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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Zentrum für Europäische Wirtschaftsforschung"
~subject:"Kointegration"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Regressionsanalyse"
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Risiko
Kointegration
Maximum-Likelihood-Schätzung
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Theorie
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115
Option pricing theory
14
Optionspreistheorie
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Stochastic process
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Nielsen, Morten Ørregaard
2
Schindler, Dirk
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2
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1
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1
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1
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1
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1
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1
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1
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Centre for Analytical Finance <Århus>
Zentrum für Europäische Wirtschaftsforschung
National Bureau of Economic Research
242
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
54
European University Institute / Department of Economics
19
Ekonomiska forskningsinstitutet <Stockholm>
15
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Aarhus Universitet / Afdeling for Nationaløkonomi
7
Australian National University / Faculty of Economics and Commerce
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Center for Economic Research <Tilburg>
7
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7
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6
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
13
Diskussionspapiere der DFG-Forschergruppe (Nr. 3468269275): Heterogene Arbeit: Positive und Normative Aspekte der Qualifikationsstruktur der Arbeit
2
ZEW discussion papers
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ECONIS (ZBW)
17
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1
Educational risk and public policy : taxation, fees, loans, and incentives
Schindler, Dirk
(
contributor
);
Weigert, Benjamin
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003583007
Saved in:
2
Income Risks, Education, and Taxation as Public Insurance
Schindler, Dirk
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003583012
Saved in:
3
A note on implementing box-cox quantile regression
Fitzenberger, Bernd
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240559
Saved in:
4
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
Saved in:
5
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
6
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
7
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
8
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
9
Misspecification versus bubbles in hyperinflation data : comment
Engsted, Tom
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660135
Saved in:
10
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
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