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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Technische Universität Dresden / Fakultät Wirtschaftswissenschaften"
~subject:"Volatilität"
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Risiko
Volatilität
Theorie
143
Theory
143
Estimation theory
16
Option pricing theory
16
Optionspreistheorie
16
Schätztheorie
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Deutschland
12
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12
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Huschens, Stefan
5
Locarek-Junge, Hermann
3
Kurz-Kim, Jeong-Ryeol
2
Roth, Randolf
2
Schmidli, Hanspeter
2
Barndorff-Nielsen, Ole E.
1
Blum, Ulrich
1
Brachinger, Hans Wolfgang
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Hansen, Peter Reinhard
1
Henking, Andreas
1
Karmann, Alexander
1
Kim, Jeong-Ryeol
1
Lunde, Asger
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Prinzler, Ralf
1
Shephard, Neil G.
1
Steinhauser, Uwe
1
Strunk Hansen, Charlotte
1
Sørensen, Helle
1
Venardos, Emmanouil
1
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Centre for Analytical Finance <Århus>
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
National Bureau of Economic Research
375
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
19
Ekonomiska forskningsinstitutet <Stockholm>
16
European University Institute / Department of Economics
13
Edward Elgar Publishing
9
Birkbeck College / Department of Economics
8
Institute of Finance and Accounting <London>
8
Internationaler Währungsfonds / Research Department
7
Rodney L. White Center for Financial Research
7
Svenska Handelshögskolan <Helsinki>
7
Australian National University / Faculty of Economics and Commerce
6
Chambre de commerce et d'industrie de Paris
6
Federal Reserve System / Board of Governors
6
Federal Reserve System / Division of Research and Statistics
6
University of Dundee / Department of Economic Studies
6
University of Exeter / Department of Economics
6
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5
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5
Center for Economic Research <Tilburg>
4
Centre for Economic Policy Research
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Forschungsinstitut zur Zukunft der Arbeit
4
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Springer Fachmedien Wiesbaden
4
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3
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3
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Foerder Institute for Economic Research <Tēl-Āvîv>
3
Goethe-Universität Frankfurt am Main
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Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
3
International Monetary Fund
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
9
Dresdner Beiträge zu quantitativen Verfahren
7
Dresdner Beiträge zur Betriebswirtschaftslehre
3
Dresdner Beiträge zu Wettbewerb und Unternehmensführung
1
Dresdner Beiträge zur Volkswirtschaftslehre
1
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ECONIS (ZBW)
21
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1
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:
2
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:
3
Krisenkommunikation : 5. Dresdner Kolloquium an der Fakultät Wirtschaftswissenschaften der Technischen Universität Dresden
Blum, Ulrich
(
ed.
)
-
2003
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001823531
Saved in:
4
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:
5
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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
Option pricing in stochastic volatility models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
Saved in:
9
New evidence on the implied-realized volatility relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
10
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
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