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Tanggaard, Carsten
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Myhre Lildholt, Peter
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Brunetti, Celso
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Lunde, Asger
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
3,637
International Monetary Fund (IMF)
929
Forschungsinstitut zur Zukunft der Arbeit
348
International Monetary Fund
257
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
197
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
164
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131
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99
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77
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73
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72
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68
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63
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59
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57
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47
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46
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40
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39
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36
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35
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32
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32
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31
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31
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30
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29
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28
Universität Mannheim
27
Österreichisches Institut für Wirtschaftsforschung
27
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
30
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ECONIS (ZBW)
30
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Return-based and range-based (co)viariance
estimation
: with an application to foreign exchange markets
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
Saved in:
2
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
3
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
4
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:
5
MCMC based
estimation
of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
6
Econometric analysis of realised covariation : high frequency covariance, regression and
correlation
in financial economics
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686826
Saved in:
7
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:
8
Long memory ARCH models : specification and quasi-maximum likelihood
estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
Saved in:
9
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
Saved in:
10
Time series modelling of daily log-price ranges for SF/USD and USD/GBP
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719176
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