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subject:"Risiko"
institution:"Centre for Analytical Finance <Århus>"
~subject:"Maximum-Likelihood-Schätzung"
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Risiko
Maximum-Likelihood-Schätzung
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
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Estimation
7
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Schätzung
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Statistical test
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Volatility
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Maximum likelihood estimation
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CAPM
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Option trading
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Optionsgeschäft
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English
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Schmidli, Hanspeter
2
Sørensen, Helle
2
Kristensen, Dennis
1
Rahbek, Anders
1
Sørensen, Michael
1
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Uchida, Masayuki
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
212
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Ekonomiska forskningsinstitutet <Stockholm>
10
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
9
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
7
Edward Elgar Publishing
7
University of Southampton / Department of Economics
7
Chambre de commerce et d'industrie de Paris
6
European University Institute / Department of Economics
6
University of Dundee / Department of Economic Studies
6
Australian National University / Faculty of Economics and Commerce
5
Federal Reserve System / Board of Governors
5
Georgetown University / Economics Department
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University of Exeter / Department of Economics
5
Center for Economic Research <Tilburg>
4
Umeå universitet
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Federal Reserve System / Division of Research and Statistics
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Foerder Institute for Economic Research <Tēl-Āvîv>
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Forschungsinstitut zur Zukunft der Arbeit
3
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
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Institute of Finance and Accounting <London>
3
Internationaler Währungsfonds
3
Trinity College Dublin / Department of Economics
3
University of New England / Department of Econometrics
3
Universität Dortmund / Wirtschafts- und Sozialwissenschaftliche Fakultät
3
Aarhus Universitet / Afdeling for Nationaløkonomi
2
Australian National University / Faculty of Economics
2
Bank für Internationalen Zahlungsausgleich
2
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
2
Centre for Economic Policy Research
2
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Centro Studi Luca d'Agliano <Turin>
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Conference on Risk and the Rate of Return <1973, Vail, Colo.>
2
European University Institute / Department of Law
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Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of New York
2
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2
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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
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
2
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
3
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702284
Saved in:
4
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
Saved in:
5
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:
6
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:
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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