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~institution:"Centre for Analytical Finance <Århus>"
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Theorie
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13
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36
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Barndorff-Nielsen, Ole E.
8
Sørensen, Michael
7
Shephard, Neil G.
5
Ørregaard Nielsen, Morten
3
Bibby, Bo Martin
2
Di Miscia, Orazio
2
Levendorskij, Sergej Z.
2
Nielsen, Jens Perch
2
Shepard, Neil
2
Sørensen, Helle
2
Tanggaard, Carsten
2
Bladt, Mogens
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Hansen, Niels Richard
1
Hansen, Peter Reinhard
1
Jones, M. C.
1
Kelly, Leah
1
Kessler, Mathieu
1
Lunde, Asger
1
Mikkelsen, Peter
1
Nicolato, Elisa
1
Platen, Eckhard
1
Poulsen, Rolf
1
Raahauge, Peter
1
Rahbek, Anders
1
Schmid, Wolfgang
1
Schmidli, Hanspeter
1
Skovgaard, Ib Michael
1
Stegenborg Larsen, Kristian
1
Stelzer, Robert
1
Søndergaard Rasmussen, Nicki
1
Tolver Jensen, Søren
1
Tzotchev, Dobromir
1
Uchida, Masayuki
1
Venardos, Emmanouil
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
776
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
199
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
144
International Monetary Fund (IMF)
78
European Commission / Joint Research Centre
77
HAL
64
Ekonomiska forskningsinstitutet <Stockholm>
59
OECD
54
Tilburg University, Center for Economic Research
51
European University Institute / Department of Economics
39
Center for Economic Research <Tilburg>
36
Springer Fachmedien Wiesbaden
36
Society for Computational Economics - SCE
34
EconWPA
32
Umeå universitet
28
Econometrisch Instituut <Rotterdam>
25
Université Paris-Dauphine (Paris IX)
25
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
22
University of New England / Department of Econometrics
22
Centre for Microdata Methods and Practice <London>
21
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
20
IGI Global
20
London School of Economics and Political Science
20
National Centre for Social and Economic Modelling <Canberra>
20
Organisation for Economic Co-operation and Development
20
Forschungsinstitut zur Zukunft der Arbeit
19
University of Exeter / Department of Economics
19
Cowles Foundation for Research in Economics, Yale University
18
C.E.P.R. Discussion Papers
17
Centre for Quantitative Economics & Computing
17
Deutsche Forschungsgemeinschaft
17
International Labour Organization (ILO), United Nations
17
Southern Agricultural Economics Association - SAEA
17
Department of Econometrics and Business Statistics, Monash Business School
16
Department of Economics and Business, Universitat Pompeu Fabra
16
Erasmus Research Institute of Management
15
Europäische Kommission / Gemeinsame Forschungsstelle
15
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
15
European Association of Agricultural Economists - EAAE
14
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
36
Source
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ECONIS (ZBW)
36
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1
Statistical inference for discretely observed Markov jump processes
Bladt, Mogens
(
contributor
);
Sørensen, Michael
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793919
Saved in:
2
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
3
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
4
On time-reversibility and estimating functions for Markov processes
Kessler, Mathieu
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690055
Saved in:
5
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
6
Classification of Markov chains on Rk
Hansen, Niels Richard
(
contributor
)
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543227
Saved in:
7
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:
8
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
9
Realised power variation and stochastic models
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607775
Saved in:
10
Integrated OU processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560040
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