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subject:"Zeitreihenanalyse"
type_genre:"Aufsatz im Buch"
~person:"Andrikopoulos, Alexandru"
~person:"King, Maxwell L."
~person:"Steehouwer, Hens"
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Zeitreihenanalyse
Estimation theory
7
Schätztheorie
7
Time series analysis
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3
Theory
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ARCH model
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ARCH-Modell
1
Affine GARCH models
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Analysis of variance
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Option pricing theory
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Optionspreistheorie
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Realized variance
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Swap
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Variance dependent pricing kernels
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Variance swaps
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Varianzanalyse
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Andrikopoulos, Alexandru
King, Maxwell L.
Steehouwer, Hens
Gredenhoff, Mikael P.
5
Andersson, Michael K.
3
Gao, Jiti
3
Hellström, Jörgen
3
Brännäs, Kurt
2
Chan, Ngai Hang
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Dufour, Jean-Marie
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Engle, Robert F.
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Feng, Yuanhua
2
Franke, Jürgen
2
Granger, C. W. J.
2
Harvey, Andrew C.
2
He, Changli
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Heiler, Siegfried
2
Johansen, Søren
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Kane-Janus, Couro
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Kock, Anders Bredahl
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2
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Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
2
Application of operations research to financial markets
1
Essays in honor of Peter C. B. Phillips
1
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
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Closed-form variance swap prices under general affine GARCH models and their continuous-time limits
Andrikopoulos, Alexandru
;
Cui, Zhenyu
;
Ortega, Juan-Pablo
- In:
Application of operations research to financial markets
,
(pp. 27-57)
.
2019
Persistent link: https://www.econbiz.de/10012157341
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2
Specification testing in parametric trending models with unknown errors
Gao, Jiti
;
King, Maxwell L.
- In:
Essays in honor of Peter C. B. Phillips
,
(pp. 151-202)
.
2014
Persistent link: https://www.econbiz.de/10010442867
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3
A frequency domain methodology for time series modelling
Steehouwer, Hens
- In:
Interest rate models, asset allocation and quantitative …
,
(pp. 280-324)
.
2010
Persistent link: https://www.econbiz.de/10003940953
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4
A frequency domain methodology for time series modelling
Steehouwer, Hens
- In:
Interest rate models, asset allocation and quantitative …
,
(pp. 280-324)
.
2010
Persistent link: https://www.econbiz.de/10008746599
Saved in:
5
Marginal likelihood based tests of a subvector of the parameter vector of linear regression disturbances
Ara, Ismat
- In:
Proceedings of the 1995 Econometrics Conference at …
,
(pp. 69-106)
.
1995
Persistent link: https://www.econbiz.de/10001294225
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