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Estimation theory
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Sørensen, Michael
3
Barndorff-Nielsen, Ole E.
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Shephard, Neil G.
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Søndergaard Rasmussen, Nicki
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Tanggaard, Carsten
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
1,068
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
151
Ekonomiska forskningsinstitutet <Stockholm>
54
OECD
47
Center for Economic Research <Tilburg>
31
European University Institute / Department of Economics
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Institut für Schweizerisches Bankwesen <Zürich>
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Springer Fachmedien Wiesbaden
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Umeå universitet
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University of New England / Department of Econometrics
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Econometrisch Instituut <Rotterdam>
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
19
European University Institute / Department of Law
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Institute of Finance and Accounting <London>
19
London School of Economics and Political Science
19
Centre for Microdata Methods and Practice <London>
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National Centre of Competence in Research North South <Bern>
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Rodney L. White Center for Financial Research
17
Springer International Publishing
17
Centre for Quantitative Economics & Computing
16
Deutsche Forschungsgemeinschaft
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Federal Reserve System / Division of Research and Statistics
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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World Bank
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Frank J. Fabozzi Associates <New Hope, Pa.>
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Institut für Weltwirtschaft
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Erasmus Research Institute of Management
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HAL
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Sveriges Riksbank
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University of Strathclyde / Department of Economics
13
Birkbeck College / Department of Economics
12
Escola de Pós-Graduação em Economia <Rio de Janeiro>
12
Fisher Investments Inc. <Woodside, Calif.>
12
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
14
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ECONIS (ZBW)
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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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2
A robust LR test for the GARCH model
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069045
Saved in:
3
Hedging with a misspecified model
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724264
Saved in:
4
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:
5
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
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6
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
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7
Efficient control variates for Monte-Carlo valuation of American options
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724268
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8
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:
9
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
Saved in:
10
Statistical inference for discretely observed Markov jump processes
Bladt, Mogens
(
contributor
);
Sørensen, Michael
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793919
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