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~institution:"Centre for Analytical Finance <Århus>"
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Sørensen, Michael
6
Tanggaard, Carsten
4
Barndorff-Nielsen, Ole E.
3
Christensen, Bent Jesper
3
Lunde, Asger
3
Schmidli, Hanspeter
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Ørregaard Nielsen, Morten
3
Bibby, Bo Martin
2
Engsted, Tom
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Hansen, Peter Reinhard
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Koulikov, Dmitri
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
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Rahbek, Anders
2
Shephard, Neil G.
2
Søndergaard Rasmussen, Nicki
2
Sørensen, Helle
2
Bechmann, Ken L.
1
Bladt, Mogens
1
Brunetti, Celso
1
Busch, Thomas
1
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1
Jensen, Morten Berg
1
Jones, M. C.
1
Kelly, Leah
1
Kristensen, Dennis
1
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1
Poulsen, Rolf
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Skovgaard, Ib Michael
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Stegenborg Larsen, Kristian
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Stelzer, Robert
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Taulbjerg, Jes
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1
Tzotchev, Dobromir
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
1,817
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
222
International Monetary Fund (IMF)
141
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Chambre de commerce et d'industrie de Paris
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European Central Bank
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EconWPA
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Rutgers University / Department of Economics
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
40
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ECONIS (ZBW)
40
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1
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
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:
3
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:
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
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
6
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
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7
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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:
9
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
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10
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702284
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