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subject:"Time series analysis"
institution:"Escola de Pós-Graduação em Economia <Rio de Janeiro>"
~type_genre:"Graue Literatur"
~institution:"Centre for Analytical Finance <Århus>"
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Time series analysis
Theorie
116
Theory
116
Option pricing theory
13
Optionspreistheorie
13
Yield curve
11
Zinsstruktur
11
Estimation
9
Schätzung
9
Monte Carlo simulation
8
Monte-Carlo-Simulation
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Statistical test
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Statistischer Test
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Zeitreihenanalyse
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Stochastic process
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Stochastischer Prozess
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Volatility
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Volatilität
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ARCH model
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ARCH-Modell
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Estimation theory
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Markov chain
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Markov-Kette
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Schätztheorie
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USA
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Cointegration
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Einheitswurzeltest
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Incomplete market
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Inflation
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Insolvency
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Insolvenz
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Interest rate
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Kointegration
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Option trading
4
Optionsgeschäft
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Productivity
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Graue Literatur
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10
Working Paper
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Non-commercial literature
8
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English
8
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Busch, Thomas
1
Christiansen, Charlotte
1
Koulikov, Dmitri
1
Lima, Luiz Renato
1
Myhre Lildholt, Peter
1
Rahbek, Anders
1
Souza, Leonardo Rocha
1
Søndergaard Rasmussen, Nicki
1
Tolver Jensen, Søren
1
Xiao, Zhijie
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
Centre for Analytical Finance <Århus>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
45
Ekonomiska forskningsinstitutet <Stockholm>
36
European University Institute / Department of Economics
27
Umeå universitet
10
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
European University Institute / Department of Law
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
Umeå Universitet / Institutionen för Nationalekonomi
5
University of Strathclyde / Department of Economics
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Christian-Albrechts-Universität zu Kiel
4
Institut für Höhere Studien
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University of Cambridge / Department of Applied Economics
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University of Exeter / Department of Economics
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
University of Chicago / Center for Research in Security Prices
3
University of Southampton / Department of Economics
3
Universität Basel / Institut für Statistik und Ökonometrie
3
Université de Montréal / Département de sciences économiques
3
Australien / Bureau of Statistics
2
Birkbeck College / Department of Economics
2
Center for Economic Research <Tilburg>
2
Federal Reserve Bank of New York
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Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
2
Rutgers University / Department of Economics
2
School of Economics <Bundoora, Victoria> / Department of Economics
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
6
Ensaios econômicos
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ECONIS (ZBW)
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1
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
2
Do shocks permanently change output? : Local persistency in economic time series
Lima, Luiz Renato
(
contributor
);
Xiao, Zhijie
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002168401
Saved in:
3
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
Saved in:
4
A note on Chambers's "long memory and aggregation in macroeconomic time series"
Souza, Leonardo Rocha
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001955249
Saved in:
5
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
Saved in:
6
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
Saved in:
7
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
8
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
Saved in:
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