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Centre for Analytical Finance <Århus>
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Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
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contributor
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
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2
Optimal inference in diffusion models of the short rate of interest
Christensen, Bent Jesper
(
contributor
); …
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622256
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3
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
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4
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
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contributor
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
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5
The educational asset market : a finance perspective on human capital investment
Christiansen, Charlotte
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contributor
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690061
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6
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
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7
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
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contributor
)
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
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8
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
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2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
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9
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
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10
Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of volatility models
Hansen, Peter Reinhard
(
contributor
); …
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2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
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