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subject:"Exchange rate"
subject:"Probability theory"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Federal Reserve Bank of Cleveland"
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Exchange rate
Probability theory
Estimation theory
16
Schätztheorie
14
Theorie
7
Theory
7
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Option pricing theory
3
Optionspreistheorie
3
Core
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Currency option
2
Devisenoption
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Estimation
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Schätzung
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Analysis of variance
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Bayes-Statistik
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Bayesian inference
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Bayesian statistical decision theory
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1
Econometric models
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Induktive Statistik
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Interest rate
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Kapitalmarkttheorie
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Market microstructure
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Markov chain
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Markov-Kette
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Marktmikrostruktur
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Noise Trading
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Noise trading
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Craig, Ben R.
1
Keller, Joachim G.
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Stegenborg Larsen, Kristian
1
Sørensen, Michael
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Centre for Analytical Finance <Århus>
Federal Reserve Bank of Cleveland
National Bureau of Economic Research
11
Rodney L. White Center for Financial Research
3
Universität Basel / Institut für Statistik und Ökonometrie
3
Centre for Microdata Methods and Practice <London>
2
Centre for Quantitative Economics & Computing
2
Deutsche Forschungsgemeinschaft
2
Umeå universitet
2
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
1
Econometrisch Instituut <Rotterdam>
1
European University Institute / Department of Economics
1
Institut für Ökonometrie und Operations Research, Rheinische Friedrich-Wilhelms-Universität Bonn
1
Internationaler Währungsfonds / Policy Development and Review Department
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Springer International Publishing
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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Università cattolica del Sacro Cuore
1
Universität Dortmund
1
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
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Federal Reserve Bank of Cleveland working paper series
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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The empirical performance of option-based densities of foreign exchange
Craig, Ben R.
(
contributor
);
Keller, Joachim G.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542714
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2
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
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