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~institution:"Centre for Analytical Finance <Århus>"
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Estimation theory
13
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13
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9
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9
Maximum likelihood estimation
7
Maximum-Likelihood-Schätzung
7
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4
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1871-2000
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English
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Sørensen, Michael
4
Tanggaard, Carsten
3
Barndorff-Nielsen, Ole E.
2
Christensen, Bent Jesper
2
Nielsen, Jens Perch
2
Shephard, Neil G.
2
Sørensen, Helle
2
Bladt, Mogens
1
Hansen, Peter Reinhard
1
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1
Kelly, Leah
1
Kristensen, Dennis
1
Lunde, Asger
1
Platen, Eckhard
1
Poulsen, Rolf
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Raahauge, Peter
1
Rahbek, Anders
1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
Søndergaard Rasmussen, Nicki
1
Taulbjerg, Jes
1
Tzotchev, Dobromir
1
Uchida, Masayuki
1
Ørregaard Nielsen, Morten
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
592
Deutsches Institut für Wirtschaftsforschung / Projektgruppe Das Sozio-Ökonomische Panel
186
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
143
SOEP-IS Group
69
International Monetary Fund (IMF)
50
Ekonomiska forskningsinstitutet <Stockholm>
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OECD
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
36
European University Institute / Department of Economics
31
Umeå universitet
29
Centre for Microdata Methods and Practice <London>
24
TNS Infratest Sozialforschung GmbH
23
University of New England / Department of Econometrics
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Center for Economic Research <Tilburg>
22
C.E.P.R. Discussion Papers
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Forschungsinstitut zur Zukunft der Arbeit
21
Deutsches Institut für Wirtschaftsforschung
19
Institut für Angewandte Sozialwissenschaft
18
Organisation for Economic Co-operation and Development
18
Centre for Quantitative Economics & Computing
17
DIW Berlin / SOEP
15
Econometrisch Instituut <Rotterdam>
15
European Commission / Joint Research Centre
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HAL
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University of Exeter / Department of Economics
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13
Forschungsdatenzentrum der Bundesagentur für Arbeit, Institut für Arbeitsmarkt- und Berufsforschung (IAB)
13
London School of Economics and Political Science
13
Escola de Pós-Graduação em Economia <Rio de Janeiro>
12
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12
Lunds Universitet / Nationalekonomiska Institutionen
12
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Universität Basel / Institut für Statistik und Ökonometrie
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Umeå Universitet / Institutionen för Nationalekonomi
11
University of Southampton / Department of Economics
11
World Trade Organization
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Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
10
Federal Reserve System / Division of Research and Statistics
10
International Energy Agency
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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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:
2
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:
3
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
4
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
5
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
Saved in:
6
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
7
Latent utility shocks in a structural empirical asset pricing model
Christensen, Bent Jesper
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507048
Saved in:
8
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
9
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
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10
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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