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Estimation theory
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Barndorff-Nielsen, Ole E.
3
Sørensen, Michael
3
Christensen, Bent Jesper
2
Nielsen, Jens Perch
2
Shephard, Neil G.
2
Strunk Hansen, Charlotte
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Tanggaard, Carsten
2
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Ørregaard Nielsen, Morten
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1
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1
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Lunde, Asger
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Nielsen, Morten Ørregaard
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Poulsen, Rolf
1
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1
Shepard, Neil
1
Stegenborg Larsen, Kristian
1
Søndergaard Rasmussen, Nicki
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
537
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
162
International Monetary Fund (IMF)
83
Ekonomiska forskningsinstitutet <Stockholm>
41
Centre for Microdata Methods and Practice <London>
32
Center for Economic Research <Tilburg>
27
European University Institute / Department of Economics
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Tilburg University, Center for Economic Research
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Department of Econometrics and Business Statistics, Monash Business School
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Forschungsinstitut zur Zukunft der Arbeit
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Cowles Foundation for Research in Economics, Yale University
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11
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
10
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
18
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ECONIS (ZBW)
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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:
2
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
3
Semiparametric analysis of stationary fractional cointegration and the implied-realized volatility relation in high-frequency options data
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599144
Saved in:
4
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
5
Long-run regression : theory and application to U.S. asset markets
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491534
Saved in:
6
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:
7
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
Saved in:
8
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
9
Regular and modified kernel-based estimators of integrated variance : the case with independent noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491800
Saved in:
10
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
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