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~institution:"Centre for Analytical Finance <Århus>"
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Theorie
70
Theory
70
Stochastic process
17
Stochastischer Prozess
17
Option pricing theory
16
Optionspreistheorie
16
Yield curve
11
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11
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10
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10
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8
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78
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Arbeitspapier
72
Graue Literatur
72
Non-commercial literature
72
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72
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English
78
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Barndorff-Nielsen, Ole E.
8
Sørensen, Michael
6
Shepard, Neil
4
Tanggaard, Carsten
4
Ørregaard Nielsen, Morten
4
Christensen, Bent Jesper
3
Di Miscia, Orazio
3
Lunde, Asger
3
Mikkelsen, Peter
3
Schmidli, Hanspeter
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Bibby, Bo Martin
2
Busch, Thomas
2
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Hansen, Peter Reinhard
2
Levendorskij, Sergej Z.
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Raahauge, Peter
2
Rahbek, Anders
2
Sørensen, Helle
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Grosen, Anders
1
Hansen, Niels Richard
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Jensen, Morten Berg
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,562
OECD
442
Edward Elgar Publishing
429
Springer Fachmedien Wiesbaden
352
Ekonomiska forskningsinstitutet <Stockholm>
287
Center for Economic Research <Tilburg>
286
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
281
International Monetary Fund
261
European University Institute / Department of Economics
251
IGI Global
251
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
240
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209
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170
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146
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141
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139
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136
Foerder Institute for Economic Research <Tēl-Āvîv>
128
Umeå universitet
128
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116
Springer-Verlag GmbH
114
University of Exeter / Department of Economics
108
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
103
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102
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100
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93
HAL
88
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86
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86
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84
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81
Federal Reserve Bank of San Francisco
79
Robert Schuman Centre for Advanced Studies
79
Universitetet i Oslo / Økonomisk institutt
79
European University Institute / Department of Law
78
Massachusetts Institute of Technology / Department of Economics
78
Columbia University / Department of Economics
77
Federal Reserve System / Board of Governors
77
World Bank Group
77
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
78
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ECONIS (ZBW)
78
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1
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
2
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
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
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
5
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
6
Option pricing in stochastic volatility models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
Saved in:
7
Realised power variation and stochastic models
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607775
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
Integrated OU processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560040
Saved in:
10
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
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