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~institution:"Centre for Analytical Finance <Århus>"
~institution:"University of Strathclyde / Department of Economics"
~subject:"Börsenkurs"
~subject:"Prognoseverfahren"
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Börsenkurs
Prognoseverfahren
Theorie
121
Theory
121
Option pricing theory
14
Optionspreistheorie
14
Time series analysis
11
Yield curve
11
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Zustandsraummodell
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Cointegration
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Kointegration
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Maximum likelihood estimation
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Option trading
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Optionsgeschäft
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Koop, Gary
5
Korobilis, Dimitris
2
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1
Bechmann, Ken L.
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Belmonte, Miguel
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Busch, Thomas
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Engsted, Tom
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Centre for Analytical Finance <Århus>
University of Strathclyde / Department of Economics
National Bureau of Economic Research
303
Ekonomiska forskningsinstitutet <Stockholm>
17
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
Birkbeck College / Department of Economics
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Christian-Albrechts-Universität zu Kiel
8
Rodney L. White Center for Financial Research
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European University Institute / Department of Economics
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European University Institute / Department of Law
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Federal Reserve System / Division of Research and Statistics
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Centre for Economic Policy Research
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Zakład Teorii Prognoz <Krakau>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Erasmus Research Institute of Management
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Federal Reserve Bank of San Francisco
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Springer Fachmedien Wiesbaden
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Centre for International Research on Economic Tendency Surveys
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Centre for Quantitative Economics & Computing
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Econometrisch Instituut <Rotterdam>
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International Monetary Fund
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Robert Schuman Centre for Advanced Studies
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School of Economics and Finance <Brisbane>
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Strathclyde discussion papers in economics
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Speculative bubbles in stock prices? : Tests based on the price-dividend ratio
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001998442
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2
Forecasting inflation using dynamic model averaging
Koop, Gary
;
Korobilis, Dimitris
-
2011
Persistent link: https://www.econbiz.de/10009231252
Saved in:
3
Forecasting with medium and large Bayesian VARs
Koop, Gary
-
2011
Persistent link: https://www.econbiz.de/10009231257
Saved in:
4
A comparison of forecasting procedures for macroeconomic series : the contribution of structural break models
Bauwens, Luc
;
Koop, Gary
;
Korobilis, Dimitris
; …
-
2011
Persistent link: https://www.econbiz.de/10009231265
Saved in:
5
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
6
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
7
Short tales, price pressure, and the stock price response to convertible bond calls
Bechmann, Ken L.
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851134
Saved in:
8
Using VARs and TVP-VARs with many macroeconomic variables
Koop, Gary
-
2013
Persistent link: https://www.econbiz.de/10009735892
Saved in:
9
Model switching and model averaging in time-varying parameter regression models
Belmonte, Miguel
;
Koop, Gary
-
2013
Persistent link: https://www.econbiz.de/10009735895
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