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Theorie
70
Theory
70
Option pricing theory
15
Optionspreistheorie
15
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12
Schätztheorie
12
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11
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11
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Barndorff-Nielsen, Ole E.
10
Sørensen, Michael
6
Christensen, Bent Jesper
5
Shephard, Neil G.
5
Tanggaard, Carsten
5
Lunde, Asger
4
Søndergaard Rasmussen, Nicki
4
Di Miscia, Orazio
3
Hansen, Peter Reinhard
3
Mikkelsen, Peter
3
Nielsen, Jens Perch
3
Raahauge, Peter
3
Shepard, Neil
3
Strunk Hansen, Charlotte
3
Taulbjerg, Jes
3
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Nielsen, Morten Ørregaard
2
Poulsen, Rolf
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Ørregaard Nielsen, Morten
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bladt, Mogens
1
Brunetti, Celso
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Grosen, Anders
1
Hansen, Niels Richard
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Jensen, Morten Berg
1
Jones, M. C.
1
Kelly, Leah
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,514
Edward Elgar Publishing
412
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
373
OECD
365
Ekonomiska forskningsinstitutet <Stockholm>
297
Center for Economic Research <Tilburg>
280
European University Institute / Department of Economics
255
Springer Fachmedien Wiesbaden
254
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238
IGI Global
213
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103
Social Systems Research Institute
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90
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84
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79
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78
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76
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76
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74
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74
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73
Instituto Valenciano de Investigaciones Económicas
72
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
71
Federal Reserve System / Division of Research and Statistics
70
Deutschland / Bundeswehr / Universität Hamburg
69
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
78
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ECONIS (ZBW)
78
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1
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
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2
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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3
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702284
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4
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
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5
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
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2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
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6
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
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7
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
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8
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
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2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
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9
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
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10
Boundary and bias correction in kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543238
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