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~institution:"Centre for Analytical Finance <Århus>"
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Estimation theory
12
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12
Theorie
11
Theory
11
Statistical test
8
Statistischer Test
8
Monte Carlo simulation
4
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4
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3
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1987-1997
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Barndorff-Nielsen, Ole E.
3
Hansen, Peter Reinhard
3
Lunde, Asger
3
Shephard, Neil G.
3
Sørensen, Michael
3
Nielsen, Jens Perch
2
Tanggaard, Carsten
2
Taulbjerg, Jes
2
Bladt, Mogens
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Jakubenas, Paulius
1
Jones, M. C.
1
Kelly, Leah
1
Nielsen, Helena Skyt
1
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
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
457
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
150
OECD
114
Organisation for Economic Co-operation and Development
69
Ekonomiska forskningsinstitutet <Stockholm>
45
European University Institute / Department of Economics
29
Umeå universitet
26
Center for Economic Research <Tilburg>
23
University of New England / Department of Econometrics
23
Centre for Microdata Methods and Practice <London>
18
London School of Economics and Political Science
17
Centre for Quantitative Economics & Computing
16
Deutsche Forschungsgemeinschaft
16
Econometrisch Instituut <Rotterdam>
16
University of Exeter / Department of Economics
15
Escola de Pós-Graduação em Economia <Rio de Janeiro>
12
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
12
Universität Basel / Institut für Statistik und Ökonometrie
12
Federal Reserve System / Division of Research and Statistics
11
Forschungsinstitut zur Zukunft der Arbeit
11
Institut für Weltwirtschaft
11
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
11
Birkbeck College / Department of Economics
10
Columbia University / Department of Economics
10
International Energy Agency
10
State University of New York at Albany / Department of Economics
10
Universitetet i Oslo / Økonomisk institutt
10
University of Chicago / Graduate School of Business
10
Rutgers University / Department of Economics
9
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
9
University of Western Australia / Department of Economics
9
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
8
Umeå Universitet / Institutionen för Nationalekonomi
8
Universitat Pompeu Fabra / Departament d'Economia i Empresa
8
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
8
Brown University / Department of Economics
7
European University Institute / Department of Law
7
Europäische Kommission / Statistisches Amt
7
Johns Hopkins University / Department of Economics
7
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
19
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ECONIS (ZBW)
19
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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:
2
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
3
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
4
The educational asset market : a finance perspective on human capital investment
Christiansen, Charlotte
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690061
Saved in:
5
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
6
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
Saved in:
7
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
Saved in:
8
Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of volatility models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
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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