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subject:"Wahrscheinlichkeitsrechnung"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Maximum likelihood estimation"
~subject:"Optionspreistheorie"
~subject:"Probability theory"
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Wahrscheinlichkeitsrechnung
Maximum likelihood estimation
Optionspreistheorie
Probability theory
Estimation theory
12
Schätztheorie
12
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5
Theory
5
Monte Carlo simulation
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Statistical inference
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Sørensen, Michael
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
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6
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Centre for Microdata Methods and Practice <London>
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Federal Reserve Bank of Cleveland
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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London School of Economics and Political Science
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New York University Mathematical Finance Seminar
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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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Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838599
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2
Estimation for discretely observed diffusions using transform functions
Kelly, Leah
(
contributor
);
Platen, Eckhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763246
Saved in:
3
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:
4
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
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