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~institution:"Centre for Analytical Finance <Århus>"
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STOCHASTIC ORDERS IN WELFARE E...
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Stochastic process
17
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6
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English
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Barndorff-Nielsen, Ole E.
6
Shephard, Neil G.
3
Sørensen, Michael
3
Bibby, Bo Martin
2
Levendorskij, Sergej Z.
2
Shepard, Neil
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Ørregaard Nielsen, Morten
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Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Di Miscia, Orazio
1
Nicolato, Elisa
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Schmidli, Hanspeter
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Skovgaard, Ib Michael
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Stelzer, Robert
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Sørensen, Helle
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Venardos, Emmanouil
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Centre for Analytical Finance <Århus>
International Monetary Fund (IMF)
85
National Bureau of Economic Research
66
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
63
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
60
International Monetary Fund
34
Institute of Social and Economic Research (ISER), Osaka University
24
Department of Economics, University of Washington
20
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
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Department of Economics, Pennsylvania State University
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Norges Handelshøyskole (NHH)
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Tilburg University, Center for Economic Research
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EconWPA
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Institut für Strategie und Unternehmensökonomik (ISU), Wirtschaftswissenschaftliche Fakutät
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Springer Fachmedien Wiesbaden
11
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eSocialSciences
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Departament d'Economia i Història Econòmica, Universitat Autònoma de Barcelona
10
Department of Economics, Faculty of Business and Economics
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Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE)
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CentER for Economic Research, Universiteit van Tilburg
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Economic Growth Center, Economics Department
7
Graduate School of Business, Columbia University
7
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7
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7
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
7
Tilburg University, School of Economics and Management
7
C.E.P.R. Discussion Papers
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
17
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ECONIS (ZBW)
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Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
2
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:
3
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Saved in:
4
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
5
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
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6
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
7
Option pricing in stochastic volatility models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
Saved in:
8
Realised power variation and stochastic models
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607775
Saved in:
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
Diffusion-type models with given marginal and autocorrelation function
Bibby, Bo Martin
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748916
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