- 2020
- Udgivet
String topology of finite groups of Lie type
Grodal, Jesper & Lahtinen, A., 2020, arxiv.org, 58 s.Publikation: Working paper › Preprint › Forskning
- 2019
- Udgivet
Term Rates, Multicurve Term Structures and Overnight Rate Benchmarks: a Roll-Over Risk Approach
Backwell, A., Macrina, A., Schloegl, E. & Skovmand, David Glavind, 27 jun. 2019, SSRN: Social Science Research Network, 24 s.Publikation: Working paper › Forskning
- Udgivet
Ancient Mean Curvature Flows and their Spacetime Tracks
Chini, F. & Møller, Niels Martin, 2019, s. 1-14, (arXiv.org).Publikation: Working paper › Preprint › Forskning
- Udgivet
Cyclic reduction of Elliptic Curves
Campagna, F. & Stevenhagen, P., 2019, arXiv preprint.Publikation: Working paper › Forskning
- Udgivet
Generalized Partial Benders Decomposition of Two Stage Stochastic Programs
Pantuso, Giovanni, 2019, 28 s.Publikation: Working paper › Preprint › Forskning
- 2018
- Udgivet
From Model to Market Risks: The Implicit Function Theorem (IFT) Demystified
Savine, A., 31 okt. 2018, SSRN: Social Science Research Network, 6 s.Publikation: Working paper › Forskning
- 2017
- Udgivet
LSM Reloaded: Differentiate xVA on your iPad Mini
Huge, B. N. & Savine, A., 10 maj 2017, Social Science Research Network (SSRN), 46 s.Publikation: Working paper › Forskning
- 2016
- Udgivet
Excursion sets of infinitely divisible random fields with convolution equivalent Lévy measure
Rønn-Nielsen, A. & Jensen, E. B. V., aug. 2016, Aarhus University, 21 s. (CSGB Research Reports; Nr. 11, Bind 2016).Publikation: Working paper › Forskning
- 2015
- Udgivet
Time inhomogeneity in longest gap and longest run problems
Asmussen, S., Ivanovs, J. & Rønn-Nielsen, A., okt. 2015, Thiele Research report, No 7, 2015 udg., Aarhus University, 17 s. (Thiele Research Report, Bind 7).Publikation: Working paper › Forskning
- 2014
- Udgivet
Optimal hedging with the cointegrated vector autoregressive model
Gatarek, L. & Johansen, Søren, 2014, Copenhagen: Økonomisk institut, Københavns Universitet, 11 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 22, Bind 2014).Publikation: Working paper › Forskning
- Udgivet
Outlier detection algorithms for least squares time series regression
Johansen, Søren & Nielsen, B., 2014, Copenhagen: Økonomisk institut, Københavns Universitet, 39 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 23, Bind 2014).Publikation: Working paper › Forskning
- Udgivet
Tail asymptotics for the supremum of an infinitely divisible field with convolution equivalent Lévy measure
Rønn-Nielsen, A. & Jensen, E. B. V., 2014, Aarhus University, (CSGB Research Reports; Nr. 9, Bind 2014).Publikation: Working paper › Forskning
- 2013
- Udgivet
Asymptotic analysis of the Forward Search
Johansen, Søren & Nielsen, B., 2013, Kbh.: Økonomisk institut, Københavns Universitet, 39 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 1, Bind 13).Publikation: Working paper › Forskning
- Udgivet
Cost allocation with limited information
Hougaard, Jens Leth & Tind, J., 2013, Department of Food and Resource Economics, University of Copenhagen, 13 s. (MSAP Working Paper Series; Nr. 01/2013).Publikation: Working paper › Forskning
- 2010
- Udgivet
Penalized maximum likelihood estimation for generalized linear point processes
Hansen, Niels Richard, 3 mar. 2010.Publikation: Working paper › Forskning
- 2009
- Udgivet
- Udgivet
Prediction of outstanding payments in a Poisson cluster model
Mikosch, Thomas Valentin, Jessen, A. H. & Samorodnitsky, G., 2009, 24 s.Publikation: Working paper › Forskning
- Udgivet
Weak convergence of the function-indexed integrated periodogram for infinite variance processes
Mikosch, Thomas Valentin, Can, S. U. & Samorodnitsky, G., 2009, 21 s.Publikation: Working paper › Forskning
- 2008
- Udgivet
A Mixing Severity Model Incorporating Three Sources of Data for Operational Risk Quantification
Gustafsson, J. K. A., 2008, 22 s.Publikation: Working paper › Forskning
- Udgivet
An Analysis of the Indicator Saturation Estimator as a Robust Regression Estimator
Johansen, Søren & Nielsen, B., 2008, Department of Economics, University of Copenhagen, 35 s.Publikation: Working paper › Forskning
- Udgivet
Cost Allocation and Convex Data Envelopment
Hougaard, Jens Leth & Tind, J., 2008, Department of Economics, University of Copenhagen, 17 s.Publikation: Working paper › Forskning
- Udgivet
- 2007
- Udgivet
Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Hoover, K. D., Juselius, Katarina & Johansen, Søren, 2007, Department of Economics, University of Copenhagen, 10 s.Publikation: Working paper › Forskning
- Udgivet
Non-commutative residue of projections in Boutet de Monvel's calculus
Gaarde, A., 2007.Publikation: Working paper › Forskning
- Udgivet
Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate
Johansen, Søren, Juselius, Katarina, Frydman, R. & Goldberg, M., 2007, Department of Economics, University of Copenhagen, 33 s.Publikation: Working paper › Forskning
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