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~institution:"Centre for Analytical Finance <Århus>"
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Sørensen, Michael
5
Barndorff-Nielsen, Ole E.
3
Christensen, Bent Jesper
3
Lunde, Asger
2
Nielsen, Jens Perch
2
Raahauge, Peter
2
Shephard, Neil G.
2
Sørensen, Helle
2
Tanggaard, Carsten
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Bibby, Bo Martin
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Bladt, Mogens
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Busch, Thomas
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Peare, Paula
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Platen, Eckhard
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Poulsen, Rolf
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Rahbek, Anders
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Reng Rasmussen, Anne-Sofie
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Schmid, Wolfgang
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Stelzer, Robert
1
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1
Taulbjerg, Jes
1
Tzotchev, Dobromir
1
Uchida, Masayuki
1
Ørregaard Nielsen, Morten
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
864
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
142
International Monetary Fund (IMF)
52
Ekonomiska forskningsinstitutet <Stockholm>
50
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
49
European University Institute / Department of Economics
32
Umeå universitet
26
University of New England / Department of Econometrics
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Center for Economic Research <Tilburg>
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OECD
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Deutsche Forschungsgemeinschaft
21
London School of Economics and Political Science
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Centre for Microdata Methods and Practice <London>
19
Econometrisch Instituut <Rotterdam>
17
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Centre for Quantitative Economics & Computing
16
EconWPA
15
Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Federal Reserve System / Division of Research and Statistics
15
Federal Reserve Bank of St. Louis
13
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
13
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
13
Erasmus Research Institute of Management
12
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Organisation for Economic Co-operation and Development
12
Umeå Universitet / Institutionen för Nationalekonomi
12
Universität Basel / Institut für Statistik und Ökonometrie
12
Birkbeck College / Department of Economics
11
Chambre de commerce et d'industrie de Paris
11
Forschungsinstitut zur Zukunft der Arbeit
11
Rodney L. White Center for Financial Research
11
Rutgers University / Department of Economics
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Springer Fachmedien Wiesbaden
11
State University of New York at Albany / Department of Economics
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University of York / Department of Economics and Related Studies
11
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
10
HAL
10
Institut für Weltwirtschaft
10
International Energy Agency
10
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
26
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ECONIS (ZBW)
26
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1
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
Saved in:
2
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:
3
Latent utility shocks in a structural empirical asset pricing model
Christensen, Bent Jesper
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507048
Saved in:
4
Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838599
Saved in:
5
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702284
Saved in:
6
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
7
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
8
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
9
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
10
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:
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