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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Börsenkurs"
~subject:"Prognoseverfahren"
~subject:"Statistische Verteilung"
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Börsenkurs
Prognoseverfahren
Statistische Verteilung
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Estimation
7
Monte Carlo simulation
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Statistical test
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Statistischer Test
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Zeitreihenanalyse
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Estimation theory
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Markov chain
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Markov-Kette
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Schätztheorie
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CAPM
4
Option trading
4
Optionsgeschäft
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Cointegration
3
Einheitswurzeltest
3
Hedging
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Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
Probability theory
3
Regression analysis
3
Regressionsanalyse
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Statistical distribution
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Arbeitspapier
5
Graue Literatur
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English
6
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Barndorff-Nielsen, Ole E.
1
Bechmann, Ken L.
1
Busch, Thomas
1
Engsted, Tom
1
Jensen, Morten Berg
1
Lunde, Asger
1
Stelzer, Robert
1
Strunk Hansen, Charlotte
1
Tanggaard, Carsten
1
Tuypens, Bjorn E.
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
323
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
21
Ekonomiska forskningsinstitutet <Stockholm>
16
European University Institute / Department of Economics
12
Birkbeck College / Department of Economics
11
Center for Economic Research <Tilburg>
10
Rodney L. White Center for Financial Research
9
Christian-Albrechts-Universität zu Kiel
8
European University Institute / Department of Law
7
Federal Reserve System / Division of Research and Statistics
7
Rutgers University / Department of Economics
7
Centre for Economic Policy Research
6
Erasmus Research Institute of Management
6
Zakład Teorii Prognoz <Krakau>
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve Bank of San Francisco
5
Federal Reserve System / Board of Governors
5
London School of Economics and Political Science
5
Robert Schuman Centre for Advanced Studies
5
Springer Fachmedien Wiesbaden
5
The Wharton Financial Institutions Center
5
Umeå Universitet / Institutionen för Nationalekonomi
5
University of Exeter / Department of Economics
5
University of Strathclyde / Department of Economics
5
Centre for International Research on Economic Tendency Surveys
4
Centre for Quantitative Economics & Computing
4
Econometrisch Instituut <Rotterdam>
4
International Monetary Fund
4
School of Economics and Finance <Brisbane>
4
University of Cambridge / Department of Applied Economics
4
Universität Mannheim
4
Australian National University / Faculty of Economics and Commerce
3
Boston College / Department of Economics
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Deutsche Forschungsgemeinschaft
3
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
3
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
3
Federal Reserve Bank of St. Louis
3
Goethe-Universität Frankfurt am Main
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
6
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ECONIS (ZBW)
6
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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
Saved in:
2
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
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
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Saved in:
5
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:
6
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
Saved in:
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