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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Statistischer Test"
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Statistischer Test
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Hansen, Peter Reinhard
2
Lunde, Asger
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Taulbjerg, Jes
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Centre for Analytical Finance <Århus>
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Testing the significance of calendar effects
Hansen, Peter Reinhard
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contributor
); …
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2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
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2
Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of volatility models
Hansen, Peter Reinhard
(
contributor
); …
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2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
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3
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
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4
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
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5
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
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2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
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6
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
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2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
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7
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
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