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6
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Sørensen, Michael
5
Tanggaard, Carsten
4
Barndorff-Nielsen, Ole E.
3
Engsted, Tom
3
Shephard, Neil G.
3
Ørregaard Nielsen, Morten
3
Christensen, Bent Jesper
2
Hansen, Peter Reinhard
2
Koulikov, Dmitri
2
Lunde, Asger
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Rahbek, Anders
2
Søndergaard Rasmussen, Nicki
2
Bec, Frédérique
1
Bibby, Bo Martin
1
Bladt, Mogens
1
Brunetti, Celso
1
Busch, Thomas
1
Christiansen, Charlotte
1
Di Miscia, Orazio
1
Jones, M. C.
1
Kelly, Leah
1
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1
Platen, Eckhard
1
Poulsen, Rolf
1
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1
Skovgaard, Ib Michael
1
Stegenborg Larsen, Kristian
1
Sørensen, Helle
1
Taulbjerg, Jes
1
Tolver Jensen, Søren
1
Tzotchev, Dobromir
1
Uchida, Masayuki
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
2,214
International Monetary Fund (IMF)
639
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
370
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315
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212
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144
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105
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102
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96
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93
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93
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77
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71
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68
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65
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58
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57
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55
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54
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54
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51
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50
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43
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41
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40
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39
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36
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34
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33
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33
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
33
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ECONIS (ZBW)
33
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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
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
3
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:
4
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:
5
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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6
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
7
A new test for speculative
bubbles
based on return variance decompositions
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660132
Saved in:
8
Misspecification versus
bubbles
in hyperinflation data : comment
Engsted, Tom
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660135
Saved in:
9
Speculative
bubbles
in stock prices? : Tests based on the price-dividend ratio
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001998442
Saved in:
10
Semiparametric analysis of stationary fractional cointegration and the implied-realized volatility relation in high-frequency options data
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599144
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