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~institution:"Centre for Analytical Finance <Århus>"
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Christiansen, Charlotte
5
Lunde, Asger
4
Barndorff-Nielsen, Ole E.
3
Christensen, Bent Jesper
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3
Shephard, Neil G.
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Ørregaard Nielsen, Morten
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1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
1,594
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
179
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Internationaler Währungsfonds / Research Department
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University of Chicago / Center for Research in Security Prices
16
Birkbeck College / Department of Economics
15
Econometrisch Instituut <Rotterdam>
15
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
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Institut für Weltwirtschaft
15
London School of Economics and Political Science
15
Society for Computational Economics - SCE
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
50
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ECONIS (ZBW)
50
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11
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
12
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
Saved in:
13
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
Saved in:
14
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
15
The educational asset market : a finance perspective on human capital investment
Christiansen, Charlotte
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690061
Saved in:
16
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
17
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
Saved in:
18
Estimation and inference in optimal stopping models of options and search
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607778
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19
American-style indexed executive stock options
Løchte Jørgensen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607793
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20
A note on the call-put parity and a call-put duality
Peskir, Goran
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560014
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