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Theorie
70
Theory
70
Stochastic process
17
Stochastischer Prozess
17
Option pricing theory
16
Optionspreistheorie
16
Time series analysis
12
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75
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English
82
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Barndorff-Nielsen, Ole E.
8
Sørensen, Michael
7
Tanggaard, Carsten
5
Lunde, Asger
4
Shepard, Neil
4
Ørregaard Nielsen, Morten
4
Christensen, Bent Jesper
3
Di Miscia, Orazio
3
Hansen, Peter Reinhard
3
Mikkelsen, Peter
3
Myhre Lildholt, Peter
3
Nielsen, Jens Perch
3
Schmidli, Hanspeter
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Bibby, Bo Martin
2
Brunetti, Celso
2
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Koulikov, Dmitri
2
Levendorskij, Sergej Z.
2
Løchte Jørgensen, Peter
2
Nielsen, Morten Ørregaard
2
Raahauge, Peter
2
Rahbek, Anders
2
Sørensen, Helle
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bladt, Mogens
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Grosen, Anders
1
Hansen, Niels Richard
1
Hurd, T.R.
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,262
Edward Elgar Publishing
412
OECD
343
Ekonomiska forskningsinstitutet <Stockholm>
305
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
291
Center for Economic Research <Tilburg>
282
Springer Fachmedien Wiesbaden
257
European University Institute / Department of Economics
254
International Monetary Fund
240
IGI Global
213
Forschungsinstitut zur Zukunft der Arbeit
167
World Bank
157
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141
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138
Centre for Economic Policy Research
134
Umeå universitet
132
Foerder Institute for Economic Research <Tēl-Āvîv>
127
International Monetary Fund (IMF)
110
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110
University of Exeter / Department of Economics
109
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
103
Social Systems Research Institute
102
Springer-Verlag GmbH
91
Australian National University / Faculty of Economics and Commerce
85
European University Institute / Department of Law
82
Universitetet i Oslo / Økonomisk institutt
82
Deutsche Forschungsgemeinschaft
80
Massachusetts Institute of Technology / Department of Economics
79
Columbia University / Department of Economics
77
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77
Robert Schuman Centre for Advanced Studies
77
Econometrisch Instituut <Rotterdam>
76
University of Warwick / Department of Economics
76
De Gruyter Oldenbourg
73
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
73
Erasmus Research Institute of Management
72
Federal Reserve Bank of St. Louis
72
Instituto Valenciano de Investigaciones Económicas
72
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
71
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
82
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ECONIS (ZBW)
82
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1
Diffusion-type models with given marginal and autocorrelation function
Bibby, Bo Martin
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748916
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2
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
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3
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
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4
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
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2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
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5
On time-reversibility and estimating functions for Markov processes
Kessler, Mathieu
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contributor
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690055
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6
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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7
Classification of Markov chains on Rk
Hansen, Niels Richard
(
contributor
)
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543227
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8
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
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9
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
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10
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
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