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Sørensen, Michael
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Ørregaard Nielsen, Morten
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Di Miscia, Orazio
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Hansen, Peter Reinhard
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Lunde, Asger
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Myhre Lildholt, Peter
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
599
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
185
Ekonomiska forskningsinstitutet <Stockholm>
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Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
34
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ECONIS (ZBW)
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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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2
Efficient control variates for Monte-Carlo valuation of American options
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724268
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3
Statistical inference for discretely observed Markov jump processes
Bladt, Mogens
(
contributor
);
Sørensen, Michael
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793919
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4
Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
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5
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
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6
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
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7
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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8
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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9
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
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10
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
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