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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät"
~subject:"Markov chain"
~subject:"Regressionsanalyse"
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Risiko
Markov chain
Regressionsanalyse
Theorie
139
Theory
139
Estimation theory
14
Option pricing theory
14
Optionspreistheorie
14
Schätztheorie
14
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11
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11
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English
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Schmidli, Hanspeter
2
Barndorff-Nielsen, Ole E.
1
Battermann, Harald L.
1
Broll, Udo
1
Christiansen, Charlotte
1
Di Miscia, Orazio
1
Hansen, Niels Richard
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Heintel, Markus
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1
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1
Sørensen, Michael
1
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1
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Centre for Analytical Finance <Århus>
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
National Bureau of Economic Research
240
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
29
Ekonomiska forskningsinstitutet <Stockholm>
15
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Edward Elgar Publishing
9
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Springer Fachmedien Wiesbaden
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4
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
10
Münchener Wirtschaftswissenschaftliche Beiträge : discussion papers
3
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ECONIS (ZBW)
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Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
2
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
Saved in:
3
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
4
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
5
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
Saved in:
6
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:
7
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:
8
On time-reversibility and estimating functions for Markov processes
Kessler, Mathieu
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690055
Saved in:
9
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
10
Classification of Markov chains on Rk
Hansen, Niels Richard
(
contributor
)
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543227
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