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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Centre for Actuarial Studies"
~institution:"Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>"
~subject:"ARCH model"
~subject:"Probability theory"
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Risiko
ARCH model
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Mißler-Behr, Magdalena
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Rahbek, Anders
2
Schmidli, Hanspeter
2
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1
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1
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1
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1
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1
Myhre Lildholt, Peter
1
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1
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1
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Centre for Analytical Finance <Århus>
Centre for Actuarial Studies
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
National Bureau of Economic Research
224
Ekonomiska forskningsinstitutet <Stockholm>
18
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
11
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Center for Economic Research <Tilburg>
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Springer Fachmedien Wiesbaden
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
9
Arbeitspapiere zur mathematischen Wirtschaftsforschung
5
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
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ECONIS (ZBW)
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1
Upper bounds for ultimate ruin probabilities in the Sparre Anderson model with interest
Cai, Jun
(
contributor
);
Dickson, David C. M.
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001684466
Saved in:
2
Explicit, finite time ruin probabilities for discrete, dependent claims
Ignatov, Zvetan G.
(
contributor
); …
-
2001
Persistent link: https://www.econbiz.de/10001642348
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
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
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
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:
7
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:
8
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
9
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:
10
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:
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