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Theorie
70
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Barndorff-Nielsen, Ole E.
8
Sørensen, Michael
5
Tanggaard, Carsten
5
Christensen, Bent Jesper
4
Lunde, Asger
4
Ørregaard Nielsen, Morten
4
Di Miscia, Orazio
3
Hansen, Peter Reinhard
3
Mikkelsen, Peter
3
Myhre Lildholt, Peter
3
Nielsen, Jens Perch
3
Shepard, Neil
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Brunetti, Celso
2
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Koulikov, Dmitri
2
Løchte Jørgensen, Peter
2
Nielsen, Morten Ørregaard
2
Raahauge, Peter
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bibby, Bo Martin
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
Kessler, Mathieu
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1,137
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406
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
321
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310
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256
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79
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
77
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ECONIS (ZBW)
77
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1
Optimal residual based tests for fractional cointegration and exchange rate dynamics
Nielsen, Morten Ørregaard
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702310
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2
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
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3
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
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4
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
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2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
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5
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
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contributor
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2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
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6
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
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2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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7
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
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2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
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8
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
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9
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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10
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
(
contributor
)
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2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
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