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~institution:"Centre for Analytical Finance <Århus>"
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Theorie
22
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17
Stochastischer Prozess
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12
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12
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32
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32
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English
39
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Barndorff-Nielsen, Ole E.
8
Sørensen, Michael
6
Shephard, Neil G.
5
Ørregaard Nielsen, Morten
3
Bibby, Bo Martin
2
Hansen, Peter Reinhard
2
Koulikov, Dmitri
2
Levendorskij, Sergej Z.
2
Lunde, Asger
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Shepard, Neil
2
Søndergaard Rasmussen, Nicki
2
Sørensen, Helle
2
Tanggaard, Carsten
2
Bladt, Mogens
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Di Miscia, Orazio
1
Jones, M. C.
1
Kelly, Leah
1
Mikkelsen, Peter
1
Nicolato, Elisa
1
Platen, Eckhard
1
Poulsen, Rolf
1
Rahbek, Anders
1
Schmid, Wolfgang
1
Schmidli, Hanspeter
1
Skovgaard, Ib Michael
1
Stegenborg Larsen, Kristian
1
Stelzer, Robert
1
Tolver Jensen, Søren
1
Tzotchev, Dobromir
1
Uchida, Masayuki
1
Venardos, Emmanouil
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
1,445
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
235
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
113
International Monetary Fund (IMF)
107
Ekonomiska forskningsinstitutet <Stockholm>
91
C.E.P.R. Discussion Papers
75
European University Institute / Department of Economics
64
European Central Bank
58
OECD
40
Society for Computational Economics - SCE
36
World Bank
36
International Monetary Fund
35
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32
Institut für Weltwirtschaft
32
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32
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30
HAL
30
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26
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26
EconWPA
25
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25
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23
Banque de France
22
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22
Aarhus Universitet / Afdeling for Nationaløkonomi
21
European University Institute / Department of Law
21
Centre for Quantitative Economics & Computing
20
Econometric Society
20
Centre for Microdata Methods and Practice <London>
19
Department of Econometrics and Business Statistics, Monash Business School
19
Rutgers University / Department of Economics
19
Umeå Universitet / Institutionen för Nationalekonomi
19
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18
Escola de Pós-Graduação em Economia <Rio de Janeiro>
18
Internationaler Währungsfonds / Research Department
18
Tinbergen Institute
18
Cowles Foundation for Research in Economics, Yale University
17
Department of Economics, Oxford University
17
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
16
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
39
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ECONIS (ZBW)
39
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1
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
2
Diffusion-type models with given marginal and autocorrelation function
Bibby, Bo Martin
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748916
Saved in:
3
Local empirical spectral measure of multivariate processes with long range dependence
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838828
Saved in:
4
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:
5
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
6
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
7
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Saved in:
8
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
9
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
10
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
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