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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Centro Studi Luca d'Agliano <Turin>"
~institution:"European University Institute / Department of Law"
~institution:"Umeå universitet"
~subject:"ARCH model"
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Risiko
ARCH model
Theorie
307
Theory
307
Estimation theory
28
Schweden
28
Schätztheorie
28
Sweden
28
Estimation
23
Schätzung
23
Time series analysis
22
Zeitreihenanalyse
22
Option pricing theory
14
Optionspreistheorie
14
Forecasting model
12
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12
Welfare economics
12
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11
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Aronsson, Thomas
3
Löfgren, Karl-Gustaf
3
Faini, Riccardo
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Allen, Franklin
1
Backlund, Kenneth
1
Carletti, Elena
1
Christiansen, Charlotte
1
Daveri, Francesco
1
Gale, Douglas
1
Jensen, Morten Berg
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
Lunde, Asger
1
Myhre Lildholt, Peter
1
Ortigueira, Salvador
1
Siassi, Nawid
1
Tolver Jensen, Søren
1
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Institution
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Centre for Analytical Finance <Århus>
Centro Studi Luca d'Agliano <Turin>
European University Institute / Department of Law
Umeå universitet
National Bureau of Economic Research
213
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
18
Ekonomiska forskningsinstitutet <Stockholm>
16
Edward Elgar Publishing
9
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
9
European University Institute / Department of Economics
8
Chambre de commerce et d'industrie de Paris
6
University of Dundee / Department of Economic Studies
6
Australian National University / Faculty of Economics and Commerce
5
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5
Shakai-Keizai-Kenkyūsho <Osaka>
5
University of Southampton / Department of Economics
5
Center for Economic Research <Tilburg>
4
Georgetown University / Economics Department
4
University of Exeter / Department of Economics
4
Birkbeck College / Department of Economics
3
Centre for Quantitative Economics & Computing
3
Econometrisch Instituut <Rotterdam>
3
Federal Reserve System / Division of Research and Statistics
3
Foerder Institute for Economic Research <Tēl-Āvîv>
3
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
3
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3
Instituto Valenciano de Investigaciones Económicas
3
Internationaler Währungsfonds
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3
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2
Bank für Internationalen Zahlungsausgleich
2
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2
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2
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Conference on Risk and the Rate of Return <1973, Vail, Colo.>
2
Federal Reserve Bank of New York
2
Forschungsinstitut zur Zukunft der Arbeit
2
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
8
Umeå economic studies
4
Development studies working papers / Centro Studi Luca d'Agliano
2
EUI working paper / ECO
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ECONIS (ZBW)
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1
Money, financial stability and efficiency
Allen, Franklin
;
Carletti, Elena
;
Gale, Douglas
-
2011
Persistent link: https://www.econbiz.de/10008935684
Saved in:
2
How important is intra-household risk sharing for savings and labor supply?
Ortigueira, Salvador
;
Siassi, Nawid
-
2010
Persistent link: https://www.econbiz.de/10008935953
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
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:
5
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:
6
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:
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
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:
9
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:
10
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
Saved in:
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