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~institution:"Centre for Analytical Finance <Århus>"
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Estimation theory
13
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9
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9
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4
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4
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4
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English
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Sørensen, Michael
4
Barndorff-Nielsen, Ole E.
3
Nielsen, Jens Perch
2
Shephard, Neil G.
2
Tanggaard, Carsten
2
Bec, Frédérique
1
Bladt, Mogens
1
Brunetti, Celso
1
Christensen, Bent Jesper
1
Di Miscia, Orazio
1
Hansen, Peter Reinhard
1
Jones, M. C.
1
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1
Lunde, Asger
1
Myhre Lildholdt, Peter
1
Platen, Eckhard
1
Poulsen, Rolf
1
Rahbek, Anders
1
Schmid, Wolfgang
1
Shepard, Neil
1
Stegenborg Larsen, Kristian
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Taulbjerg, Jes
1
Tzotchev, Dobromir
1
Uchida, Masayuki
1
Ørregaard Nielsen, Morten
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
628
International Monetary Fund (IMF)
403
Deutsches Institut für Wirtschaftsforschung / Projektgruppe Das Sozio-Ökonomische Panel
186
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
152
SOEP-IS Group
69
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
65
Ekonomiska forskningsinstitutet <Stockholm>
48
OECD
45
International Monetary Fund
42
European University Institute / Department of Economics
31
Umeå universitet
29
C.E.P.R. Discussion Papers
25
Centre for Microdata Methods and Practice <London>
24
TNS Infratest Sozialforschung GmbH
23
Center for Economic Research <Tilburg>
22
University of New England / Department of Econometrics
22
European Commission / Joint Research Centre
21
Deutsches Institut für Wirtschaftsforschung
20
Econometrisch Instituut <Rotterdam>
19
London School of Economics and Political Science
19
Centre for Quantitative Economics & Computing
18
Forschungsinstitut zur Zukunft der Arbeit
18
HAL
18
Institut für Angewandte Sozialwissenschaft
18
Organisation for Economic Co-operation and Development
18
Queen Mary College / Department of Economics
17
DIW Berlin / SOEP
15
Deutsche Forschungsgemeinschaft
14
European Central Bank
14
University of Exeter / Department of Economics
14
Forschungsdatenzentrum der Bundesagentur für Arbeit, Institut für Arbeitsmarkt- und Berufsforschung (IAB)
13
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
12
Lunds Universitet / Nationalekonomiska Institutionen
12
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
12
Universität Basel / Institut für Statistik und Ökonometrie
12
Springer Fachmedien Wiesbaden
11
University of Cambridge / Department of Applied Economics
11
World Trade Organization
11
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
10
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
18
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ECONIS (ZBW)
18
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1
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
2
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:
3
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:
4
Econometric analysis of realised covariation : high frequency covariance, regression and
correlation
in financial economics
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686826
Saved in:
5
Return-based and range-based (co)viariance estimation : with an application to foreign exchange markets
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
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6
Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
Saved in:
7
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:
8
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:
9
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:
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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