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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Rodney L. White Center for Financial Research"
~institution:"Trinity College Dublin / Department of Economics"
~subject:"Estimation theory"
~type_genre:"Non-commercial literature"
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Risiko
Estimation theory
Theorie
147
Theory
147
Estimation
17
Schätzung
17
Volatility
14
Volatilität
14
Yield curve
14
Zinsstruktur
14
Option pricing theory
13
Optionspreistheorie
13
Capital income
12
Kapitaleinkommen
12
Schätztheorie
10
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9
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9
Börsenkurs
8
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8
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Non-commercial literature
Arbeitspapier
15
Working Paper
15
Graue Literatur
13
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English
13
Author
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Brandt, Michael W.
4
Diebold, Francis X.
3
Alizadeh, Sassan
2
Kadlec, Gregory B.
2
Schmidli, Hanspeter
2
Fingleton, John
1
Nielsen, Jens Perch
1
Pástor, Ľuboš
1
Santa-Clara, Pedro
1
Schmid, Wolfgang
1
Stambaugh, Robert F.
1
Stegenborg Larsen, Kristian
1
Sørensen, Helle
1
Sørensen, Michael
1
Tanggaard, Carsten
1
Tzotchev, Dobromir
1
Waldron, Patrick
1
Ørregaard Nielsen, Morten
1
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Institution
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Centre for Analytical Finance <Århus>
Rodney L. White Center for Financial Research
Trinity College Dublin / Department of Economics
Ekonomiska forskningsinstitutet <Stockholm>
30
European University Institute / Department of Economics
23
Umeå universitet
23
Center for Economic Research <Tilburg>
19
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
19
University of New England / Department of Econometrics
19
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
16
Birkbeck College / Department of Economics
11
Forschungsinstitut zur Zukunft der Arbeit
11
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
11
University of Exeter / Department of Economics
11
Federal Reserve System / Division of Research and Statistics
9
Universität Basel / Institut für Statistik und Ökonometrie
9
Chambre de commerce et d'industrie de Paris
8
Australian National University / Faculty of Economics and Commerce
7
National Bureau of Economic Research
7
University of Southampton / Department of Economics
7
Umeå Universitet / Institutionen för Nationalekonomi
6
Universitetet i Oslo / Økonomisk institutt
6
Aarhus Universitet / Afdeling for Nationaløkonomi
5
Centre for Microdata Methods and Practice <London>
5
Foerder Institute for Economic Research <Tēl-Āvîv>
5
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
5
Johns Hopkins University / Department of Economics
5
Rutgers University / Department of Economics
5
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
5
Banque de France / Direction des Etudes Economiques et de la Recherche
4
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
4
Deutsche Forschungsgemeinschaft
4
Georgetown University / Economics Department
4
Universität Mannheim / Institut für Volkswirtschaft und Statistik
4
Australian National University / Faculty of Economics
3
Brown University / Department of Economics
3
Centre for Quantitative Economics & Computing
3
Centro Studi Luca d'Agliano <Turin>
3
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
3
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
3
European University Institute / Department of Law
3
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
7
Working papers / Rodney L. White Center for Financial Research
5
Trinity economic papers / Technical paper
1
Source
All
ECONIS (ZBW)
13
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1
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
Saved in:
2
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004134
Saved in:
3
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:
4
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
Saved in:
5
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002023808
Saved in:
6
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:
7
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:
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
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011289
Saved in:
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