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~type_genre:"Handbook"
~type_genre:"Arbeitspapier"
~institution:"Centre for Analytical Finance <Århus>"
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Theorie
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8
Statistischer Test
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4
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4
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4
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3
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1987-1997
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Taulbjerg, Jes
3
Barndorff-Nielsen, Ole E.
2
Di Miscia, Orazio
2
Hansen, Peter Reinhard
2
Lunde, Asger
2
Strunk Hansen, Charlotte
2
Tuypens, Bjorn E.
2
Bec, Frédérique
1
Busch, Thomas
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1
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1
Rahbek, Anders
1
Shepard, Neil
1
Shephard, Neil G.
1
Sørensen, Helle
1
Sørensen, Michael
1
Ørregaard Nielsen, Morten
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Centre for Analytical Finance <Århus>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
174
National Bureau of Economic Research
78
Center for Economic Research <Tilburg>
33
Econometrisch Instituut <Rotterdam>
31
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27
Queen Mary College / Department of Economics
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Ekonomiska forskningsinstitutet <Stockholm>
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Forschungsinstitut zur Zukunft der Arbeit
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University of Cambridge / Department of Applied Economics
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Europäische Kommission / Statistisches Amt
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European University Institute / Department of Economics
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Aarhus Universitet / Afdeling for Nationaløkonomi
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
12
Federal Reserve Bank of St. Louis
11
Rutgers University / Department of Economics
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Vereinte Nationen / Statistics Division
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10
Columbia University / Department of Economics
10
London School of Economics and Political Science
10
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9
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8
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8
Massachusetts Institute of Technology / Department of Economics
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7
Escola de Pós-Graduação em Economia <Rio de Janeiro>
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)
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1
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:
2
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
Saved in:
3
Optimal inference in diffusion models of the short rate of interest
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622256
Saved in:
4
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
5
A robust LR test for the GARCH model
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069045
Saved in:
6
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
7
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
8
Long-run regression : theory and application to U.S. asset markets
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491534
Saved in:
9
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
10
Vector equilibrium correction models with non-linear discountinuous adjustments
Bec, Frédérique
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728534
Saved in:
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