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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Federal Reserve System / Board of Governors"
~subject:"Hedging"
~subject:"Schätzung"
~subject:"Volatilität"
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Risiko
Hedging
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Volatilität
Theorie
145
Theory
145
Estimation
20
Option pricing theory
14
Optionspreistheorie
14
USA
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United States
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12
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English
35
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Mendoza, Enrique G.
3
Rogers, John H.
3
Edison, Hali J.
2
Fernald, John G.
2
Schmidli, Hanspeter
2
Tanggaard, Carsten
2
Akbarian, Dara
1
Asea, Patrick K.
1
Barndorff-Nielsen, Ole E.
1
Basu, Susanto
1
Brunetti, Celso
1
Brunner, Allan D.
1
Busch, Thomas
1
Carroll, Chris
1
Cho, Dongchul
1
Christensen, Bent Jesper
1
Christensen, Claus Vorm
1
Christiansen, Charlotte
1
Crabbe, Leland E.
1
De Brouwer, Gordon J.
1
Engel, Charles
1
Ericsson, Neil R.
1
Frankel, Jeffrey A.
1
Gagnon, Joseph E.
1
Grasselli, M.R.
1
Hansen, Peter Reinhard
1
Hurd, T.R.
1
Iyigun, Murat
1
Lunde, Asger
1
Melick, William Robert
1
Milesi-Ferretti, Gian Maria
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Onliner, Stephen
1
Owen, Ann L.
1
Rose, Andrew
1
Rudebusch, Glenn D.
1
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Centre for Analytical Finance <Århus>
Federal Reserve System / Board of Governors
National Bureau of Economic Research
832
Ekonomiska forskningsinstitutet <Stockholm>
55
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
48
Forschungsinstitut zur Zukunft der Arbeit
34
Internationaler Währungsfonds / Research Department
28
Springer Fachmedien Wiesbaden
28
Birkbeck College / Department of Economics
22
European University Institute / Department of Economics
17
Institut für Weltwirtschaft
15
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
15
Edward Elgar Publishing
14
Umeå universitet
14
Federal Reserve System / Division of Research and Statistics
13
University of Exeter / Department of Economics
13
Institute of Finance and Accounting <London>
12
Centre for Economic Policy Research
11
Friedrich-Schiller-Universität Jena
11
Trinity College Dublin / Department of Economics
11
University of Oxford / Institute of Economics and Statistics
11
Verlag Dr. Kovač
11
Center for Economic Research <Tilburg>
10
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10
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
10
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10
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10
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9
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9
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9
Goethe-Universität Frankfurt am Main
9
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9
Centre for Economic Performance
8
Centre for Quantitative Economics & Computing
8
Christian-Albrechts-Universität zu Kiel
8
International Monetary Fund
8
Leibniz-Institut für Wirtschaftsforschung Halle
8
Svenska Handelshögskolan <Helsinki>
8
The Wharton Financial Institutions Center
8
Umeå Universitet / Institutionen för Nationalekonomi
8
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
17
International finance discussion papers
15
Source
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ECONIS (ZBW)
35
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1
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
2
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
3
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
4
Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of volatility models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
Saved in:
5
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:
6
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
Saved in:
7
Return-based and range-based (co)viariance estimation : with an application to foreign exchange markets
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
Saved in:
8
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
9
Hedging with a misspecified model
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724264
Saved in:
10
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
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