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Theorie
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Barndorff-Nielsen, Ole E.
8
Sørensen, Michael
6
Shephard, Neil G.
5
Christiansen, Charlotte
4
Lunde, Asger
4
Ørregaard Nielsen, Morten
4
Christensen, Bent Jesper
3
Hansen, Peter Reinhard
3
Stentoft, Lars
3
Tanggaard, Carsten
3
Bibby, Bo Martin
2
Di Miscia, Orazio
2
Levendorskij, Sergej Z.
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Shepard, Neil
2
Strunk Hansen, Charlotte
2
Søndergaard Rasmussen, Nicki
2
Sørensen, Helle
2
Bladt, Mogens
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Engsted, Tom
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jensen, Morten Berg
1
Jones, M. C.
1
Kelly, Leah
1
Mikkelsen, Peter
1
Nicolato, Elisa
1
Nielsen, Morten Ørregaard
1
Platen, Eckhard
1
Poulsen, Rolf
1
Schmid, Wolfgang
1
Schmidli, Hanspeter
1
Shin Jensen, Malene
1
Skovgaard, Ib Michael
1
Sponholtz, Carina
1
Stegenborg Larsen, Kristian
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
1,489
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
204
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
199
International Monetary Fund (IMF)
132
Ekonomiska forskningsinstitutet <Stockholm>
60
C.E.P.R. Discussion Papers
59
Institut für Schweizerisches Bankwesen <Zürich>
56
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42
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40
OECD
35
EconWPA
34
International Monetary Fund
33
Agricultural and Applied Economics Association - AAEA
30
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
29
Center for Economic Research <Tilburg>
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Sonderforschungsbereich Ökonomisches Risiko <Berlin>
27
Umeå universitet
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Université Paris-Dauphine (Paris IX)
27
Econometrisch Instituut <Rotterdam>
26
Federal Reserve Bank of St. Louis
25
Rodney L. White Center for Financial Research
25
University of Exeter / Department of Economics
25
University of New England / Department of Econometrics
23
Federal Reserve System / Division of Research and Statistics
22
Institut für Weltwirtschaft
22
London School of Economics and Political Science
22
European Association of Agricultural Economists - EAAE
20
National Centre of Competence in Research North South <Bern>
20
World Bank
20
Chambre de commerce et d'industrie de Paris
19
Deutsche Forschungsgemeinschaft
19
Tinbergen Instituut
19
Centre for Microdata Methods and Practice <London>
18
Centre for Quantitative Economics & Computing
18
CESifo
17
Erasmus Research Institute of Management
17
Nationalekonomiska Institutionen <Lund>
17
Nationalekonomiska Institutionen, Ekonomihögskolan
17
Reserve Bank of Australia
17
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
52
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ECONIS (ZBW)
52
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1
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
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
5
Semiparametric analysis of stationary fractional cointegration and the implied-realized
volatility
relation in high-frequency options data
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599144
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6
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
Saved in:
7
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
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8
Option pricing in stochastic
volatility
models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
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9
Power and bipower variation with stocjastic
volatility
and jumps
Brandorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763251
Saved in:
10
Barrier options and touch-and-out options under regular Lévy processes of exponential type
Bojarčenko, Svetlana I.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543244
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