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~institution:"Centre for Analytical Finance <Århus>"
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Theorie
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Christensen, Bent Jesper
5
Barndorff-Nielsen, Ole E.
4
Christiansen, Charlotte
4
Lunde, Asger
4
Shephard, Neil G.
4
Sørensen, Michael
4
Tanggaard, Carsten
4
Hansen, Peter Reinhard
3
Busch, Thomas
2
Engsted, Tom
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Raahauge, Peter
2
Strunk Hansen, Charlotte
2
Sørensen, Helle
2
Ørregaard Nielsen, Morten
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bibby, Bo Martin
1
Bladt, Mogens
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Frino, Alex
1
Jensen, Morten Berg
1
Jones, M. C.
1
Kelly, Leah
1
Levendorskij, Sergej Z.
1
Mikkelsen, Peter
1
Mollica, Vito
1
Nicolato, Elisa
1
Peare, Paula
1
Platen, Eckhard
1
Poulsen, Rolf
1
Reng Rasmussen, Anne-Sofie
1
Schmid, Wolfgang
1
Shepard, Neil
1
Shin Jensen, Malene
1
Sponholtz, Carina
1
Stegenborg Larsen, Kristian
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
2,264
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
527
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
183
C.E.P.R. Discussion Papers
152
OECD
122
EconWPA
118
HAL
116
International Monetary Fund (IMF)
80
School of Economics and Management, University of Aarhus
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76
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
60
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58
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56
Institut für Schweizerisches Bankwesen <Zürich>
50
CESifo
49
Tilburg University, Center for Economic Research
49
Agricultural and Applied Economics Association - AAEA
48
European University Institute / Department of Economics
45
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
44
European Association of Agricultural Economists - EAAE
44
Cowles Foundation for Research in Economics, Yale University
42
Instituto Valenciano de Investigaciones Económicas (IVIE)
41
London School of Economics and Political Science
41
World Bank
41
Tinbergen Instituut
40
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39
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39
Department of Economics, Oxford University
37
Rodney L. White Center for Financial Research
37
Federal Reserve System / Division of Research and Statistics
36
International Monetary Fund
36
Center for Economic Research <Tilburg>
35
eSocialSciences
33
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
32
Institut für Weltwirtschaft
32
Springer Fachmedien Wiesbaden
32
Federal Reserve Bank of St. Louis
31
Econometric Society
30
European Central Bank
30
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
46
Source
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ECONIS (ZBW)
46
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1
Regular and modified kernel-based estimators of integrated variance : the case with independent noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491800
Saved in:
2
A robust LR test for the GARCH model
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069045
Saved in:
3
Pricing american options when the underlying stock price exhibits time-vaying
volatility
Stentoft, Lars
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690047
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
Testing the
martingale
restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
6
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
7
Asymmetric price behaviour surrounding block trades : a market
microstructure
explanation
Frino, Alex
(
contributor
);
Mollica, Vito
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767506
Saved in:
8
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:
9
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
10
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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