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institution:"Københavns Universitet / Økonomisk Institut"
type_genre:"Non-commercial literature"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"ARCH model"
~subject:"Adverse Selektion"
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ARCH model
Adverse Selektion
Theorie
118
Theory
118
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Estimation
8
Estimation theory
8
Schätztheorie
8
Schätzung
8
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Time series analysis
8
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Zeitreihenanalyse
8
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Statistical test
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ARCH-Modell
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Game theory
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Spieltheorie
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Adverse selection
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Allgemeines Gleichgewicht
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General equilibrium
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Non-commercial literature
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10
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English
10
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Hens, Thorsten
2
Rahbek, Anders
2
Schenk-Hoppé, Klaus Reiner
2
Amir, Rabah
1
Christiansen, Charlotte
1
Evstigneev, Igor V.
1
Hougaard, Jens Leth
1
Jensen, Morten Berg
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
Lunde, Asger
1
Myhre Lildholt, Peter
1
Tanggaard, Carsten
1
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1
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1
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Københavns Universitet / Økonomisk Institut
Centre for Analytical Finance <Århus>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
11
Ekonomiska forskningsinstitutet <Stockholm>
10
Shakai-Keizai-Kenkyūsho <Osaka>
6
Australian National University / Faculty of Economics and Commerce
4
European University Institute / Department of Economics
4
Center for Economic Research <Tilburg>
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
Econometrisch Instituut <Rotterdam>
2
Instituto Valenciano de Investigaciones Económicas
2
Rodney L. White Center for Financial Research
2
Social Systems Research Institute
2
Universitetet i Oslo / Økonomisk institutt
2
University of British Columbia / Department of Economics
2
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1
Banca nazionale del lavoro / Ufficio scenari economici
1
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1
Boston College / Department of Economics
1
Brown University / Department of Economics
1
Center for Economic Research <Minneapolis, Minn.>
1
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1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
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1
Erasmus Research Institute of Management
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
European Group of Risk and Insurance Economists
1
European University Institute / Department of Law
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1
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1
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1
International Association for the Study of Insurance Economics
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Massachusetts Institute of Technology / Department of Economics
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National Institute of Economic and Social Research
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
7
Discussion papers / Department of Economics, University of Copenhagen
3
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ECONIS (ZBW)
10
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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
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
Saved in:
3
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
Saved in:
4
Market selection and survival of investment strategies
Amir, Rabah
;
Evstigneev, Igor V.
;
Hens, Thorsten
; …
-
2002
Persistent link: https://www.econbiz.de/10001711739
Saved in:
5
Markets do not select for a liquidity preference as behaviour towards risk
Hens, Thorsten
(
contributor
); …
-
2002
Persistent link: https://www.econbiz.de/10001716130
Saved in:
6
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:
7
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:
8
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
9
Benchmark selection : an axiomatic approach
Hougaard, Jens Leth
(
contributor
);
Tvede, Mich
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001592944
Saved in:
10
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
Saved in:
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