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~institution:"Centre for Analytical Finance <Århus>"
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Estimation theory
12
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5
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5
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4
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English
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Barndorff-Nielsen, Ole E.
4
Sørensen, Michael
4
Lunde, Asger
2
Nielsen, Jens Perch
2
Shephard, Neil G.
2
Strunk Hansen, Charlotte
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Tanggaard, Carsten
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Tuypens, Bjorn E.
2
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Bladt, Mogens
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Busch, Thomas
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1
Jones, M. C.
1
Kelly, Leah
1
Nielsen, Morten Ørregaard
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Platen, Eckhard
1
Poulsen, Rolf
1
Schmid, Wolfgang
1
Shepard, Neil
1
Stegenborg Larsen, Kristian
1
Stelzer, Robert
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
542
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
152
International Monetary Fund (IMF)
82
Ekonomiska forskningsinstitutet <Stockholm>
40
European University Institute / Department of Economics
30
Center for Economic Research <Tilburg>
26
Umeå universitet
26
University of New England / Department of Econometrics
26
Département de Sciences Économiques, Université de Montréal
25
OECD
24
Tilburg University, Center for Economic Research
23
Centre for Microdata Methods and Practice <London>
21
London School of Economics and Political Science
21
Deutsche Forschungsgemeinschaft
17
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
16
Centre for Quantitative Economics & Computing
16
University of Exeter / Department of Economics
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
15
Department of Economics, Pennsylvania State University
14
Federal Reserve Bank of New York
14
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
14
Econometrisch Instituut <Rotterdam>
13
International Monetary Fund
13
CentER for Economic Research, Universiteit van Tilburg
12
Escola de Pós-Graduação em Economia <Rio de Janeiro>
12
Federal Reserve System / Division of Research and Statistics
12
Forschungsinstitut zur Zukunft der Arbeit
12
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12
Organisation for Economic Co-operation and Development
12
Universität Basel / Institut für Statistik und Ökonometrie
12
Rutgers University / Department of Economics
11
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11
Tilburg University, School of Economics and Management
11
Birkbeck College / Department of Economics
10
Department of Econometrics and Business Statistics, Monash Business School
10
Institut für Weltwirtschaft
10
International Energy Agency
10
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
10
Umeå Universitet / Institutionen för Nationalekonomi
10
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
20
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ECONIS (ZBW)
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Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
2
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
Saved in:
3
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
4
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
Saved in:
5
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:
6
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
7
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:
8
Econometric analysis of realised covariation : high frequency covariance, regression and correlation in financial economics
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686826
Saved in:
9
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:
10
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
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