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subject:"Time series analysis"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Umeå universitet"
~subject:"Welfare analysis"
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Time series analysis
Welfare analysis
Theorie
197
Theory
197
Schweden
28
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28
Estimation theory
26
Schätztheorie
26
Estimation
17
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17
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17
Option pricing theory
14
Optionspreistheorie
14
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11
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11
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10
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10
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9
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Brännäs, Kurt
6
DeLuna, Xavier
3
Bask, Mikael
2
Busch, Thomas
1
Christiansen, Charlotte
1
Gooijer, Jan G. de
1
Hellström, Jörgen
1
Johansson, Per-Olov
1
Koulikov, Dmitri
1
Myhre Lildholt, Peter
1
Rahbek, Anders
1
Søndergaard Rasmussen, Nicki
1
Tolver Jensen, Søren
1
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Centre for Analytical Finance <Århus>
Umeå universitet
National Bureau of Economic Research
345
Ekonomiska forskningsinstitutet <Stockholm>
45
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
45
European University Institute / Department of Economics
35
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
10
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10
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9
Econometrisch Instituut <Rotterdam>
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8
European University Institute / Department of Law
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Center for Economic Research <Tilburg>
6
Escola de Pós-Graduação em Economia <Rio de Janeiro>
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Institut für Weltwirtschaft
6
London School of Economics and Political Science
6
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6
Centre for Economic Policy Research
5
Centre for Quantitative Economics & Computing
5
Christian-Albrechts-Universität zu Kiel
5
Federal Reserve Bank of New York
5
Springer Fachmedien Wiesbaden
5
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5
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4
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4
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4
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4
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4
Australian National University / Faculty of Economics and Commerce
3
Birkbeck College / Department of Economics
3
Center for the Study of Law and Economics <Saarbrücken>
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Umeå economic studies
11
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
6
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ECONIS (ZBW)
17
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1
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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
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:
4
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
Saved in:
5
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
6
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
Saved in:
7
Essays on exchange rates : deterministic chaos and technical analysis
Bask, Mikael
-
1998
Persistent link: https://www.econbiz.de/10000984244
Saved in:
8
Forecasting based on very small samples and additional non-sample information
Brännäs, Kurt
;
Hellström, Jörgen
-
1998
Persistent link: https://www.econbiz.de/10000993162
Saved in:
9
Generalized method of moment and indirect estimation of the ARasMA Model
Brännäs, Kurt
;
DeLuna, Xavier
-
1997
Persistent link: https://www.econbiz.de/10000958691
Saved in:
10
Using moving blocks bootstrap to test for the presence of a positive Lyapunov exponent in a time series
Bask, Mikael
-
1997
Persistent link: https://www.econbiz.de/10000967465
Saved in:
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