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subject:"Game theory"
subject:"Lernprozess"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Volatility"
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Game theory
Lernprozess
Volatility
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
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Estimation
7
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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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Kointegration
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Least squares method
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English
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Barndorff-Nielsen, Ole E.
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Hansen, Peter Reinhard
1
Lunde, Asger
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Shephard, Neil G.
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Strunk Hansen, Charlotte
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
226
Center for Economic Research <Tilburg>
57
European University Institute / Department of Economics
29
IGI Global
27
Ekonomiska forskningsinstitutet <Stockholm>
25
Foerder Institute for Economic Research <Tēl-Āvîv>
16
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
15
Bonn Graduate School of Economics
11
Australian National University / Faculty of Economics and Commerce
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Edward Elgar Publishing
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Federal Reserve Bank of San Francisco
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Universität Mannheim / Institut für Volkswirtschaft und Statistik
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Instituto Valenciano de Investigaciones Económicas
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Rodney L. White Center for Financial Research
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University of Southampton / Department of Economics
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Birkbeck College / Department of Economics
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Columbia University / Department of Economics
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Springer Fachmedien Wiesbaden
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Erasmus Research Institute of Management
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Institute of Finance and Accounting <London>
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Københavns Universitet / Økonomisk Institut
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
7
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
5
Option pricing in stochastic volatility models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
Saved in:
6
New evidence on the implied-realized volatility relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
7
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
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