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~institution:"Centre for Analytical Finance <Århus>"
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Theorie
6
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6
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4
Statistical distribution
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6
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Schmidli, Hanspeter
3
Sørensen, Michael
2
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1
Bibby, Bo Martin
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Busch, Thomas
1
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1
Lunde, Asger
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Centre for Analytical Finance <Århus>
International Monetary Fund (IMF)
466
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
137
International Monetary Fund
96
National Bureau of Economic Research
72
HAL
39
EconWPA
21
Institute for the Study of Labor (IZA)
19
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
Tilburg University, Center for Economic Research
15
Université Paris-Dauphine (Paris IX)
14
Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia
13
Tilburg University, School of Economics and Management
13
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12
Department of Economics, Leicester University
11
Deutsche Bundesbank
11
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
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Institut ekonomických studií, Univerzita Karlova v Praze
11
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10
CESifo
10
Cowles Foundation for Research in Economics, Yale University
10
Erasmus University Rotterdam, Econometric Institute
10
European Central Bank
10
Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät
9
Berkeley Electronic Press
8
Center for Economic Research <Tilburg>
8
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8
Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
8
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8
Agricultural and Applied Economics Association - AAEA
7
Banca d'Italia
7
Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
7
Nationalekonomiska Institutionen, Ekonomihögskolan
7
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6
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
6
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6
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6
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6
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6
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
8
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ECONIS (ZBW)
8
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1
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
2
On optimal investment and subexponential claims
Schmidli, Hanspeter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001979814
Saved in:
3
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:
4
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:
5
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the large claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724275
Saved in:
6
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the small claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724276
Saved in:
7
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
8
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
Saved in:
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