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~institution:"Centre for Analytical Finance <Århus>"
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Christensen, Bent Jesper
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Lunde, Asger
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
1,072
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
251
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
92
International Monetary Fund (IMF)
91
C.E.P.R. Discussion Papers
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Institut für Schweizerisches Bankwesen <Zürich>
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EconWPA
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World Bank
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Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
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National Centre of Competence in Research North South <Bern>
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
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Institut für Weltwirtschaft
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Banque de France
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Ekonomiska forskningsinstitutet <Stockholm>
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Reserve Bank of Australia
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
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Cowles Foundation for Research in Economics, Yale University
16
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
16
Institute for International Economic Studies (IIES), Stockholms Universitet
16
Banca d'Italia
15
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
26
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ECONIS (ZBW)
26
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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:
2
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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3
Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
Saved in:
4
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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5
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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6
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
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7
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
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8
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
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9
Optimal inference in diffusion models of the short rate of interest
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622256
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10
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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