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~institution:"Centre for Analytical Finance <Århus>"
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Estimation theory
12
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12
Theorie
8
Theory
8
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4
Monte-Carlo-Simulation
4
Analysis of variance
3
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English
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Barndorff-Nielsen, Ole E.
4
Sørensen, Michael
3
Nielsen, Jens Perch
2
Shepard, Neil
2
Shephard, Neil G.
2
Tanggaard, Carsten
2
Bladt, Mogens
1
Brunetti, Celso
1
Christensen, Bent Jesper
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Hansen, Peter Reinhard
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Jones, M. C.
1
Kelly, Leah
1
Lunde, Asger
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Myhre Lildholdt, Peter
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Platen, Eckhard
1
Poulsen, Rolf
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
480
International Monetary Fund (IMF)
403
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
135
Ekonomiska forskningsinstitutet <Stockholm>
40
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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International Monetary Fund
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European University Institute / Department of Economics
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Umeå universitet
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OECD
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London School of Economics and Political Science
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Center for Economic Research <Tilburg>
18
Centre for Microdata Methods and Practice <London>
17
Deutsche Forschungsgemeinschaft
16
Centre for Quantitative Economics & Computing
15
Econometrisch Instituut <Rotterdam>
15
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
14
University of Exeter / Department of Economics
14
Universität Basel / Institut für Statistik und Ökonometrie
12
Federal Reserve System / Division of Research and Statistics
11
Forschungsinstitut zur Zukunft der Arbeit
11
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11
Organisation for Economic Co-operation and Development
11
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
10
HAL
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10
International Energy Agency
10
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10
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
9
Universitetet i Oslo / Økonomisk institutt
9
University of Western Australia / Department of Economics
9
Europäische Kommission / Statistisches Amt
8
Institut für Schweizerisches Bankwesen <Zürich>
8
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8
Umeå Universitet / Institutionen för Nationalekonomi
8
Universitat Pompeu Fabra / Departament d'Economia i Empresa
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Federal Reserve Bank of San Francisco
7
Rutgers University / Department of Economics
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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)
15
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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:
2
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:
3
Estimating quadratic variation using realised variance
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686821
Saved in:
4
Return-based and range-based (co)viariance estimation : with an application to foreign exchange markets
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
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
Saved in:
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