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institution:"Institute of Finance and Accounting <London>"
type_genre:"Working Paper"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Schätzung"
~subject:"Stochastischer Prozess"
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Schätzung
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Theorie
123
Theory
123
Portfolio selection
15
Portfolio-Management
15
Option pricing theory
14
Optionspreistheorie
14
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English
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Barndorff-Nielsen, Ole E.
4
Shephard, Neil G.
3
Tanggaard, Carsten
2
Brunetti, Celso
1
Busch, Thomas
1
Christiansen, Charlotte
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Cornelli, Francesca
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Di Miscia, Orazio
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Levendorskij, Sergej Z.
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Myhre Lildholt, Peter
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Nicolato, Elisa
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Sørensen, Helle
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Venardos, Emmanouil
1
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Institute of Finance and Accounting <London>
Centre for Analytical Finance <Århus>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
63
Ekonomiska forskningsinstitutet <Stockholm>
38
Forschungsinstitut zur Zukunft der Arbeit
32
Internationaler Währungsfonds / Research Department
22
Birkbeck College / Department of Economics
16
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11
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Australian National University / Faculty of Economics and Commerce
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National Bureau of Economic Research
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7
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6
Center for Economic Research <Tilburg>
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Centre for Economic Policy Research
6
Econometrisch Instituut <Rotterdam>
6
European University Institute / Department of Economics
6
Institutionen för Skogsekonomi <Ume°a>
6
Leibniz-Institut für Wirtschaftsforschung Halle
6
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6
Bonn Graduate School of Economics
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Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
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Erasmus Research Institute of Management
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International Monetary Fund
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Carleton University / Department of Economics
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Chambre de commerce et d'industrie de Paris
4
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
14
IFA working paper
2
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ECONIS (ZBW)
16
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1
Bookbuilding : how informative is the order book?
Cornelli, Francesca
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700280
Saved in:
2
Volatility, momentum, and time-varying skewness in foreign exchange returns
Johnson, Timothy C.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700601
Saved in:
3
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
4
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
5
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
6
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
7
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:
8
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:
9
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:
10
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:
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