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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Chambre de commerce et d'industrie de Paris"
~subject:"Markov-Kette"
~subject:"Maximum-Likelihood-Schätzung"
~type:"book"
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Risiko
Markov-Kette
Maximum-Likelihood-Schätzung
Theorie
124
Theory
124
Option pricing theory
17
Optionspreistheorie
17
Stochastic process
11
Stochastischer Prozess
11
Yield curve
11
Zinsstruktur
11
Estimation
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Schätzung
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Estimation theory
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18
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Gollier, Christian
2
Henrotte, Philippe
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Sørensen, Michael
2
Chesney, Marc
1
Christiansen, Charlotte
1
Crès, Hervé
1
Di Miscia, Orazio
1
Elliott, Robert J.
1
Hansen, Niels Richard
1
Kessler, Mathieu
1
Kristensen, Dennis
1
Mikkelsen, Peter
1
Pratt, John W.
1
Rahbek, Anders
1
Rossi, Isabelle
1
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1
Uchida, Masayuki
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Centre for Analytical Finance <Århus>
Chambre de commerce et d'industrie de Paris
National Bureau of Economic Research
224
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
Ekonomiska forskningsinstitutet <Stockholm>
16
Edward Elgar Publishing
9
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
9
European University Institute / Department of Economics
8
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
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Center for Economic Research <Tilburg>
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5
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California Agricultural Experiment Station / Department of Agricultural and Resource Economics
4
University of British Columbia / Finance Division
4
Birkbeck College / Department of Economics
3
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3
European University Institute / Department of Law
3
Federal Reserve Bank of St. Louis
3
Federal Reserve System / Division of Research and Statistics
3
Foerder Institute for Economic Research <Tēl-Āvîv>
3
Forschungsinstitut zur Zukunft der Arbeit
3
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
3
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3
Internationaler Währungsfonds
3
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3
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
12
Les cahiers de recherche / HEC Paris
5
Les cahiers de recherche / Ecole des hautes études commerciales / Groupe HEC
1
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ECONIS (ZBW)
18
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1
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
2
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
3
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
4
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:
5
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
6
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:
7
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:
8
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:
9
On time-reversibility and estimating functions for Markov processes
Kessler, Mathieu
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690055
Saved in:
10
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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