Institut for Matematiske Fag

 

 
  1. Udgivet

    Extracting Information from the Data: A European View on Empirical Macro

    Johansen, Søren & Juselius, K., 2005, Department of Applied Mathematics and Statistics, s. 1-26.

    Publikation: Working paperForskning

  2. Udgivet

    A Representation Theory for a Class of Vector Autoregressive Models for Fractional Processes

    Johansen, Søren, 2005, Department of Applied Mathematics and Statistics, s. 1-22.

    Publikation: Working paperForskning

  3. 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 paperForskning

  4. 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 paperForskning

  5. Udgivet

    Likelihood based inference for cointegration of non stationary time series

    Johansen, Søren, 1993, København, s. 30.

    Publikation: Working paperForskning

  6. Udgivet

    Estimating Systems of Trending Variables

    Johansen, Søren, 1991, Københavns Univiversitet, s. 35.

    Publikation: Working paperForskning

  7. Udgivet

    The Role of Ancillarity in Inference for Non-Stationary Variables

    Johansen, Søren, 1994, København, s. 21.

    Publikation: Working paperForskning

  8. Udgivet

    Recursive Estimation in Cointegrated VAR-Models

    Johansen, Søren & Hansen, Henrik, 1993, København, s. 20.

    Publikation: Working paperForskning

  9. Udgivet

    Cointegration. Overview and Development

    Johansen, Søren, 2006, Department of Applied Mathematics and Statistics / University of Copenhagen, s. 1-22.

    Publikation: Working paperForskning

  10. Udgivet

    Confronting the Economic Model with the Data

    Johansen, Søren, 2005, Department of Applied Mathematics and Statistics, s. 1-13.

    Publikation: Working paperForskning

  11. 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 paperForskning

  12. 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 paperForskning

  13. Udgivet

    A Likelihood Analysis of The I(2) Model

    Johansen, Søren, 1994, København, s. 26.

    Publikation: Working paperForskning

  14. Udgivet

    A Statistical Analysis of Cointegration for I(2) Variables

    Johansen, Søren, 1991, Københavns Universitet, s. 26.

    Publikation: Working paperForskning

  15. Udgivet
  16. Udgivet

    The Role of the Constant Term in Cointegration Analysis of Nonstationary Variables

    Johansen, Søren, 1992, Københavns Universitet, s. 26.

    Publikation: Working paperForskning

  17. Udgivet

    Determination of Cointegration Rank in the Presence of Linear Trend

    Johansen, Søren, 1991, Københavns Universitet, s. 15.

    Publikation: Working paperForskning

  18. Udgivet

    More on testing exact rational expectations in vector autoregressive models: Restricted drift term

    Johansen, Søren & Swensen, A. R., 2003, Københavns Universitet, s. 1-11.

    Publikation: Working paperForskning

  19. Udgivet

    An I(2) Cointegration Analysis of the Purchasing Power Parity between Australia and USA

    Johansen, Søren, 1991, København, Kbh.Univ., s. 25.

    Publikation: Working paperForskning

  20. Udgivet

    Trend-Stationarity in the I(2) Cointegration Model

    Jørgensen, C., Kongsted, H. C. & Rahbek, Anders, 1996, Department of Economics, University of Copenhagen, 35 s.

    Publikation: Working paperForskning

  21. Udgivet

    Ordering claim size distributions and mixed Poisson probabilities

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

    Publikation: Working paperForskning

  22. Udgivet

    A simple proof of a result of asmussen

    Kalashnikov, V. & Konstantinides, D., 1999, København: Lab. of Actuarial Math. Univ. of Copenhagen, s. 7.

    Publikation: Working paperForskning

  23. Udgivet

    Power tailed ruin probabilities in the presence of small claims and risky investments

    Kalashnikov, V. & Norberg, R., 1999, København: Lab. of Actuarial Math. Univ. of Copenhagen, s. 16.

    Publikation: Working paperForskning

  24. Udgivet

    Asymptotically correct bounds of geometric convolutions with subexponential components

    Kalashnikov, V. & Tsitsiashvili, G., 1998, København: Lab. of Actuarial Math. Univ. of Copenhagen, s. 16.

    Publikation: Working paperForskning

  25. Udgivet

    A simple proof of the Cramér formula

    Kalashnikov, V., 1997, København: Lab. of Actuarial Math. Univ. of Copenhagen, s. 10.

    Publikation: Working paperForskning

  26. Udgivet

    Some estimates of geometric sums

    Kalashnikov, V. & Bon, J., 1999, Paris: Université du Paris-Sud, s. 15.

    Publikation: Working paperForskning

  27. Udgivet

    Minimum norm estimation under parameter constraints with an application to insurance (Working Paper)

    Kleffe, J. & Norberg, R., 1997, København: Lab. of Actuarial Math. Univ. of Copenhagen, s. 19.

    Publikation: Working paperForskning

  28. Udgivet

    Statistical analysis of missing data with the help of generalized replicated models

    Kleffe, J., 1992, København, 13 s.

    Publikation: Working paperForskning

  29. Udgivet

    Allosteric stabilization of calcium and lipid binding engages three synaptotagmins in fast exocytosis

    Kobbersmed, J. R. L., Berns, M. M. M., Ditlevsen, Susanne, Sørensen, Jakob Balslev & Walter, Alexander Matthias, 23 okt. 2021, bioRxiv, s. 1-56.

    Publikation: Working paperPreprintForskning

  30. Udgivet

    Large Deviations and Ruin Probabilities for Solutions to Stochastic Recurrence Equations with Heavy-Tailed Innovations

    Konstantinides, D. G. & Mikosch, Thomas Valentin, 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet: H.C.Ø.-Tryk, s. 1-32.

    Publikation: Working paperForskning

  31. Udgivet

    Worst Case Portfolio Optimization and HJB-Systems.

    Korn, R. & Steffensen, Mogens, 2006, Laboratory of Actuarial Mathematics / Copenhagen University: <Forlag uden navn>, s. 1-17.

    Publikation: Working paperForskning

  32. Udgivet

    How to Invest Optimally in Corporate Bonds: A Reduced-Form Approach

    Kraft, H. & Steffensen, Mogens, 2005, Københavns Universitet: H.C.Ø.-Tryk, s. 1-32.

    Publikation: Working paperForskning

  33. Udgivet

    Optimal Consumption and Insurance: A Continuous-Time Markov Chain Approach.

    Kraft, H. & Steffensen, Mogens, 2006, Laboratory of Actuarial Mathematics / Copenhagen University: <Forlag uden navn>, s. 1-21.

    Publikation: Working paperForskning

  34. Udgivet

    Asymptotics of the QMLE for a class of ARCH(q) models

    Kristensen, D. & Rahbek, Anders, 2002, København, s. 1-30.

    Publikation: Working paperForskning

  35. Udgivet

    Asymptotics of the QMLE for General ARCH(q) Models

    Kristensen, D. & Rahbek, Anders, 2005, Department of Applied Mathematics and Statistics, s. 1-37.

    Publikation: Working paperForskning

  36. Udgivet

    Purity in chromatically localized algebraic K-theory

    Land, M., Mathew, A., Meier, L. & Tamme, G., 2020, (arXiv).

    Publikation: Working paperPreprintForskning

  37. Udgivet

    On Cox Processes and Credit Risky Bonds

    Lando, D., 1994, København: Museum Tusculanum, s. 31.

    Publikation: Working paperForskning

  38. Udgivet

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

    Lando, D., 1995, København, s. 25.

    Publikation: Working paperForskning

  39. Udgivet

    An Introduction to Regime Switching Time Series Models

    Lange, Theis & Rahbek, Anders, 2006, Department of Applied Mathematics and Statistics / University of Copenhagen, s. 1-16.

    Publikation: Working paperForskning

  40. Udgivet

    Estimation and Asymptotic Inference in the First Order AR-ARCH Model

    Lange, Theis, Rahbek, Anders & Jensen, S. T., 2006, Department of Applied Mathematics and Statistics / University of Copenhagen, s. 1-23.

    Publikation: Working paperForskning

  41. Udgivet

    Models Combining Group Symmetry and Conditional Independence in a Multivariate Normal Distribution

    Madsen, J. & Andersson, S. A., 1995, København, s. 56.

    Publikation: Working paperForskning

  42. Udgivet

    Use of the three stage model for improving the estimate of the survival function.

    Malani, H. M. & Nielsen, J. P., 1991, København: Museum Tusculanum, 23 s.

    Publikation: Working paperForskning

  43. Udgivet

    Probabilities of ruin when the safety loading tends to zero

    Malinovski, V., 1998, København: Lab. of Actuarial Math. Univ. of Copenhagen, s. 1-36.

    Publikation: Working paperForskning

  44. Udgivet

    Counterexamples in self-testing

    Mancinska, Laura & Schmidt, Simon, 2023, arxiv.org, 20 s.

    Publikation: Working paperPreprintForskning

  45. Udgivet

    On the torsion-freeness property for divisible discrete quantum subgroups

    Martos Prieto, Ruben, 2021, arxiv.org, 32 s.

    Publikation: Working paperPreprintForskning

  46. Udgivet

    Binomial financial market in context of algebra of stochastic exponents and martingales

    Melnikov, A. V., 1999, København: Lab. of Actuarial Math. Univ. of Copenhagen, s. 10.

    Publikation: Working paperForskning

  47. Udgivet

    Scaling Limits for Workload Process

    Mikosch, Thomas Valentin & Samorodnitsky, G., 2006, Laboratory of Actuarial Mathematics / Copenhagen University: <Forlag uden navn>, s. 1-31.

    Publikation: Working paperForskning

  48. Udgivet

    Activity Rates with Very Heavy Tails

    Mikosch, Thomas Valentin & Resnick, S., 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet: H.C.Ø.-Tryk, s. 1-23.

    Publikation: Working paperForskning

  49. 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 paperForskning

  50. Udgivet