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~institution:"Centre for Analytical Finance <Århus>"
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Estimation theory
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4
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4
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Sørensen, Michael
4
Barndorff-Nielsen, Ole E.
2
Nielsen, Jens Perch
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Shephard, Neil G.
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Tanggaard, Carsten
2
Bladt, Mogens
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Christensen, Bent Jesper
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1
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Tzotchev, Dobromir
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Uchida, Masayuki
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Ørregaard Nielsen, Morten
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
458
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
131
Forschungsdatenzentrum der Bundesagentur für Arbeit, Institut für Arbeitsmarkt- und Berufsforschung (IAB)
52
Ekonomiska forskningsinstitutet <Stockholm>
41
European University Institute / Department of Economics
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OECD
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Center for Economic Research <Tilburg>
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Centre for Microdata Methods and Practice <London>
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Centre for Quantitative Economics & Computing
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Europäische Kommission / Statistisches Amt
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University of Exeter / Department of Economics
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Organisation for Economic Co-operation and Development
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Institut für Weltwirtschaft
10
International Energy Agency
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Forschungsinstitut zur Zukunft der Arbeit
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
9
University of Western Australia / Department of Economics
9
State University of New York at Albany / Department of Economics
8
Umeå Universitet / Institutionen för Nationalekonomi
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Universitetet i Oslo / Økonomisk institutt
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Deutsches Institut für Wirtschaftsforschung
7
Rutgers University / Department of Economics
7
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
7
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
7
Universität Mannheim / Institut für Volkswirtschaft und Statistik
7
Aarhus Universitet / Afdeling for Nationaløkonomi
6
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
13
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ECONIS (ZBW)
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Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
2
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
Saved in:
3
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:
4
Regular and modified kernel-based estimators of integrated variance : the case with independent noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491800
Saved in:
5
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
Saved in:
6
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:
7
Estimation for discretely observed diffusions using transform functions
Kelly, Leah
(
contributor
);
Platen, Eckhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763246
Saved in:
8
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
Saved in:
9
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:
10
Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838599
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