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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~subject:"Hedging"
~subject:"Kleinste-Quadrate-Methode"
~subject:"Schätzung"
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Risiko
Hedging
Kleinste-Quadrate-Methode
Schätzung
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Estimation
7
Monte Carlo simulation
7
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7
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7
Statistischer Test
7
Volatility
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Schätztheorie
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CAPM
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Option trading
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Optionsgeschäft
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Cointegration
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3
Kointegration
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Least squares method
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Probability theory
3
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3
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3
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3
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15
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15
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15
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15
Working Paper
15
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English
15
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Nielsen, Morten Ørregaard
2
Schmidli, Hanspeter
2
Søndergaard Rasmussen, Nicki
2
Tanggaard, Carsten
2
Brunetti, Celso
1
Busch, Thomas
1
Christensen, Claus Vorm
1
Christiansen, Charlotte
1
Grasselli, M.R.
1
Hurd, T.R.
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Jens Perch
1
Stentoft, Lars
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
693
Ekonomiska forskningsinstitutet <Stockholm>
49
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
44
Forschungsinstitut zur Zukunft der Arbeit
34
Springer Fachmedien Wiesbaden
28
Internationaler Währungsfonds / Research Department
24
Birkbeck College / Department of Economics
18
Federal Reserve System / Board of Governors
17
Edward Elgar Publishing
14
Institut für Weltwirtschaft
14
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
14
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14
European University Institute / Department of Economics
13
Center for Economic Research <Tilburg>
12
Friedrich-Schiller-Universität Jena
11
Trinity College Dublin / Department of Economics
11
University of Exeter / Department of Economics
11
University of Oxford / Institute of Economics and Statistics
11
Verlag Dr. Kovač
11
Federal Reserve System / Division of Research and Statistics
10
Institut für Höhere Studien
10
University of Dundee / Department of Economic Studies
10
Australian National University / Faculty of Economics and Commerce
9
Bonn Graduate School of Economics
9
Centre for Economic Policy Research
9
Chambre de commerce et d'industrie de Paris
9
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
9
Universität Mannheim
9
Centre for Economic Performance
8
Centre for Quantitative Economics & Computing
8
Goethe-Universität Frankfurt am Main
8
Institute of Finance and Accounting <London>
8
Leibniz-Institut für Wirtschaftsforschung Halle
8
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8
Eric Cuvillier <Firma>
7
Foerder Institute for Economic Research <Tēl-Āvîv>
7
International Monetary Fund
7
University of Waterloo / Department of Economics
7
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
15
Source
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ECONIS (ZBW)
15
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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
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
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
4
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:
5
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:
6
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:
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
Hedging with a misspecified model
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724264
Saved in:
9
Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269
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
Saved in:
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