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Sørensen, Michael
5
Tanggaard, Carsten
5
Ørregaard Nielsen, Morten
4
Christensen, Bent Jesper
3
Myhre Lildholt, Peter
3
Nielsen, Jens Perch
3
Nielsen, Morten Ørregaard
3
Barndorff-Nielsen, Ole E.
2
Brunetti, Celso
2
Engsted, Tom
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Hansen, Peter Reinhard
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Koulikov, Dmitri
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Lunde, Asger
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Rahbek, Anders
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Shephard, Neil G.
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Søndergaard Rasmussen, Nicki
2
Bec, Frédérique
1
Bibby, Bo Martin
1
Bladt, Mogens
1
Busch, Thomas
1
Christiansen, Charlotte
1
Di Miscia, Orazio
1
Jones, M. C.
1
Kelly, Leah
1
Myhre Lildholdt, Peter
1
Platen, Eckhard
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Poulsen, Rolf
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Skovgaard, Ib Michael
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Stegenborg Larsen, Kristian
1
Sørensen, Helle
1
Taulbjerg, Jes
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Tolver Jensen, Søren
1
Tzotchev, Dobromir
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
3,158
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
467
Forschungsinstitut zur Zukunft der Arbeit
355
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67
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59
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53
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49
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48
Cowles Foundation for Research in Economics, Yale University
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38
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38
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37
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33
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33
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32
Centre for Economic Performance
31
Econometrisch Instituut <Rotterdam>
31
London School of Economics (LSE)
31
Økonomisk Institut, Københavns Universitet
31
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
39
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ECONIS (ZBW)
39
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1
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
Saved in:
2
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:
3
Optimal residual based tests for fractional
cointegration
and exchange rate dynamics
Nielsen, Morten Ørregaard
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702310
Saved in:
4
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
5
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
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
Nonparametric
estimation
of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
8
Semiparametric
estimation
in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
Saved in:
9
Cointegration
and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
10
Misspecification versus bubbles in hyperinflation data : comment
Engsted, Tom
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660135
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