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Estimation theory
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11
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5
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1999-2000
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Sørensen, Michael
4
Barndorff-Nielsen, Ole E.
2
Hansen, Peter Reinhard
2
Koulikov, Dmitri
2
Lunde, Asger
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Shephard, Neil G.
2
Søndergaard Rasmussen, Nicki
2
Tanggaard, Carsten
2
Ørregaard Nielsen, Morten
2
Bibby, Bo Martin
1
Bladt, Mogens
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Brunetti, Celso
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Jones, M. C.
1
Kelly, Leah
1
Platen, Eckhard
1
Poulsen, Rolf
1
Rahbek, Anders
1
Schmid, Wolfgang
1
Skovgaard, Ib Michael
1
Stegenborg Larsen, Kristian
1
Sørensen, Helle
1
Tolver Jensen, Søren
1
Tzotchev, Dobromir
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
571
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
178
Ekonomiska forskningsinstitutet <Stockholm>
81
European University Institute / Department of Economics
49
International Monetary Fund (IMF)
49
Umeå universitet
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Econometrisch Instituut <Rotterdam>
26
OECD
24
University of New England / Department of Econometrics
23
London School of Economics and Political Science
22
Center for Economic Research <Tilburg>
21
Centre for Quantitative Economics & Computing
20
Centre for Microdata Methods and Practice <London>
18
Escola de Pós-Graduação em Economia <Rio de Janeiro>
17
University of Exeter / Department of Economics
17
Deutsche Forschungsgemeinschaft
16
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
16
Institut für Weltwirtschaft
15
Umeå Universitet / Institutionen för Nationalekonomi
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14
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14
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Federal Reserve Bank of St. Louis
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Federal Reserve System / Division of Research and Statistics
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Forschungsinstitut zur Zukunft der Arbeit
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International Energy Agency
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State University of New York at Albany / Department of Economics
10
University of Chicago / Graduate School of Business
10
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
9
University of Southampton / Department of Economics
9
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
23
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ECONIS (ZBW)
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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
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
3
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:
4
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
Saved in:
5
Time series modelling of daily log-price ranges for SF/USD and USD/GBP
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719176
Saved in:
6
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
7
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
Saved in:
8
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
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
Modeling sequences of long memory non-negative covariance stationary random variables
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793903
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