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~institution:"Centre for Analytical Finance <Århus>"
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Theorie
18
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12
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12
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12
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12
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8
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Søndergaard Rasmussen, Nicki
4
Sørensen, Michael
4
Barndorff-Nielsen, Ole E.
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Hansen, Peter Reinhard
2
Koulikov, Dmitri
2
Lunde, Asger
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
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Shephard, Neil G.
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2
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Tanggaard, Carsten
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Ørregaard Nielsen, Morten
2
Bibby, Bo Martin
1
Bladt, Mogens
1
Brunetti, Celso
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Jones, M. C.
1
Kelly, Leah
1
Platen, Eckhard
1
Poulsen, Rolf
1
Rahbek, Anders
1
Schmid, Wolfgang
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Skovgaard, Ib Michael
1
Stegenborg Larsen, Kristian
1
Sørensen, Helle
1
Taulbjerg, Jes
1
Tolver Jensen, Søren
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Tzotchev, Dobromir
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
906
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
202
International Monetary Fund (IMF)
185
Ekonomiska forskningsinstitutet <Stockholm>
91
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
65
European University Institute / Department of Economics
64
OECD
49
Federal Reserve Bank of St. Louis
34
Econometrisch Instituut <Rotterdam>
32
Umeå universitet
30
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26
Center for Economic Research <Tilburg>
25
European University Institute / Department of Law
25
London School of Economics and Political Science
23
University of New England / Department of Econometrics
23
Cowles Foundation for Research in Economics, Yale University
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Institut für Weltwirtschaft
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Springer Fachmedien Wiesbaden
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International Monetary Fund
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16
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16
HAL
16
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16
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14
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14
Institut für Höhere Studien
14
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
14
Universität Basel / Institut für Statistik und Ökonometrie
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
32
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ECONIS (ZBW)
32
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Long-run regression : theory and application to U.S. asset markets
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491534
Saved in:
2
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
Saved in:
3
Diffusion-type models with given marginal and
autocorrelation
function
Bibby, Bo Martin
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748916
Saved in:
4
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:
5
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
Saved in:
6
Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269
Saved in:
7
Convergence of the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690050
Saved in:
8
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:
9
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
10
Optimal residual based tests for fractional cointegration and exchange rate dynamics
Nielsen, Morten Ørregaard
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702310
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