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Estimation theory
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Sørensen, Michael
4
Barndorff-Nielsen, Ole E.
3
Nielsen, Jens Perch
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Shephard, Neil G.
2
Strunk Hansen, Charlotte
2
Tanggaard, Carsten
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Tuypens, Bjorn E.
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Bladt, Mogens
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Christensen, Bent Jesper
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1
Tzotchev, Dobromir
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
620
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
161
OECD
145
Nuclear Energy Agency
144
International Monetary Fund (IMF)
79
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60
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Internationale Atomenergie-Organisation
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Center for Economic Research <Tilburg>
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University of New England / Department of Econometrics
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Centre for Microdata Methods and Practice <London>
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Tilburg University, Center for Economic Research
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Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
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London School of Economics and Political Science
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11
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11
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11
Vereinte Nationen
11
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
10
Internationale Energieagentur
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
17
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ECONIS (ZBW)
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Econometric analysis of realised covariation : high frequency covariance, regression and correlation in financial economics
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686826
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2
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:
3
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
4
Long-run regression : theory and application to U.S. asset markets
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491534
Saved in:
5
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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6
Estimation for discretely observed diffusions using transform functions
Kelly, Leah
(
contributor
);
Platen, Eckhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763246
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7
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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8
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
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9
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
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10
Efficient control variates for Monte-Carlo valuation of American options
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724268
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