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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Least squares method"
~subject:"Regressionsanalyse"
~subject:"Time series analysis"
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Least squares method
Regressionsanalyse
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Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
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English
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Søndergaard Rasmussen, Nicki
2
Barndorff-Nielsen, Ole E.
1
Busch, Thomas
1
Christiansen, Charlotte
1
Koulikov, Dmitri
1
Myhre Lildholt, Peter
1
Nielsen, Morten Ørregaard
1
Rahbek, Anders
1
Shepard, Neil
1
Stentoft, Lars
1
Strunk Hansen, Charlotte
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1
Tuypens, Bjorn E.
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
92
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
61
Ekonomiska forskningsinstitutet <Stockholm>
43
European University Institute / Department of Economics
32
Umeå universitet
11
Econometrisch Instituut <Rotterdam>
8
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
8
Center for Economic Research <Tilburg>
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Centre for Quantitative Economics & Computing
6
Christian-Albrechts-Universität zu Kiel
6
Gottfried Wilhelm Leibniz Universität Hannover
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Umeå Universitet / Institutionen för Nationalekonomi
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University of Southampton / Department of Economics
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University of Strathclyde / Department of Economics
6
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
European University Institute / Department of Law
5
London School of Economics and Political Science
5
Massachusetts Institute of Technology / Department of Economics
5
University of Cambridge / Department of Applied Economics
5
University of Exeter / Department of Economics
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Aarhus Universitet / Afdeling for Nationaløkonomi
4
Forschungsinstitut zur Zukunft der Arbeit
4
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Springer Fachmedien Wiesbaden
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3
Eric Cuvillier <Firma>
3
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Shakai-Keizai-Kenkyūsho <Osaka>
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3
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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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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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2
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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3
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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4
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
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5
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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6
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
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7
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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8
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
Saved in:
9
Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269
Saved in:
10
Econometric analysis of realised covariation : high frequency covariance, regression and correlation in financial economics
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686826
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