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type_genre:"Arbeitspapier"
type_genre:"Series"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Estimation"
~subject:"Game theory"
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Estimation
Game theory
Theorie
66
Theory
66
Option pricing theory
13
Optionspreistheorie
13
Yield curve
11
Zinsstruktur
11
Monte Carlo simulation
7
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7
Schätzung
7
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7
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7
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Maximum likelihood estimation
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Option trading
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Optionsgeschäft
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Cointegration
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Hedging
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Kointegration
3
Least squares method
3
Probability theory
3
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3
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3
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7
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English
7
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Tanggaard, Carsten
2
Brunetti, Celso
1
Busch, Thomas
1
Christiansen, Charlotte
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
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Nielsen, Jens Perch
1
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Centre for Analytical Finance <Århus>
Center for Economic Research <Tilburg>
61
Ekonomiska forskningsinstitutet <Stockholm>
49
Forschungsinstitut zur Zukunft der Arbeit
36
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
Internationaler Währungsfonds / Research Department
22
European University Institute / Department of Economics
19
Birkbeck College / Department of Economics
17
Australian National University / Faculty of Economics and Commerce
14
Foerder Institute for Economic Research <Tēl-Āvîv>
14
University of Exeter / Department of Economics
13
Bonn Graduate School of Economics
11
Federal Reserve System / Board of Governors
11
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10
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University of Oxford / Institute of Economics and Statistics
8
Universität Mannheim / Institut für Volkswirtschaft und Statistik
8
Centre for Economic Policy Research
7
Federal Reserve System / Division of Research and Statistics
7
National Bureau of Economic Research
7
Trinity College Dublin / Department of Economics
7
Columbia University / Department of Economics
6
Internationaler Währungsfonds / Monetary and Exchange Affairs Department
6
Københavns Universitet / Økonomisk Institut
6
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6
Umeå universitet
6
Universitat Pompeu Fabra / Departament d'Economia i Empresa
6
University of Reading / Department of Economics
6
Center for the Study of Law and Economics <Saarbrücken>
5
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5
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5
International Monetary Fund
5
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5
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5
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5
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5
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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)
7
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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
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
3
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:
4
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:
5
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:
6
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
7
Global polynomial kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543234
Saved in:
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