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~institution:"Centre for Analytical Finance <Århus>"
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Estimation theory
12
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11
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11
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5
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1999-2000
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Sørensen, Michael
4
Tanggaard, Carsten
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Barndorff-Nielsen, Ole E.
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Hansen, Peter Reinhard
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Koulikov, Dmitri
2
Lunde, Asger
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Rahbek, Anders
2
Shephard, Neil G.
2
Søndergaard Rasmussen, Nicki
2
Ørregaard Nielsen, Morten
2
Bec, Frédérique
1
Bibby, Bo Martin
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Bladt, Mogens
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1
Busch, Thomas
1
Christensen, Bent Jesper
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1
Engsted, Tom
1
Jones, M. C.
1
Kelly, Leah
1
Platen, Eckhard
1
Poulsen, Rolf
1
Schmid, Wolfgang
1
Skovgaard, Ib Michael
1
Stegenborg Larsen, Kristian
1
Sørensen, Helle
1
Tolver Jensen, Søren
1
Tzotchev, Dobromir
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
1,476
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
202
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
168
World Bank
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International Monetary Fund (IMF)
91
Ekonomiska forskningsinstitutet <Stockholm>
89
C.E.P.R. Discussion Papers
76
European University Institute / Department of Economics
74
OECD
71
International Monetary Fund
63
European Central Bank
61
HAL
42
EconWPA
38
Federal Reserve Bank of St. Louis
37
Econometrisch Instituut <Rotterdam>
34
Society for Computational Economics - SCE
33
Institut für Weltwirtschaft
32
Umeå universitet
32
Center for Economic Research <Tilburg>
28
World Bank Group
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London School of Economics and Political Science
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University of New England / Department of Econometrics
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Internationaler Währungsfonds
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Banque de France
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
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Centre for Quantitative Economics & Computing
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Aarhus Universitet / Afdeling for Nationaløkonomi
19
University of Exeter / Department of Economics
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Centre for Microdata Methods and Practice <London>
18
Escola de Pós-Graduação em Economia <Rio de Janeiro>
18
Internationaler Währungsfonds / Research Department
18
Vereinte Nationen / Economic and Social Commission for Western Asia
18
Deutsche Forschungsgemeinschaft
17
Econometric Society
17
Economics Section, Cardiff Business School
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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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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
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:
3
Vector equilibrium correction models with non-linear discountinuous adjustments
Bec, Frédérique
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728534
Saved in:
4
The comovement of US and UK stock markets
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660129
Saved in:
5
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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6
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
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7
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
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8
Time series modelling of daily log-price ranges for SF/USD and USD/GBP
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719176
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9
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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10
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
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