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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Cointegration"
~subject:"Monte Carlo simulation"
~subject:"Zinsstruktur"
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Risiko
Cointegration
Monte Carlo simulation
Zinsstruktur
Theorie
80
Theory
80
Option pricing theory
14
Optionspreistheorie
14
Monte-Carlo-Simulation
11
Yield curve
11
Stochastic process
10
Stochastischer Prozess
10
Estimation
8
Schätzung
8
Volatility
8
Volatilität
8
ARCH model
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ARCH-Modell
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Statistical test
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Statistischer Test
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Time series analysis
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Estimation theory
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Markov chain
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Markov-Kette
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Maximum likelihood estimation
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Einheitswurzeltest
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Kointegration
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Option trading
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Optionsgeschäft
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Bayesian inference
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Börsenkurs
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Capital income
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Hedging
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Di Miscia, Orazio
3
Mikkelsen, Peter
3
Taulbjerg, Jes
3
Castle, Jennifer
2
Nielsen, Morten Ørregaard
2
Qin, Xiaochuan
2
Reid, W. Robert
2
Schmidli, Hanspeter
2
Anderson, Warwick
1
Christiansen, Charlotte
1
Daniels, Kenneth N.
1
Engsted, Tom
1
Grasselli, M.R.
1
Hurd, T.R.
1
McAleer, Michael
1
Oxley, Les
1
Reed, W. Robert
1
Schmid, Wolfgang
1
Shin Jensen, Malene
1
Stentoft, Lars
1
Søndergaard Rasmussen, Nicki
1
Tzotchev, Dobromir
1
Webb, Rachel S.
1
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Centre for Analytical Finance <Århus>
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
319
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
46
Ekonomiska forskningsinstitutet <Stockholm>
26
European University Institute / Department of Economics
19
University of Exeter / Department of Economics
13
Edward Elgar Publishing
9
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
9
Australian National University / Faculty of Economics and Commerce
8
Aarhus Universitet / Afdeling for Nationaløkonomi
7
University of Dundee / Department of Economic Studies
7
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
National Institute of Economic and Social Research
6
State University of New York at Albany / Department of Economics
6
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
6
University of Southampton / Department of Economics
6
Federal Reserve Bank of New York
5
Georgetown University / Economics Department
5
Institute of Finance and Accounting <London>
5
Umeå universitet
5
Banque de France / Direction des Etudes Economiques et de la Recherche
4
Birkbeck College / Department of Economics
4
Center for Economic Research <Tilburg>
4
Econometrisch Instituut <Rotterdam>
4
European University Institute / Department of Law
4
Federal Reserve Bank of San Francisco
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Nationalekonomiska Institutionen <Lund>
4
Springer Fachmedien Wiesbaden
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Svenska Handelshögskolan <Helsinki>
4
University of British Columbia / Finance Division
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Weierstraß-Institut für Angewandte Analysis und Stochastik
4
Brown University / Department of Economics
3
Centre for Economic Policy Research
3
Centre for Quantitative Economics & Computing
3
Foerder Institute for Economic Research <Tēl-Āvîv>
3
Goethe-Universität Frankfurt am Main
3
Gottfried Wilhelm Leibniz Universität Hannover
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
20
Working paper
5
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ECONIS (ZBW)
25
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1
Dealing with trading thinness in event studies : an improved trade-to-trade model
Anderson, Warwick
-
2012
Persistent link: https://www.econbiz.de/10009681375
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2
Using model selection algorthims to obtain reliable coefficient estimates
Castle, Jennifer
;
Qin, Xiaochuan
;
Reid, W. Robert
-
2011
Persistent link: https://www.econbiz.de/10009012239
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3
Ten things we should know about time series
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008688841
Saved in:
4
The PCSE estimator is good : just not as good as you think
Reed, W. Robert
;
Webb, Rachel S.
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695603
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5
How to pick the best regression equation : a review and comparison of model selection algorithms
Castle, Jennifer
;
Qin, Xiaochuan
;
Reid, W. Robert
-
2009
Persistent link: https://www.econbiz.de/10008667753
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6
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
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7
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
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8
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
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9
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
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10
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
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