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isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
subject:"Monte-Carlo-Simulation"
~language:"eng"
~subject:"ARCH-Modell"
~subject:"Market microstructure"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
ARCH-Modell
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Estimation theory
25
Schätztheorie
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Theorie
11
Theory
11
Monte Carlo simulation
4
Time series analysis
4
Zeitreihenanalyse
4
Maximum likelihood estimation
3
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Core
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Estimation
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Marktmikrostruktur
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Martingal
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Method of moments
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Option pricing theory
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Optionspreistheorie
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Christensen, Bent Jesper
2
Barndorff-Nielsen, Ole E.
1
Bladt, Mogens
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Dahl, Christian M.
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Hansen, Peter Reinhard
1
Iglesias, Emma M.
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Lunde, Asger
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Nyholm, Ken
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Schmid, Wolfgang
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Søndergaard Rasmussen, Nicki
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Sørensen, Michael
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Tzotchev, Dobromir
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Centre for Analytical Finance <Århus>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
Journal of econometrics
117
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
52
Econometric theory
44
Economics letters
44
Econometric reviews
36
Discussion paper / Tinbergen Institute
34
Computational economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
The econometrics journal
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Applied economics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Economic modelling
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Applied economics letters
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CREATES research paper
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Econometrics : open access journal
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Finance research letters
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International journal of forecasting
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Journal of empirical finance
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Working paper / National Bureau of Economic Research, Inc.
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Journal of risk
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NBER Working Paper
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Journal of banking & finance
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Journal of risk and financial management : JRFM
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Journal of time series econometrics
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
European journal of operational research : EJOR
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International journal of economics and financial issues : IJEFI
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Journal of financial econometrics
12
The North American journal of economics and finance : a journal of financial economics studies
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Journal of economic dynamics & control
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NBER working paper series
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Finance and economics discussion series
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ECONIS (ZBW)
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1
Semiparametric inference in a GARCH-in-Mean model
Christensen, Bent Jesper
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003774701
Saved in:
2
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
3
Regular and modified kernel-based estimators of integrated variance : the case with independent noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491800
Saved in:
4
Statistical inference for discretely observed Markov jump processes
Bladt, Mogens
(
contributor
);
Sørensen, Michael
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793919
Saved in:
5
Efficient control variates for Monte-Carlo valuation of American options
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724268
Saved in:
6
Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
Saved in:
7
Analyzing specialist's quoting behaviour : a trade-by-trade study on the NYSE
Nyholm, Ken
-
1999
Persistent link: https://www.econbiz.de/10001455818
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