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institution:"Københavns Universitet / Økonomisk Institut"
type_genre:"Non-commercial literature"
~institution:"Centre for Analytical Finance <Århus>"
~person:"Kongsted, Hans Christian"
~person:"Mikkelsen, Peter"
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Kongsted, Hans Christian
Mikkelsen, Peter
Schenk-Hoppé, Klaus Reiner
7
Barndorff-Nielsen, Ole E.
6
Hougaard, Jens Leth
5
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Københavns Universitet / Økonomisk Institut
Centre for Analytical Finance <Århus>
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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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Analyzing I(2) systems by transformed vector autoregressions
Kongsted, Hans Christian
(
contributor
); …
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2002
Persistent link: https://www.econbiz.de/10001716142
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2
Testing the nominal-to-read transformation
Kongsted, Hans Christian
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001687895
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3
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
4
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
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5
Cross-currency LIBOR market models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563858
Saved in:
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