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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Forschungsinstitut zur Zukunft der Arbeit"
~subject:"Statistischer Test"
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Statistischer Test
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Hansen, Peter Reinhard
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Centre for Analytical Finance <Århus>
Forschungsinstitut zur Zukunft der Arbeit
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
19
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Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
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2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
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2
Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of volatility models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
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3
A simple procedure for the evaluation of treatment effects on duration variables
Abbring, Jaap H.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001769072
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4
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
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2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
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5
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
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6
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
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2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
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7
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
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8
General diagnostic tests for cross section dependence in panels
Pesaran, M. Hashem
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002182008
Saved in:
9
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
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