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~institution:"Centre for Analytical Finance <Århus>"
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Barndorff-Nielsen, Ole E.
3
Christensen, Bent Jesper
3
Hansen, Peter Reinhard
3
Lunde, Asger
3
Shephard, Neil G.
3
Sørensen, Michael
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Nielsen, Jens Perch
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Raahauge, Peter
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Tanggaard, Carsten
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Taulbjerg, Jes
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Bladt, Mogens
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Peare, Paula
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Platen, Eckhard
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Poulsen, Rolf
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Reng Rasmussen, Anne-Sofie
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Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
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Søndergaard Rasmussen, Nicki
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Sørensen, Helle
1
Tzotchev, Dobromir
1
Ørregaard Nielsen, Morten
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
847
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
153
OECD
114
Organisation for Economic Co-operation and Development
69
Ekonomiska forskningsinstitutet <Stockholm>
53
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Center for Economic Research <Tilburg>
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Umeå universitet
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University of New England / Department of Econometrics
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18
Centre for Quantitative Economics & Computing
17
London School of Economics and Political Science
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
16
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Federal Reserve System / Division of Research and Statistics
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
13
EconWPA
12
Erasmus Research Institute of Management
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12
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Springer Fachmedien Wiesbaden
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Chambre de commerce et d'industrie de Paris
11
Institut für Weltwirtschaft
11
Universitat Pompeu Fabra / Departament d'Economia i Empresa
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Universitetet i Oslo / Økonomisk institutt
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Columbia University / Department of Economics
10
Institute of Finance and Accounting <London>
10
International Energy Agency
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Nationalekonomiska Institutionen <Lund>
10
Rodney L. White Center for Financial Research
10
State University of New York at Albany / Department of Economics
10
University of Chicago / Graduate School of Business
10
Federal Reserve Bank of St. Louis
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
25
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ECONIS (ZBW)
25
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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:
2
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
Saved in:
3
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
4
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
5
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:
6
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
7
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:
8
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
Saved in:
9
Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of volatility models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
Saved in:
10
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
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