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~institution:"Centre for Analytical Finance <Århus>"
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Efficient estimation of linear...
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Estimation theory
12
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12
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7
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4
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Christensen, Bent Jesper
3
Sørensen, Michael
3
Barndorff-Nielsen, Ole E.
2
Nielsen, Jens Perch
2
Raahauge, Peter
2
Shephard, Neil G.
2
Tanggaard, Carsten
2
Bartholdy, Jan
1
Bladt, Mogens
1
Hansen, Peter Reinhard
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1
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1
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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
811
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
133
Ekonomiska forskningsinstitutet <Stockholm>
47
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
39
European University Institute / Department of Economics
28
Umeå universitet
26
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Center for Economic Research <Tilburg>
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21
Centre for Microdata Methods and Practice <London>
17
Centre for Quantitative Economics & Computing
16
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Federal Reserve System / Division of Research and Statistics
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London School of Economics and Political Science
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University of Exeter / Department of Economics
15
Escola de Pós-Graduação em Economia <Rio de Janeiro>
14
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
13
EconWPA
12
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12
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
12
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11
Chambre de commerce et d'industrie de Paris
11
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11
Organisation for Economic Co-operation and Development
11
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10
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10
International Energy Agency
10
Rodney L. White Center for Financial Research
10
Springer Fachmedien Wiesbaden
10
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10
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9
HAL
9
Institute of Finance and Accounting <London>
9
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9
University of Western Australia / Department of Economics
9
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
8
Federal Reserve System / Board of Governors
8
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
18
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ECONIS (ZBW)
18
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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
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
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
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