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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>"
~subject:"ARCH model"
~subject:"Markov-Kette"
~subject:"Probability theory"
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Risiko
ARCH model
Markov-Kette
Probability theory
Theorie
97
Theory
97
Option pricing theory
15
Optionspreistheorie
15
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Schätzung
9
Deutschland
7
Estimation
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Estimation theory
7
Germany
7
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Statistischer Test
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Time series analysis
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Index futures
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Option trading
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Arbeitspapier
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19
Working Paper
19
Forschungsbericht
5
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English
15
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Christiansen, Charlotte
2
Mißler-Behr, Magdalena
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Sørensen, Michael
2
Bamberg, Günter
1
Di Miscia, Orazio
1
Dorfleitner, Gregor
1
Hansen, Niels Richard
1
Hauke, Wolfgang
1
Hoetger, Bernhard
1
Hötger, Bernhard
1
Jensen, Morten Berg
1
Kessler, Mathieu
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
Lechner, Wolfgang
1
Lunde, Asger
1
Mikkelsen, Peter
1
Myhre Lildholt, Peter
1
Stegenborg Larsen, Kristian
1
Tolver Jensen, Søren
1
Trost, Ralf
1
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Centre for Analytical Finance <Århus>
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
National Bureau of Economic Research
236
Ekonomiska forskningsinstitutet <Stockholm>
23
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
23
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
11
European University Institute / Department of Economics
10
Edward Elgar Publishing
9
Umeå universitet
7
Chambre de commerce et d'industrie de Paris
6
Springer Fachmedien Wiesbaden
6
University of Dundee / Department of Economic Studies
6
University of Southampton / Department of Economics
6
Australian National University / Faculty of Economics and Commerce
5
Center for Economic Research <Tilburg>
5
Econometrisch Instituut <Rotterdam>
5
Federal Reserve System / Board of Governors
5
Instituto Valenciano de Investigaciones Económicas
5
Shakai-Keizai-Kenkyūsho <Osaka>
5
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
4
Deutsche Forschungsgemeinschaft
4
Georgetown University / Economics Department
4
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
4
University of British Columbia / Finance Division
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University of Exeter / Department of Economics
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Universität Dortmund / Wirtschafts- und Sozialwissenschaftliche Fakultät
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Brown University / Department of Economics
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Foerder Institute for Economic Research <Tēl-Āvîv>
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IGI Global
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Institute of Finance and Accounting <London>
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Internationaler Währungsfonds
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Johns Hopkins University / Department of Economics
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Robert Schuman Centre for Advanced Studies
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Social Systems Research Institute
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
14
Arbeitspapiere zur mathematischen Wirtschaftsforschung
5
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ECONIS (ZBW)
19
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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
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:
3
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:
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
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
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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