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~institution:"Centre for Analytical Finance <Århus>"
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Theorie
9
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4
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Barndorff-Nielsen, Ole E.
2
Christensen, Bent Jesper
2
Shepard, Neil
2
Strunk Hansen, Charlotte
2
Sørensen, Helle
2
Sørensen, Michael
2
Tuypens, Bjorn E.
2
Kelly, Leah
1
Kristensen, Dennis
1
Nielsen, Morten Ørregaard
1
Platen, Eckhard
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Poulsen, Rolf
1
Raahauge, Peter
1
Rahbek, Anders
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
148
International Monetary Fund (IMF)
123
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
68
Département de Sciences Économiques, Université de Montréal
25
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
24
Tilburg University, Center for Economic Research
20
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
17
Department of Economics, Pennsylvania State University
14
International Monetary Fund
14
CentER for Economic Research, Universiteit van Tilburg
12
Department of Econometrics and Business Statistics, Monash Business School
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
9
Federal Reserve Bank of New York
9
Department of Economics, Faculty of Business and Economics
8
Econometrisch Instituut, Faculteit der Economische Wetenschappen
8
Center for Economic Research <Tilburg>
7
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
7
Federal Reserve Bank of St. Louis
7
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7
Massachusetts Institute of Technology / Department of Economics
7
Tilburg University, School of Economics and Management
7
Business School, University of Exeter
6
EconWPA
6
Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE)
6
Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
6
Nationalekonomiska Institutionen <Göteborg>
6
Tinbergen Instituut
6
Centre for Microdata Methods and Practice <London>
5
Centre for Quantitative Economics & Computing
5
Department of Agricultural and Resource Economics, University of California-Berkeley
5
Federal Reserve Board (Board of Governors of the Federal Reserve System)
5
Queen Mary College / Department of Economics
5
Research School of Pacific and Asian Studies, College of Asia and the Pacific
5
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
5
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
5
USDA, FS
5
CESifo
4
Columbia University / Department of Economics
4
Department of Economics and Business, Universitat Pompeu Fabra
4
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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)
13
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Econometric analysis of realised covariation : high frequency covariance, regression and correlation in financial economics
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686826
Saved in:
2
Estimating quadratic variation using realised variance
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686821
Saved in:
3
Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
Saved in:
4
Latent utility shocks in a structural empirical asset pricing model
Christensen, Bent Jesper
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507048
Saved in:
5
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702284
Saved in:
6
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:
7
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
8
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
9
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:
10
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
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