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~institution:"Centre for Analytical Finance <Århus>"
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Stochastic process
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Barndorff-Nielsen, Ole E.
6
Shephard, Neil G.
3
Sørensen, Michael
3
Bibby, Bo Martin
2
Levendorskij, Sergej Z.
2
Shepard, Neil
2
Ørregaard Nielsen, Morten
2
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
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Christensen, Bent Jesper
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Di Miscia, Orazio
1
Nicolato, Elisa
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Raahauge, Peter
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1
Skovgaard, Ib Michael
1
Stelzer, Robert
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Sørensen, Helle
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Uchida, Masayuki
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Venardos, Emmanouil
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
213
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
63
International Monetary Fund (IMF)
60
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
35
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Europäische Kommission / Generaldirektion Energie
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MRC - Consultants and Transaction Advisers S.L
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Regionális Energiagazdasági Kutatóközpont
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VaasaETT Ltd Ab Oy
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European Association of Agricultural Economists - EAAE
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Deutsche Forschungsgemeinschaft
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Econometrisch Instituut <Rotterdam>
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Center for Economic Research <Tilburg>
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Erasmus Research Institute of Management
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Springer Fachmedien Wiesbaden
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HAL
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Federal Reserve Bank of Cleveland
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15
IGI Global
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
15
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12
Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld
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Institut für Ökonometrie und Operations Research, Rheinische Friedrich-Wilhelms-Universität Bonn
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International Monetary Fund
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7
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
7
Fondazione ENI Enrico Mattei (FEEM)
7
Forschungsstelle Nachhaltige Umweltentwicklung (ZMK), Universität Hamburg
7
Institutionen för Skogsekonomi <Ume°a>
7
Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH)
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
19
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ECONIS (ZBW)
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Management and employee compensation policy, and matched data on private firms : a no arbitrage asset pricing approach to on-the-job search and the wage distribution
Christensen, Bent Jesper
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622243
Saved in:
2
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
3
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:
4
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:
5
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
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6
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
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7
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
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8
Option pricing in stochastic volatility models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
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9
Realised power variation and stochastic models
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607775
Saved in:
10
Power and bipower variation with stocjastic volatility and jumps
Brandorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763251
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