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~institution:"Centre for Analytical Finance <Århus>"
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Estimation theory
12
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7
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7
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4
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4
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3
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Sørensen, Michael
3
Barndorff-Nielsen, Ole E.
2
Nielsen, Jens Perch
2
Shephard, Neil G.
2
Strunk Hansen, Charlotte
2
Tanggaard, Carsten
2
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2
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1
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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
700
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
137
Ekonomiska forskningsinstitutet <Stockholm>
46
OECD
45
European University Institute / Department of Economics
34
Umeå universitet
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Federal Reserve Bank of St. Louis
23
University of New England / Department of Econometrics
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Centre for Quantitative Economics & Computing
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Federal Reserve System / Division of Research and Statistics
18
Centre for Microdata Methods and Practice <London>
17
London School of Economics and Political Science
17
Deutsche Forschungsgemeinschaft
16
Econometrisch Instituut <Rotterdam>
16
Institut für Weltwirtschaft
16
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Birkbeck College / Department of Economics
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Springer Fachmedien Wiesbaden
14
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14
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
13
Organisation for Economic Co-operation and Development
13
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
11
Europäische Kommission / Statistisches Amt
11
Forschungsinstitut zur Zukunft der Arbeit
11
Gottfried Wilhelm Leibniz Universität Hannover
11
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Erasmus Research Institute of Management
10
Federal Reserve Bank of San Francisco
10
International Energy Agency
10
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Österreichisches Institut für Wirtschaftsforschung
10
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9
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9
Institut für Höhere Studien
9
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
9
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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)
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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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
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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