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~institution:"Centre for Analytical Finance <Århus>"
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Theorie
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4
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1871-2000
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English
23
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Tanggaard, Carsten
5
Nielsen, Jens Perch
3
Sørensen, Michael
3
Barndorff-Nielsen, Ole E.
2
Christensen, Bent Jesper
2
Shephard, Neil G.
2
Strunk Hansen, Charlotte
2
Tuypens, Bjorn E.
2
Bladt, Mogens
1
Brunetti, Celso
1
Busch, Thomas
1
Christiansen, Charlotte
1
Engsted, Tom
1
Hansen, Peter Reinhard
1
Jones, M. C.
1
Kelly, Leah
1
Lunde, Asger
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Morten Ørregaard
1
Platen, Eckhard
1
Poulsen, Rolf
1
Raahauge, Peter
1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Tzotchev, Dobromir
1
Ørregaard Nielsen, Morten
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
2,948
Forschungsinstitut zur Zukunft der Arbeit
355
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
213
Ekonomiska forskningsinstitutet <Stockholm>
108
Institut für Weltwirtschaft
101
OECD
94
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
91
Zentrum für Europäische Wirtschaftsforschung
78
Springer Fachmedien Wiesbaden
77
International Monetary Fund (IMF)
50
William Davidson Institute <Ann Arbor, Mich.>
48
Federal Reserve Bank of St. Louis
47
European University Institute / Department of Economics
46
Tilburg University, Center for Economic Research
45
Deutsches Institut für Wirtschaftsforschung
41
Umeå universitet
35
Center for Economic Research <Tilburg>
34
Österreichisches Institut für Wirtschaftsforschung
34
Federal Reserve Bank of San Francisco
33
Federal Reserve System / Division of Research and Statistics
32
Birkbeck College / Department of Economics
31
Internationaler Währungsfonds / Research Department
31
Centre for Economic Performance
29
Verlag Dr. Kovač
29
Institut für Arbeitsmarkt- und Berufsforschung (IAB)
28
International Monetary Fund
28
University of New England / Department of Econometrics
26
Centre for Quantitative Economics & Computing
25
Federal Reserve System / Board of Governors
25
London School of Economics and Political Science
25
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
25
University of Exeter / Department of Economics
25
World Bank
25
Organisation for Economic Co-operation and Development
24
Rutgers University / Department of Economics
24
Trinity College Dublin / Department of Economics
24
University of Oxford / Institute of Economics and Statistics
24
University of Reading / Department of Economics
24
C.E.P.R. Discussion Papers
23
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
23
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ECONIS (ZBW)
23
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1
Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
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
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:
4
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:
5
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:
6
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:
7
Efficient control variates for Monte-Carlo valuation of American options
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724268
Saved in:
8
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:
9
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
Saved in:
10
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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