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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Estimation"
~type_genre:"Graue Literatur"
~type_genre:"Konferenzschrift"
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Estimation
Theorie
66
Theory
66
Option pricing theory
21
Optionspreistheorie
21
Volatility
16
Volatilität
16
Yield curve
13
Zinsstruktur
13
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12
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12
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11
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11
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10
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Estimation theory
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Maximum likelihood estimation
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Cointegration
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Kointegration
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Graue Literatur
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9
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Working Paper
9
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9
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Tanggaard, Carsten
3
Brunetti, Celso
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Engsted, Tom
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Raahauge, Peter
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Centre for Analytical Finance <Århus>
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91
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57
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29
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26
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
19
Internationaler Währungsfonds / Research Department
19
Federal Reserve Bank of Cleveland
15
Institute of Finance and Accounting <London>
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Maxwell Graduate School of Citizenship and Public Affairs
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Queen Mary College / Department of Economics
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Türkiye Cumhuriyet Merkez Bankası
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Innocenzo Gasparini Institute for Economic Research <Mailand>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Massachusetts Institute of Technology / Department of Economics
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
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University of Chicago / Center for Research in Security Prices
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Agricultural Land Markets - Efficiency and Regulation
8
Federal Reserve Bank of Richmond
7
Inter-American Development Bank / Research Department
7
John F. Kennedy School of Government
7
Narodna Banka na Republika Makedonija
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University of Canterbury / Dept. of Economics and Finance
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7
Université de Genève / Institut de hautes études internationales
7
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6
Center for the Study of Industrial Organisation
6
European University Institute / Department of Economics
6
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6
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Iowa State University / Center for Agricultural and Rural Development
5
Melbourne Institute of Applied Economic and Social Research
5
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5
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5
Center for Economic Analysis <Boulder, Colo.>
4
Centre for Microdata Methods and Practice <London>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
9
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ECONIS (ZBW)
9
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1
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
2
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
3
Latent utility shocks in a structural empirical asset pricing model
Christensen, Bent Jesper
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507048
Saved in:
4
Optimal residual based tests for fractional cointegration and exchange rate dynamics
Nielsen, Morten Ørregaard
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702310
Saved in:
5
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
Saved in:
6
Return-based and range-based (co)viariance estimation : with an application to foreign exchange markets
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
Saved in:
7
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
8
A new test for speculative bubbles based on return variance decompositions
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660132
Saved in:
9
Global polynomial kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543234
Saved in:
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