield curve
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Zinsstruktur
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Estimation theory
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Geldpolitik
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Monetary policy
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Schätztheorie
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Stochastic process
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Stochastischer Prozess
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Monte Carlo simulation
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ARCH-Modell
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Time series analysis
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Zeitreihenanalyse
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Börsenkurs
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Capital income
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Markov chain
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Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
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Rational expectations
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Risiko
5
Risk
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14
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14
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Tinsley, Peter A.
2
Zhou, Chunsheng
2
Berkowitz, Jeremy
1
Di Miscia, Orazio
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jensen, Morten Berg
1
Jones, Charles I.
1
Lengwiler, Yvan
1
Lunde, Asger
1
Mikkelsen, Peter
1
Nielsen, Morten Ørregaard
1
Orphanides, Athanasios
1
Schmid, Wolfgang
1
Stentoft, Lars
1
Strunk Hansen, Charlotte
1
Søndergaard Rasmussen, Nicki
1
Tuypens, Bjorn E.
1
Tzotchev, Dobromir
1
Wieland, Volker
1
Williams, John C.
1
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Centre for Analytical Finance <Århus>
Federal Reserve System / Division of Research and Statistics
National Bureau of Economic Research
308
Rodney L. White Center for Financial Research
11
Ekonomiska forskningsinstitutet <Stockholm>
9
University of Exeter / Department of Economics
9
European University Institute / Department of Economics
7
The Wharton Financial Institutions Center
7
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
7
University of Chicago / Center for Research in Security Prices
7
Birkbeck College / Department of Economics
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
6
Federal Reserve Bank of San Francisco
6
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
5
Erasmus Research Institute of Management
5
Federal Reserve System / Board of Governors
5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
University of British Columbia / Finance Division
5
Massachusetts Institute of Technology / Department of Economics
4
National Institute of Economic and Social Research
4
Svenska Handelshögskolan <Helsinki>
4
University of Canterbury / Dept. of Economics and Finance
4
Innocenzo Gasparini Institute for Economic Research <Mailand>
3
Institute of Finance and Accounting <London>
3
Instituto Valenciano de Investigaciones Económicas
3
International Center for Financial Asset Management and Engineering
3
International Monetary Fund
3
Internationaler Währungsfonds / Research Department
3
Johns Hopkins University / Department of Economics
3
Judge Institute of Management Studies
3
Aarhus Universitet / Afdeling for Nationaløkonomi
2
Banca d'Italia / Servizio Studi
2
Brown University / Department of Economics
2
Center for the Study of Law and Economics <Saarbrücken>
2
Centre for Economic Policy Research
2
Centre for Quantitative Economics & Computing
2
Columbia University / Department of Economics
2
Conference on Risk and the Rate of Return <1973, Vail, Colo.>
2
Deutsche Forschungsgemeinschaft
2
Econometrisch Instituut <Rotterdam>
2
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
9
Finance and economics discussion series
8
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ECONIS (ZBW)
17
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1
Measuring the social return to R&D
Jones, Charles I.
-
1997
Persistent link: https://www.econbiz.de/10000961486
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2
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
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3
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
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4
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
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5
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
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6
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
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7
Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269
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8
A Monte Carlo method for exponential hedging of contingent claims
Grasselli, M.R.
(
contributor
);
Hurd, T.R.
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724279
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9
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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10
Stock market fluctuations and the term structure
Zhou, Chunsheng
-
1996
Persistent link: https://www.econbiz.de/10000930617
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