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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Centro Studi Luca d'Agliano <Turin>"
~institution:"Umeå universitet"
~subject:"Monte-Carlo-Simulation"
~subject:"Volatilität"
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Risiko
Monte-Carlo-Simulation
Volatilität
Theorie
234
Theory
234
Schweden
28
Sweden
28
Estimation theory
27
Schätztheorie
27
Estimation
21
Schätzung
21
Time series analysis
17
Zeitreihenanalyse
17
Option pricing theory
14
Optionspreistheorie
14
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11
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22
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22
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English
23
Author
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Aronsson, Thomas
3
Löfgren, Karl-Gustaf
3
Faini, Riccardo
2
Schmidli, Hanspeter
2
Backlund, Kenneth
1
Barndorff-Nielsen, Ole E.
1
Brännäs, Kurt
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Daveri, Francesco
1
Di Miscia, Orazio
1
Grasselli, M.R.
1
Hall, Andreia
1
Hansen, Peter Reinhard
1
Hurd, T.R.
1
Lunde, Asger
1
Mikkelsen, Peter
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Nielsen, Morten Ørregaard
1
Schmid, Wolfgang
1
Shephard, Neil G.
1
Stentoft, Lars
1
Strunk Hansen, Charlotte
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Tzotchev, Dobromir
1
Venardos, Emmanouil
1
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Centre for Analytical Finance <Århus>
Centro Studi Luca d'Agliano <Turin>
Umeå universitet
National Bureau of Economic Research
383
Ekonomiska forskningsinstitutet <Stockholm>
24
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
23
European University Institute / Department of Economics
13
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
12
Edward Elgar Publishing
9
University of Exeter / Department of Economics
9
Birkbeck College / Department of Economics
8
Institute of Finance and Accounting <London>
8
Internationaler Währungsfonds / Research Department
7
Rodney L. White Center for Financial Research
7
Svenska Handelshögskolan <Helsinki>
7
Australian National University / Faculty of Economics and Commerce
6
Chambre de commerce et d'industrie de Paris
6
Federal Reserve System / Board of Governors
6
Federal Reserve System / Division of Research and Statistics
6
Instituto Valenciano de Investigaciones Económicas
6
International Monetary Fund
6
University of Dundee / Department of Economic Studies
6
Georgetown University / Economics Department
5
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
5
University of British Columbia / Finance Division
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5
University of Southampton / Department of Economics
5
Center for Economic Research <Tilburg>
4
Centre for Economic Policy Research
4
Centre for Quantitative Economics & Computing
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Forschungsinstitut zur Zukunft der Arbeit
4
Robert Schuman Centre for Advanced Studies
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Springer Fachmedien Wiesbaden
4
State University of New York at Albany / Department of Economics
4
The Wharton Financial Institutions Center
4
Umeå Universitet / Institutionen för Nationalekonomi
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Bank für Internationalen Zahlungsausgleich
3
Brown University / Department of Economics
3
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
16
Umeå economic studies
5
Development studies working papers / Centro Studi Luca d'Agliano
2
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ECONIS (ZBW)
23
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1
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
Saved in:
2
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
3
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
4
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
5
Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of volatility models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
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
Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269
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
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