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~institution:"Centre for Analytical Finance <Århus>"
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Estimation theory
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5
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Sørensen, Michael
5
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Hansen, Peter Reinhard
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Koulikov, Dmitri
2
Lunde, Asger
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Myhre Lildholt, Peter
2
Nielsen, Jens Perch
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Rahbek, Anders
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Shephard, Neil G.
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Søndergaard Rasmussen, Nicki
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Ørregaard Nielsen, Morten
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Engsted, Tom
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Jones, M. C.
1
Kelly, Leah
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Platen, Eckhard
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Schmid, Wolfgang
1
Skovgaard, Ib Michael
1
Stegenborg Larsen, Kristian
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Sørensen, Helle
1
Tolver Jensen, Søren
1
Tzotchev, Dobromir
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
674
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211
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
197
International Monetary Fund
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Econometrisch Instituut <Rotterdam>
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17
Escola de Pós-Graduação em Economia <Rio de Janeiro>
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School of Finance and Business Economics <Perth, Western Australia>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
26
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ECONIS (ZBW)
26
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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:
2
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
3
Vector equilibrium correction models with non-linear discountinuous adjustments
Bec, Frédérique
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728534
Saved in:
4
The comovement of US and UK stock markets
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660129
Saved in:
5
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
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6
A comparison of volatility models : does anything beat a GARCH(1,1)?
Hansen, Peter Reinhard
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563856
Saved in:
7
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:
8
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
Saved in:
9
Modeling sequences of long memory non-negative covariance stationary random variables
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793903
Saved in:
10
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
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