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~institution:"Centre for Analytical Finance <Århus>"
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Stochastic process
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Barndorff-Nielsen, Ole E.
6
Shephard, Neil G.
3
Sørensen, Michael
3
Bibby, Bo Martin
2
Levendorskij, Sergej Z.
2
Shepard, Neil
2
Ørregaard Nielsen, Morten
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Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Di Miscia, Orazio
1
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Skovgaard, Ib Michael
1
Stelzer, Robert
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Sørensen, Helle
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Centre for Analytical Finance <Århus>
International Monetary Fund (IMF)
102
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
93
National Bureau of Economic Research
67
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
60
HAL
40
Université Paris-Dauphine (Paris IX)
37
International Monetary Fund
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32
School of Economics and Management, University of Aarhus
32
United Nations University-Maastricht Economic Research Institute of Innovation and Technology (UNU-MERIT)
32
London School of Economics (LSE)
18
Cowles Foundation for Research in Economics, Yale University
17
Finance Discipline Group, Business School
17
Tilburg University, Center for Economic Research
15
University of Bonn, Germany
15
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
14
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
14
Department of Economics and Business, Universitat Pompeu Fabra
13
Erasmus University Rotterdam, Econometric Institute
13
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
13
Økonomisk Institut, Københavns Universitet
13
Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano
11
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
11
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
11
Society for Computational Economics - SCE
11
C.E.P.R. Discussion Papers
10
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
10
Collegio Carlo Alberto, Università degli Studi di Torino
10
Department of Economics, Oxford University
10
Institute for the Study of Labor (IZA)
10
Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen
9
Springer Fachmedien Wiesbaden
9
Université Paris-Dauphine
9
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8
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8
Tinbergen Instituut
8
Economics Group, Nuffield College, University of Oxford
7
Graduate School of Business and Economics (GSBE), School of Business and Economics
7
HWWA Institut für Wirtschaftsforschung
7
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
17
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ECONIS (ZBW)
17
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1
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-
processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Saved in:
2
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
3
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
4
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy
processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
5
Spectral analysis of fractionally cointegrated systems
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838618
Saved in:
6
Local empirical spectral measure of multivariate
processes
with long range dependence
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838828
Saved in:
7
Modelling PCS options via individual indices
Schmidli, Hanspeter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793914
Saved in:
8
Power and bipower variation with stocjastic volatility and jumps
Brandorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763251
Saved in:
9
Diffusion-type models with given marginal and autocorrelation function
Bibby, Bo Martin
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748916
Saved in:
10
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
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