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~institution:"Centre for Analytical Finance <Århus>"
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Estimation theory
12
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4
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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
Bladt, Mogens
1
Brunetti, Celso
1
Busch, Thomas
1
Christiansen, Charlotte
1
Engsted, Tom
1
Hansen, Peter Reinhard
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Jones, M. C.
1
Kelly, Leah
1
Lunde, Asger
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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
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
2,705
Forschungsinstitut zur Zukunft der Arbeit
353
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
209
Ekonomiska forskningsinstitutet <Stockholm>
103
Institut für Weltwirtschaft
99
Zentrum für Europäische Wirtschaftsforschung
76
OECD
72
Springer Fachmedien Wiesbaden
67
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
52
Tilburg University, Center for Economic Research
50
William Davidson Institute <Ann Arbor, Mich.>
48
Deutsches Institut für Wirtschaftsforschung
39
European University Institute / Department of Economics
37
Center for Economic Research <Tilburg>
34
Umeå universitet
34
Centre for Economic Performance
29
Federal Reserve System / Division of Research and Statistics
29
Internationaler Währungsfonds / Research Department
29
Birkbeck College / Department of Economics
28
Federal Reserve Bank of San Francisco
28
Federal Reserve Bank of St. Louis
27
University of New England / Department of Econometrics
26
Verlag Dr. Kovač
26
University of Exeter / Department of Economics
25
University of Oxford / Institute of Economics and Statistics
24
World Bank
24
Österreichisches Institut für Wirtschaftsforschung
24
Centre for Quantitative Economics & Computing
23
Federal Reserve System / Board of Governors
23
London School of Economics and Political Science
23
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23
Trinity College Dublin / Department of Economics
23
University of Reading / Department of Economics
23
Centre for Economic Policy Research
22
Johns Hopkins University / Department of Economics
22
Organisation for Economic Co-operation and Development
22
Friedrich-Schiller-Universität Jena
21
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
21
Centre for Microdata Methods and Practice <London>
20
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
21
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ECONIS (ZBW)
21
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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
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:
3
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:
4
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:
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
Saved in:
6
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:
7
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:
8
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:
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
Saved in:
10
Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838599
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