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Chapter 2. Errors in probabili...
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Theorie
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Barndorff-Nielsen, Ole E.
8
Sørensen, Michael
5
Tanggaard, Carsten
4
Christensen, Bent Jesper
3
Di Miscia, Orazio
3
Lunde, Asger
3
Mikkelsen, Peter
3
Schmidli, Hanspeter
3
Shepard, Neil
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Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Hansen, Peter Reinhard
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Raahauge, Peter
2
Rahbek, Anders
2
Sørensen, Helle
2
Ørregaard Nielsen, Morten
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bibby, Bo Martin
1
Brunetti, Celso
1
Busch, Thomas
1
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1
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1
Hurd, T.R.
1
Jakubenas, Paulius
1
Jensen, Morten Berg
1
Kessler, Mathieu
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,688
Edward Elgar Publishing
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315
Center for Economic Research <Tilburg>
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74
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74
Econometrisch Instituut <Rotterdam>
73
Erasmus Research Institute of Management
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
73
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ECONIS (ZBW)
73
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Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
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contributor
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
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2
Optimal inference in diffusion models of the short rate of interest
Christensen, Bent Jesper
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); …
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622256
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3
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the large claim case
Schmidli, Hanspeter
(
contributor
)
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724275
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Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the small claim case
Schmidli, Hanspeter
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contributor
)
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724276
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Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
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2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
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Estimation of expected return : CAPM vs Fama and French
Bartholdy, Jan
(
contributor
);
Peare, Paula
(
contributor
)
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069191
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7
Boundary and
bias
correction in kernel hazard estimation
Nielsen, Jens Perch
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contributor
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2000
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543238
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8
Testing the martingale restriction for option implied densities
Busch, Thomas
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contributor
)
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
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10
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
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