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type_genre:"Sammlung"
type_genre:"Working Paper"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Option pricing theory"
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Search: subject_exact:"Estimation theory"
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Option pricing theory
Estimation theory
10
Schätztheorie
10
Theorie
5
Theory
5
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Core
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
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Optionspreistheorie
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Bayes-Statistik
1
Bayesian inference
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CAPM
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Currency option
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Devisenoption
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Einheitswurzeltest
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Financial economics
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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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Optionsanleihe
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Probability theory
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Statistical inference
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Statistical test
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Statistischer Test
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Systematischer Fehler
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Target zone
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Unit root test
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Wahrscheinlichkeitsrechnung
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Barndorff-Nielsen, Ole E.
1
Shephard, Neil G.
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Stegenborg Larsen, Kristian
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Sørensen, Michael
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Centre for Analytical Finance <Århus>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Banque de France / Direction des Etudes Economiques et de la Recherche
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Birkbeck College / Department of Economics
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Federal Reserve Bank of Cleveland
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Nuffield College
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Oxford Financial Research Centre
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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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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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Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
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2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838599
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