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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Goethe-Universität Frankfurt am Main"
~subject:"Estimation"
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Estimation
Theorie
95
Theory
95
Option pricing theory
15
Optionspreistheorie
15
Schätzung
14
Yield curve
12
Zinsstruktur
12
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Maximum likelihood estimation
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Share price
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Erwartungsbildung
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Expectation formation
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Option trading
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Optionsgeschäft
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Tanggaard, Carsten
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Brunetti, Celso
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Franz, Thorsten
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Naeher, Dominik
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Centre for Analytical Finance <Århus>
Goethe-Universität Frankfurt am Main
National Bureau of Economic Research
478
Ekonomiska forskningsinstitutet <Stockholm>
41
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32
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
30
Springer Fachmedien Wiesbaden
27
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22
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Eric Cuvillier <Firma>
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Federal Reserve System / Division of Research and Statistics
7
University of Exeter / Department of Economics
7
Centre for Quantitative Economics & Computing
6
Christian-Albrechts-Universität zu Kiel
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
6
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International Monetary Fund
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Leibniz-Institut für Wirtschaftsforschung Halle
6
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
7
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ECONIS (ZBW)
14
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1
Trust in the sharing economy : analyzing the effects of trust in the two-sided sharing economy market
Mittendorf, Christoph
-
2018
Persistent link: https://www.econbiz.de/10012012956
Saved in:
2
Essays on empirical macro-finance
Franz, Thorsten
-
2018
Persistent link: https://www.econbiz.de/10012003637
Saved in:
3
Technology adoption and information processing :
theory
and applications to rural development
Naeher, Dominik
-
2018
Persistent link: https://www.econbiz.de/10012003660
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
Global polynomial kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543234
Saved in:
6
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:
7
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:
8
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
9
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
10
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
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