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subject:"Risiko"
institution:"Centre for Analytical Finance <Århus>"
~subject:"Estimation"
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Subject
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Risiko
Estimation
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
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7
Statistischer Test
7
Volatility
7
Volatilität
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ARCH model
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ARCH-Modell
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Time series analysis
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Estimation theory
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Markov chain
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Schätztheorie
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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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Einheitswurzeltest
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Hedging
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Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
Probability theory
3
Regression analysis
3
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3
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9
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9
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9
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9
Working Paper
9
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English
9
Author
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Schmidli, Hanspeter
2
Tanggaard, Carsten
2
Brunetti, Celso
1
Busch, Thomas
1
Christiansen, Charlotte
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
672
Ekonomiska forskningsinstitutet <Stockholm>
49
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
37
Forschungsinstitut zur Zukunft der Arbeit
34
Springer Fachmedien Wiesbaden
27
Internationaler Währungsfonds / Research Department
23
Birkbeck College / Department of Economics
18
Federal Reserve System / Board of Governors
17
Umeå universitet
14
Institut für Weltwirtschaft
13
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
13
Edward Elgar Publishing
11
Friedrich-Schiller-Universität Jena
11
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Verlag Dr. Kovač
11
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10
Federal Reserve System / Division of Research and Statistics
10
Institut für Höhere Studien
10
University of Dundee / Department of Economic Studies
10
Australian National University / Faculty of Economics and Commerce
9
Chambre de commerce et d'industrie de Paris
9
Universität Mannheim
9
Center for Economic Research <Tilburg>
8
Centre for Economic Performance
8
Centre for Economic Policy Research
8
Centre for Quantitative Economics & Computing
8
Goethe-Universität Frankfurt am Main
8
University of Reading / Department of Economics
8
Eric Cuvillier <Firma>
7
International Monetary Fund
7
Leibniz-Institut für Wirtschaftsforschung Halle
7
University of Waterloo / Department of Economics
7
Christian-Albrechts-Universität zu Kiel
6
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Carleton University / Department of Economics
5
Centro Studi Luca d'Agliano <Turin>
5
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
9
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ECONIS (ZBW)
9
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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
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the large claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724275
Saved in:
8
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the small claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724276
Saved in:
9
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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