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Semiparametric Estimation of I...
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Estimation theory
12
Schätztheorie
12
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Theorie
7
Theory
7
Nichtparametrisches Verfahren
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Marktmikrostruktur
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English
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Sørensen, Michael
3
Barndorff-Nielsen, Ole E.
2
Christensen, Bent Jesper
2
Nielsen, Jens Perch
2
Shephard, Neil G.
2
Tanggaard, Carsten
2
Ørregaard Nielsen, Morten
2
Bladt, Mogens
1
Di Miscia, Orazio
1
Hansen, Peter Reinhard
1
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1
Kelly, Leah
1
Lunde, Asger
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1
Platen, Eckhard
1
Poulsen, Rolf
1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Tzotchev, Dobromir
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
515
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
152
International Monetary Fund (IMF)
88
Institute for the Study of Labor (IZA)
75
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
44
Ekonomiska forskningsinstitutet <Stockholm>
41
Centre for Microdata Methods and Practice <London>
31
European University Institute / Department of Economics
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Umeå universitet
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Center for Economic Research <Tilburg>
24
OECD
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C.E.P.R. Discussion Papers
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HAL
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17
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16
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15
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University of Exeter / Department of Economics
14
Econometrisch Instituut <Rotterdam>
13
Industrial Relations Section, Department of Economics
12
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12
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11
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International Energy Agency
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9
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9
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
9
State University of New York at Albany / Department of Economics
9
Universitetet i Oslo / Økonomisk institutt
9
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
15
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ECONIS (ZBW)
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Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
Saved in:
2
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
3
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
Saved in:
4
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:
5
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:
6
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:
7
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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8
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:
9
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:
10
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
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