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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Bank für Internationalen Zahlungsausgleich"
~subject:"Einheitswurzeltest"
~subject:"Hedging"
~type:"book"
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Risiko
Einheitswurzeltest
Hedging
Theorie
78
Theory
78
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Volatility
8
Volatilität
8
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Cointegration
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10
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8
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8
Collection of articles of several authors
1
Sammelwerk
1
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English
10
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Schmidli, Hanspeter
2
Christensen, Claus Vorm
1
Grasselli, M.R.
1
Hurd, T.R.
1
Nielsen, Morten Ørregaard
1
Søndergaard Rasmussen, Nicki
1
Taulbjerg, Jes
1
Ørregaard Nielsen, Morten
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Centre for Analytical Finance <Århus>
Bank für Internationalen Zahlungsausgleich
National Bureau of Economic Research
232
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
31
Ekonomiska forskningsinstitutet <Stockholm>
15
European University Institute / Department of Economics
10
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
10
Edward Elgar Publishing
9
Chambre de commerce et d'industrie de Paris
7
Bonn Graduate School of Economics
6
Foerder Institute for Economic Research <Tēl-Āvîv>
6
Institute of Finance and Accounting <London>
6
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
6
University of Dundee / Department of Economic Studies
6
University of Southampton / Department of Economics
6
Universität Augsburg / Institut für Volkswirtschaftslehre
6
Aarhus Universitet / Afdeling for Nationaløkonomi
5
Australian National University / Faculty of Economics and Commerce
5
Centre for Quantitative Economics & Computing
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5
Loughborough University / Department of Economics
5
University of Exeter / Department of Economics
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Center for Economic Research <Tilburg>
4
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4
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4
Nationalekonomiska Institutionen <Lund>
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4
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4
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3
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3
Federal Reserve System / Division of Research and Statistics
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Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
3
Internationaler Währungsfonds
3
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Svenska Handelshögskolan <Helsinki>
3
Trinity College Dublin / Department of Economics
3
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
8
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ECONIS (ZBW)
10
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1
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
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2
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
3
Optimal residual based tests for fractional cointegration and exchange rate dynamics
Nielsen, Morten Ørregaard
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702310
Saved in:
4
Hedging with a misspecified model
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724264
Saved in:
5
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:
6
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:
7
A Monte Carlo method for exponential hedging of contingent claims
Grasselli, M.R.
(
contributor
);
Hurd, T.R.
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724279
Saved in:
8
How to hedge unknown risk
Christensen, Claus Vorm
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560026
Saved in:
9
The measurement of aggregate market risk : a joint exploration by a group of central bank researchers
1997
Persistent link: https://www.econbiz.de/10000974583
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10
A discussion paper on Public disclosure of market and credit risks by financial intermediaries : prep. by a working group of the Euro-currency Standing Committee of the central ban...
1994
Persistent link: https://www.econbiz.de/10000902861
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