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Estimation theory
13
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7
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3
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Sørensen, Michael
4
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Christensen, Bent Jesper
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Nielsen, Jens Perch
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2
Tanggaard, Carsten
2
Ørregaard Nielsen, Morten
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Di Miscia, Orazio
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1
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1
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1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
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1
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1
Tzotchev, Dobromir
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
1,369
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
168
International Monetary Fund (IMF)
167
Institute for the Study of Labor (IZA)
93
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
92
OECD
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47
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C.E.P.R. Discussion Papers
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32
Centre for Microdata Methods and Practice <London>
31
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28
Umeå universitet
27
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24
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19
eSocialSciences
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HAL
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14
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14
Philippine Institute for Development Studies (PIDS), Government of the Philippines
14
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
16
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ECONIS (ZBW)
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Semiparametric analysis of stationary fractional cointegration and the implied-realized volatility relation in high-frequency options data
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599144
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2
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
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3
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
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4
Boundary and bias correction in kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543238
Saved in:
5
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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6
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
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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
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8
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
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9
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
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10
Estimation for discretely observed diffusions using transform functions
Kelly, Leah
(
contributor
);
Platen, Eckhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763246
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