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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Statistical test"
~type_genre:"Arbeitspapier"
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Risiko
Maximum-Likelihood-Schätzung
Statistical test
Theorie
66
Theory
66
Option pricing theory
13
Optionspreistheorie
13
Yield curve
11
Zinsstruktur
11
Estimation
7
Monte Carlo simulation
7
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7
Schätzung
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Statistischer Test
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Stochastic process
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Stochastischer Prozess
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Volatility
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Time series analysis
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Zeitreihenanalyse
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Estimation theory
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Markov chain
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Markov-Kette
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Schätztheorie
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Maximum likelihood estimation
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Option trading
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Kointegration
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Least squares method
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Arbeitspapier
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English
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Taulbjerg, Jes
3
Hansen, Peter Reinhard
2
Lunde, Asger
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Barndorff-Nielsen, Ole E.
1
Jakubenas, Paulius
1
Kristensen, Dennis
1
Rahbek, Anders
1
Shephard, Neil G.
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Ørregaard Nielsen, Morten
1
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Centre for Analytical Finance <Århus>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
27
Center for Economic Research <Tilburg>
9
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
9
University of Southampton / Department of Economics
9
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
8
Columbia University / Department of Economics
6
Ekonomiska forskningsinstitutet <Stockholm>
6
European University Institute / Department of Economics
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University of Exeter / Department of Economics
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Australian National University / Faculty of Economics and Commerce
5
Brown University / Department of Economics
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Chambre de commerce et d'industrie de Paris
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National Bureau of Economic Research
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Aarhus Universitet / Afdeling for Nationaløkonomi
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Econometrisch Instituut <Rotterdam>
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4
Institute of Finance and Accounting <London>
4
Johns Hopkins University / Department of Economics
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Trinity College Dublin / Department of Economics
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4
University of Dundee / Department of Economic Studies
4
Université de Montréal / Département de sciences économiques
4
Birkbeck College / Department of Economics
3
Centre for Economic Policy Research
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
European University Institute / Department of Law
3
Federal Reserve System / Division of Research and Statistics
3
Foerder Institute for Economic Research <Tēl-Āvîv>
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Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
3
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
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Virginia Polytechnic Institute and State University / Department of Economics
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
13
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ECONIS (ZBW)
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1
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
2
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
Saved in:
3
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:
4
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
Saved in:
5
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
6
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
Saved in:
7
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
8
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702284
Saved in:
9
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
Saved in:
10
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
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