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Centre for Analytical Finance <Århus>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Power variation and time change
Barndorff-Nielsen, Ole E.
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
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Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
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The educational asset market : a finance perspective on human capital investment
Christiansen, Charlotte
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contributor
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690061
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Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
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Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
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Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
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contributor
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2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
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Testing the significance of calendar effects
Hansen, Peter Reinhard
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contributor
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2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
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Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of volatility models
Hansen, Peter Reinhard
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contributor
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2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
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