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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Georgetown University / Economics Department"
~institution:"Trinity College Dublin / Department of Economics"
~subject:"Statistischer Test"
~subject:"Volatilität"
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Risiko
Statistischer Test
Volatilität
Theorie
173
Theory
173
Estimation
16
Schätzung
16
Option pricing theory
14
Optionspreistheorie
14
Stochastic process
11
Stochastischer Prozess
11
USA
11
United States
11
Yield curve
11
Zinsstruktur
11
Risk
9
Statistical test
8
Volatility
8
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7
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7
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Suchtheorie
7
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Maximum likelihood estimation
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24
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24
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22
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22
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English
24
Author
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Huggett, Mark
3
Barndorff-Nielsen, Ole E.
2
Hansen, Peter Reinhard
2
Lunde, Asger
2
Schmidli, Hanspeter
2
Shephard, Neil G.
2
Taulbjerg, Jes
2
Thijssen, Jacco J. J.
2
Charness, Gary
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Evans, Martin D. D.
1
Fingleton, John
1
Frain, John C.
1
Génicot, Garance
1
Jakubenas, Paulius
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Strunk Hansen, Charlotte
1
Sørensen, Helle
1
Venardos, Emmanouil
1
Vidon, Edouard
1
Waldron, Patrick
1
Ørregaard Nielsen, Morten
1
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Centre for Analytical Finance <Århus>
Georgetown University / Economics Department
Trinity College Dublin / Department of Economics
National Bureau of Economic Research
387
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
38
Ekonomiska forskningsinstitutet <Stockholm>
17
European University Institute / Department of Economics
15
OECD
15
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
12
Center for Economic Research <Tilburg>
10
Edward Elgar Publishing
9
Birkbeck College / Department of Economics
8
Institute of Finance and Accounting <London>
8
Organisation for Economic Co-operation and Development
8
Svenska Handelshögskolan <Helsinki>
8
Columbia University / Department of Economics
7
Internationaler Währungsfonds / Research Department
7
Rodney L. White Center for Financial Research
7
University of Exeter / Department of Economics
7
University of Southampton / Department of Economics
7
Australian National University / Faculty of Economics and Commerce
6
Brown University / Department of Economics
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
Forschungsinstitut zur Zukunft der Arbeit
6
Springer Fachmedien Wiesbaden
6
University of Dundee / Department of Economic Studies
6
Centre for Economic Policy Research
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
5
Johns Hopkins University / Department of Economics
5
Université de Montréal / Département de sciences économiques
5
Centre for Quantitative Economics & Computing
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Econometrisch Instituut <Rotterdam>
4
European University Institute / Department of Law
4
Instituto Valenciano de Investigaciones Económicas
4
The Wharton Financial Institutions Center
4
Umeå Universitet / Institutionen för Nationalekonomi
4
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
15
Working papers / Economics Department, Georgetown University
5
Trinity economics papers : TEP
3
Trinity economic papers / Technical paper
1
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ECONIS (ZBW)
24
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1
Small sample power of tests of normality when the alternative is an á-stable distribution
Frain, John C.
-
2007
Persistent link: https://www.econbiz.de/10003996408
Saved in:
2
Optimal and strategic terms of mergers under two-source uncertainty
Thijssen, Jacco J. J.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003324687
Saved in:
3
Risk, strategy, and optimal timing of M&A activity
Thijssen, Jacco J. J.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003258202
Saved in:
4
An experimental test of risk-sharing arrangements
Charness, Gary
(
contributor
);
Génicot, Garance
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002110685
Saved in:
5
Precautionary wealth accumulation
Huggett, Mark
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001864649
Saved in:
6
When are comparative dynamics monotone?
Huggett, Mark
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001864692
Saved in:
7
Precautionary wealth accumulation : a positive third derivative is not enough
Huggett, Mark
(
contributor
);
Vidon, Edouard
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001866813
Saved in:
8
FX trading and exchange rate dynamics
Evans, Martin D. D.
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001592933
Saved in:
9
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
10
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:
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