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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Statistische Verteilung"
~subject:"Zeitreihenanalyse"
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Statistische Verteilung
Zeitreihenanalyse
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Volatility
10
Volatilität
10
Estimation
9
Schätzung
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Option trading
4
Optionsgeschäft
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4
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4
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4
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10
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Arbeitspapier
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Graue Literatur
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9
Working Paper
9
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English
10
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Lunde, Asger
2
Myhre Lildholt, Peter
2
Barndorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Busch, Thomas
1
Christiansen, Charlotte
1
Hansen, Peter Reinhard
1
Jensen, Morten Berg
1
Koulikov, Dmitri
1
Rahbek, Anders
1
Stelzer, Robert
1
Søndergaard Rasmussen, Nicki
1
Tolver Jensen, Søren
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
102
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
50
Ekonomiska forskningsinstitutet <Stockholm>
44
European University Institute / Department of Economics
37
Federal Reserve Bank of St. Louis
13
Umeå universitet
11
Econometrisch Instituut <Rotterdam>
10
Center for Economic Research <Tilburg>
8
London School of Economics and Political Science
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Umeå Universitet / Institutionen för Nationalekonomi
7
European University Institute / Department of Law
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Rutgers University / Department of Economics
6
University of Exeter / Department of Economics
6
University of Strathclyde / Department of Economics
6
Centre for Quantitative Economics & Computing
5
Christian-Albrechts-Universität zu Kiel
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
University of Cambridge / Department of Applied Economics
5
University of Southampton / Department of Economics
5
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
4
Federal Reserve Bank of New York
4
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4
Norges Bank / Utredningsavdelingen
4
Organisation for Economic Co-operation and Development
4
Shakai-Keizai-Kenkyūsho <Osaka>
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Université de Montréal / Département de sciences économiques
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Birkbeck College / Department of Economics
3
Boston College / Department of Economics
3
Centre for Growth and Business Cycle Research <Manchester>
3
Erasmus Research Institute of Management
3
Institut für Weltwirtschaft
3
Københavns Universitet / Økonomisk Institut
3
Loughborough University / Department of Economics
3
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
10
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ECONIS (ZBW)
10
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1
Time series modelling of daily log-price ranges for SF/USD and USD/GBP
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719176
Saved in:
2
A comparison of volatility models : does anything beat a GARCH(1,1)?
Hansen, Peter Reinhard
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563856
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
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
Saved in:
6
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
Saved in:
7
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
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
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
Saved in:
10
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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