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Theorie
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Barndorff-Nielsen, Ole E.
7
Sørensen, Michael
6
Shephard, Neil G.
4
Schmidli, Hanspeter
3
Stentoft, Lars
3
Bibby, Bo Martin
2
Busch, Thomas
2
Christensen, Bent Jesper
2
Di Miscia, Orazio
2
Levendorskij, Sergej Z.
2
Løchte Jørgensen, Peter
2
Mikkelsen, Peter
2
Peskir, Goran
2
Shepard, Neil
2
Strunk Hansen, Charlotte
2
Ørregaard Nielsen, Morten
2
Bladt, Mogens
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Christensen, Claus Vorm
1
Christiansen, Charlotte
1
Grasselli, M.R.
1
Hansen, Niels Richard
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Kessler, Mathieu
1
Kiefer, Nicholas Maximilian
1
Nicolato, Elisa
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Raahauge, Peter
1
Rahbek, Anders
1
Shin Jensen, Malene
1
Skovgaard, Ib Michael
1
Stegenborg Larsen, Kristian
1
Stelzer, Robert
1
Svenstrup, Mikkel
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Tolver Jensen, Søren
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
814
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
288
Federal Reserve Bank of Chicago
119
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
109
HAL
104
International Monetary Fund (IMF)
79
Federal Reserve Board (Board of Governors of the Federal Reserve System)
76
OECD
71
Department of Agricultural and Resource Economics, University of California-Berkeley
70
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67
Tilburg University, Center for Economic Research
59
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58
C.E.P.R. Discussion Papers
55
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54
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53
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47
World Bank
45
Ekonomiska forskningsinstitutet <Stockholm>
42
European Association of Agricultural Economists - EAAE
42
Institute for the Study of Labor (IZA)
39
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
37
Southern Agricultural Economics Association - SAEA
35
Center for Economic Research <Tilburg>
32
Federal Reserve Bank of Atlanta
28
International Food Policy Research Institute (IFPRI)
27
Département de Sciences Économiques, Université de Montréal
25
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25
Society for Computational Economics - SCE
25
Centre de recherche de mathématiques et économie mathématique (CERMSEM), Centre d'Économie de la Sorbonne
24
Edward Elgar Publishing
24
Federal Reserve Bank of St. Louis
24
Foerder Institute for Economic Research, Eitan Berglas School of Economics
24
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
23
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
23
CESifo
22
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
21
Department of Economics, Oxford University
21
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
48
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ECONIS (ZBW)
48
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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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2
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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3
Barrier options and touch-and-out options under regular Lévy processes of exponential type
Bojarčenko, Svetlana I.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543244
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4
A robust LR test for the GARCH model
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069045
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5
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
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6
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
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7
On time-reversibility and estimating functions for Markov processes
Kessler, Mathieu
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690055
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8
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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9
Statistical inference for discretely observed Markov jump processes
Bladt, Mogens
(
contributor
);
Sørensen, Michael
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793919
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10
Classification of Markov chains on Rk
Hansen, Niels Richard
(
contributor
)
-
2000
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543227
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