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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Kapitaleinkommen"
~subject:"Risk"
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Kapitaleinkommen
Risk
Theorie
70
Theory
70
Option pricing theory
16
Optionspreistheorie
16
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
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Least squares method
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English
5
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Schmidli, Hanspeter
2
Engsted, Tom
1
Jensen, Morten Berg
1
Lunde, Asger
1
Strunk Hansen, Charlotte
1
Tanggaard, Carsten
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
816
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
24
Rodney L. White Center for Financial Research
20
Chambre de commerce et d'industrie de Paris
14
OECD
14
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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University of Chicago / Center for Research in Security Prices
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Ekonomiska forskningsinstitutet <Stockholm>
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Federal Reserve Bank of St. Louis
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Edward Elgar Publishing
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Institute of Finance and Accounting <London>
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Erasmus Research Institute of Management
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Center for Economic Research <Tilburg>
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European University Institute / Department of Economics
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Svenska Handelshögskolan <Helsinki>
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The Wharton Financial Institutions Center
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Centre for Economic Policy Research
6
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
6
Nationalekonomiska Institutionen <Lund>
6
University of Dundee / Department of Economic Studies
6
Australian National University / Faculty of Economics and Commerce
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Institut for Nationaløkonomi <Kopenhagen>
5
International Center for Financial Asset Management and Engineering
5
Internationaler Währungsfonds
5
Pensions Institute
5
University of Canterbury / Dept. of Economics and Finance
5
University of Southampton / Department of Economics
5
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4
Georgetown University / Economics Department
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Leibniz-Institut für Wirtschaftsforschung Halle
4
Nationalekonomiska Institutionen <Göteborg>
4
Trinity College Dublin / Department of Economics
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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)
5
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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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2
The comovement of US and UK stock markets
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660129
Saved in:
3
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:
4
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:
5
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:
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