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Estimation theory
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Barndorff-Nielsen, Ole E.
3
Sørensen, Michael
3
Nielsen, Jens Perch
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Shephard, Neil G.
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Strunk Hansen, Charlotte
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Tanggaard, Carsten
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Tuypens, Bjorn E.
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Stegenborg Larsen, Kristian
1
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1
Tzotchev, Dobromir
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
497
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
148
International Monetary Fund (IMF)
79
Ekonomiska forskningsinstitutet <Stockholm>
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European University Institute / Department of Economics
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Umeå universitet
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Département de Sciences Économiques, Université de Montréal
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University of New England / Department of Econometrics
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Center for Economic Research <Tilburg>
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OECD
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Centre for Microdata Methods and Practice <London>
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Tilburg University, Center for Economic Research
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Department of Economics, Pennsylvania State University
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11
Organisation for Economic Co-operation and Development
11
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Department of Econometrics and Business Statistics, Monash Business School
10
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10
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10
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Columbia University / Department of Economics
9
Department of Agricultural and Resource Economics, University of California-Berkeley
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
16
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ECONIS (ZBW)
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Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
Saved in:
2
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
3
Long-run regression : theory and application to U.S. asset markets
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491534
Saved in:
4
Econometric analysis of realised covariation : high frequency covariance, regression and correlation in financial economics
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686826
Saved in:
5
Local linear density estimation for filtered survival data, with bias correction
Jones, M. C.
(
contributor
);
Nielsen, Jens Perch
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227638
Saved in:
6
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
7
Regular and modified kernel-based estimators of integrated variance : the case with independent noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491800
Saved in:
8
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
Saved in:
9
Efficient control variates for Monte-Carlo valuation of American options
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724268
Saved in:
10
Estimation for discretely observed diffusions using transform functions
Kelly, Leah
(
contributor
);
Platen, Eckhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763246
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