Department of Mathematical Sciences

 

 
  1. 1995
  2. Published

    Likelihood-based inference in cointegrated vector auto-regressive models

    Johansen, Søren, 1995, Great Britain: Oxford University Press. 267 p.

    Research output: Book/ReportBookResearchpeer-review

  3. Published

    Test for cointegration rank in partial systems

    Johansen, Søren, Harboe, I., Nielsen, B. & Rahbek, Anders, 1995, København, p. 32.

    Research output: Working paper

  4. Published

    The Role of Ancillarity in Inference for Non-stationary Variables

    Johansen, Søren, 1995, In: Economic Journal. 105, 429, p. 302-320

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. Published

    Automorphism and derivations of upper triangular matrix rings

    Jøndrup, Søren, 1995, In: Linear Algebra and Its Applications. 221, p. 205-218

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. Published

    Ordering claim size distributions and mixed Poisson probabilities

    Kaas, R. & Hesselager, O., 1995, In: Insurance: Mathematics and Economics. 17, 2, p. 193-201

    Research output: Contribution to journalJournal articleResearchpeer-review

  7. Published

    Ordering claim size distributions and mixed Poisson probabilities

    Kaas, R. & Hesselager, O., 1995, København: Lab. of Actuarial Math., Kbh. Univ., 12 p.

    Research output: Working paper

  8. Published

    A counterexample to a conjecture concerning infinitely divisible distributions

    Kristiansen, G. K., 1995, In: Scandinavian Journal of Statistics. 77, 1, p. 139-141

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. Published

    A Markov Model for the Term Structure of Credit Risk Spreads

    Lando, D., Jarrow, R. A. & Turnbull, S. M., 1995, In: Preprint. 10, p. 63

    Research output: Contribution to journalJournal articleResearch

  10. Published

    On Jump-diffusion Option Pricing from the Viewpoint of Semimartingale Characteristics

    Lando, D., 1995, København, p. 25.

    Research output: Working paper

  11. Published

    Alger fik varmen med a-kraft

    Larsen, M. E., 1995, In: Illustreret Videnskab. 8, p. 59

    Research output: Contribution to journalJournal articleResearch