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~institution:"Centre for Analytical Finance <Århus>"
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Stochastic process
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6
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Barndorff-Nielsen, Ole E.
6
Sørensen, Michael
5
Shephard, Neil G.
3
Bibby, Bo Martin
2
Di Miscia, Orazio
2
Levendorskij, Sergej Z.
2
Shepard, Neil
2
Ørregaard Nielsen, Morten
2
Bladt, Mogens
1
Bojarčenko, Svetlana I.
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Brandorff-Nielsen, Ole E.
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Nicolato, Elisa
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Schmidli, Hanspeter
1
Skovgaard, Ib Michael
1
Stelzer, Robert
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Sørensen, Helle
1
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Venardos, Emmanouil
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
197
International Monetary Fund (IMF)
73
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
68
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
48
HAL
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Forschungsinstitut zur Zukunft der Arbeit
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C.E.P.R. Discussion Papers
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Cowles Foundation for Research in Economics, Yale University
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12
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10
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10
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9
Tinbergen Instituut
9
European Association of Agricultural Economists - EAAE
8
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8
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8
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8
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8
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7
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7
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7
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7
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7
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
6
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6
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6
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
24
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ECONIS (ZBW)
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Management and employee compensation policy, and matched data on private firms : a no arbitrage asset pricing approach to on-the-job search and the wage distribution
Christensen, Bent Jesper
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622243
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2
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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3
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
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4
On time-reversibility and estimating functions for Markov processes
Kessler, Mathieu
(
contributor
); …
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690055
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5
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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6
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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7
Classification of Markov chains on Rk
Hansen, Niels Richard
(
contributor
)
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543227
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8
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
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9
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:
10
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
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