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Estimation theory
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Barndorff-Nielsen, Ole E.
3
Sørensen, Michael
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Lunde, Asger
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Nielsen, Jens Perch
2
Shephard, Neil G.
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Strunk Hansen, Charlotte
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Myhre Lildholdt, Peter
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Nielsen, Morten Ørregaard
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Stegenborg Larsen, Kristian
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Søndergaard Rasmussen, Nicki
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Sørensen, Helle
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
562
International Monetary Fund (IMF)
441
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
154
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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International Monetary Fund
48
Ekonomiska forskningsinstitutet <Stockholm>
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European University Institute / Department of Economics
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Département de Sciences Économiques, Université de Montréal
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OECD
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Centre for Microdata Methods and Practice <London>
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Centre for Quantitative Economics & Computing
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Econometrisch Instituut <Rotterdam>
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14
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13
HAL
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Federal Reserve System / Division of Research and Statistics
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Umeå Universitet / Institutionen för Nationalekonomi
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
20
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ECONIS (ZBW)
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1
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:
2
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
3
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:
4
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
Saved in:
5
Return-based and range-based (co)viariance estimation : with an application to foreign exchange markets
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
Saved in:
6
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:
7
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
8
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:
9
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:
10
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
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