Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Centre for Analytical Finance <Århus>"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
High-dimensional model-assiste...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
12
Schätztheorie
12
Theorie
9
Theory
9
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Core
2
Induktive Statistik
2
Interest rate
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Option pricing theory
2
Optionspreistheorie
2
Statistical inference
2
Zins
2
Analysis of variance
1
Bayes-Statistik
1
Bayesian inference
1
Bias
1
CAPM
1
Cointegration
1
Currency option
1
Devisenoption
1
Einheitswurzeltest
1
Estimation
1
Financial economics
1
Hedging
1
Innovation diffusion
1
Innovationsdiffusion
1
Kapitalmarkttheorie
1
Kleinste-Quadrate-Methode
1
Kointegration
1
Least squares method
1
Market microstructure
1
Markov chain
1
Markov-Kette
1
Marktmikrostruktur
1
Mathematics
1
more ...
less ...
Type of publication
All
Book / Working Paper
17
Type of publication (narrower categories)
All
Arbeitspapier
14
Graue Literatur
14
Non-commercial literature
14
Working Paper
14
Language
All
English
17
Author
All
Sørensen, Michael
4
Christensen, Bent Jesper
3
Barndorff-Nielsen, Ole E.
2
Nielsen, Jens Perch
2
Poulsen, Rolf
2
Shephard, Neil G.
2
Søndergaard Rasmussen, Nicki
2
Tanggaard, Carsten
2
Ørregaard Nielsen, Morten
2
Bladt, Mogens
1
Di Miscia, Orazio
1
Hansen, Peter Reinhard
1
Jones, M. C.
1
Kelly, Leah
1
Lunde, Asger
1
Nielsen, Morten Ørregaard
1
Platen, Eckhard
1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
Sørensen, Helle
1
Tzotchev, Dobromir
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
738
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
160
International Monetary Fund (IMF)
124
Institute for the Study of Labor (IZA)
113
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
77
Ekonomiska forskningsinstitutet <Stockholm>
46
Centre for Microdata Methods and Practice <London>
32
European University Institute / Department of Economics
30
Center for Economic Research <Tilburg>
28
Forschungsinstitut zur Zukunft der Arbeit
28
C.E.P.R. Discussion Papers
26
Umeå universitet
26
OECD
23
University of New England / Department of Econometrics
23
HAL
20
Econometrisch Instituut <Rotterdam>
17
London School of Economics and Political Science
17
Centre for Quantitative Economics & Computing
16
Deutsche Forschungsgemeinschaft
16
University of Exeter / Department of Economics
16
CESifo
15
Agricultural and Applied Economics Association - AAEA
14
Institut für Weltwirtschaft
14
Tinbergen Instituut
14
EconWPA
13
Department of Economics and Related Studies, University of York
12
Department of Economics, Boston College
12
Industrial Relations Section, Department of Economics
12
Institutet för Arbetsmarknads- och Utbildningspolitisk Utvärdering (IFAU), Arbetsmarknadsdepartementet
12
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
12
Tinbergen Institute
12
Universität Basel / Institut für Statistik und Ökonometrie
12
Birkbeck College / Department of Economics
11
Escola de Pós-Graduação em Economia <Rio de Janeiro>
11
Federal Reserve System / Division of Research and Statistics
11
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
11
Massachusetts Institute of Technology / Department of Economics
11
Organisation for Economic Co-operation and Development
11
University of Chicago / Graduate School of Business
11
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
17
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Optimal inference in diffusion models of the short rate of interest
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622256
Saved in:
3
Hedging with a misspecified model
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724264
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
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
6
Semiparametric analysis of stationary fractional cointegration and the implied-realized volatility relation in high-frequency options data
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599144
Saved in:
7
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:
8
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:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
