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Stochastic process
17
Stochastischer Prozess
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16
Theory
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Time series analysis
12
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12
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9
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Barndorff-Nielsen, Ole E.
6
Shephard, Neil G.
3
Sørensen, Michael
3
Bibby, Bo Martin
2
Koulikov, Dmitri
2
Levendorskij, Sergej Z.
2
Myhre Lildholt, Peter
2
Shepard, Neil
2
Ørregaard Nielsen, Morten
2
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Busch, Thomas
1
Christiansen, Charlotte
1
Di Miscia, Orazio
1
Hansen, Peter Reinhard
1
Jones, M. C.
1
Lunde, Asger
1
Nicolato, Elisa
1
Nielsen, Jens Perch
1
Rahbek, Anders
1
Schmidli, Hanspeter
1
Skovgaard, Ib Michael
1
Stelzer, Robert
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Tanggaard, Carsten
1
Tolver Jensen, Søren
1
Uchida, Masayuki
1
Venardos, Emmanouil
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Centre for Analytical Finance <Århus>
International Monetary Fund (IMF)
431
National Bureau of Economic Research
353
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
127
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
117
Statistics Canada, Government of Canada
113
International Monetary Fund
109
Springer Fachmedien Wiesbaden
85
Ekonomiska forskningsinstitutet <Stockholm>
66
International Labour Organization (ILO), United Nations
64
IGI Global
43
OECD
42
European University Institute / Department of Economics
35
eSocialSciences
34
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
31
HAL
31
EconWPA
30
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
30
Department of Econometrics and Business Statistics, Monash Business School
29
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
28
Springer-Verlag GmbH
28
Tilburg University, Center for Economic Research
27
Econometrisch Instituut <Rotterdam>
26
Banco de España
24
Institutionen för Nationalekonomi, Umeå Universitet
24
Erasmus University Rotterdam, Econometric Institute
23
Department of Economics and Finance, La Trobe Business School
22
Econometrisch Instituut, Faculteit der Economische Wetenschappen
22
Institutet för Näringslivsforskning (IFN)
22
C.E.P.R. Discussion Papers
20
Department of Economics, Oxford University
20
Inter-American Development Bank
20
Institute for the Study of Labor (IZA)
19
Information Resources Management Association
18
Springer International Publishing
18
Bundesvereinigung Logistik
17
Deutschland <Bundesrepublik> / Statistisches Bundesamt
17
World Bank
17
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
16
Département de Sciences Économiques, Université de Montréal
16
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
27
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ECONIS (ZBW)
27
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1
Local empirical spectral measure of multivariate processes with long range dependence
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838828
Saved in:
2
Diffusion-type models with given marginal and autocorrelation function
Bibby, Bo Martin
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748916
Saved in:
3
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Saved in:
4
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
5
Realised power variation and stochastic models
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607775
Saved in:
6
Integrated OU processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560040
Saved in:
7
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
8
Feller processes of Normal Inverse Gaussian type
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543241
Saved in:
9
Barrier options and touch-and-out options under regular Lévy processes of exponential type
Bojarčenko, Svetlana I.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543244
Saved in:
10
Spectral analysis of fractionally cointegrated systems
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838618
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