Publications

Working Paper

Veraart, A. (2010). How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps? Aarhus: Institut for Økonomi, Aarhus Universitet.

Veraart, A. (2008). Impact of time-inhomogeneous jumps and leverage type effects on returns and realised variances. Aarhus: Institut for Økonomi, Aarhus Universitet.

Veraart, A. (2008). Inference for the jump part of quadratic variation of Itô semimartingales. Aarhus: Institut for Økonomi, Aarhus Universitet.

Veraart, A. E. D. & Veraart, L. A. M. (2013). Risk premia in energy markets. Aarhus: Institut for Økonomi, Aarhus Universitet. CREATES Research Papers, No. 2013-02

Veraart, A. & Veraart, L. A. M. (2009). Stochastic volatility and stochastic leverage. Aarhus: Institut for økonomi, Aarhus Universitet.

Ventosa-Santaulària, D. & Rodríguez-Caballero, C. V. (2013). Polynomial Regressions and Nonsense Inference. Aarhus: Institut for Økonomi, Aarhus Universitet. CREATES Research Papers, No. 2013-40

Vejlin, R. M. (2010). Residential Location, Job Location, and Wages: Theory and Empirics. Aarhus: Institut for Økonomi, Aarhus Universitet.

Vastrup, C. (2003). Boligmarkedet og økonomiske sammenhænge.

Vastrup, C. (2009). Økonomiske konsekvenser af ØMU'en. København: Institut for Internationale Studier / Dansk Center for Internationale Studier og Menneskerettigheder.

Vasiljeva, K. (2014). On the importance of macroeconomic factors for the foreign student’s decision to stay in the host country. Aarhus: Institut for Økonomi, Aarhus Universitet. Economics Working Papers, No. 2014-17

Varneskov, R. T. & Perron, P. (2012). Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns.

Varneskov, R. T. (2014). Estimating the Quadratic Variation Spectrum of Noisy Asset Prices Using Generalized Flat-top Realized Kernels.

Varneskov, R. T. (2013). Flat-Top Realized Kernel Estimation of Quadratic Covariation with Non-Synchronous and Noisy Asset Prices. Aarhus: Institut for Økonomi, Aarhus Universitet.

Vaidya, M., Katoch, M. & Datta Gupta, N. (2015). The Impact of Household Participation in Community Based Organizations on Child Health and Education in Rural India. Aarhus: Institut for Økonomi, Aarhus Universitet. Economics Working Papers, No. 2015-08

Ulhøi, J. P. & Rikhardsson, P. M. (2000). Efter 1990'ernes miljøledelse - hva' så?

Ueda, Y. & Svendsen, G. T. (2002). How to solve the tragedy of the commons? Social entrepreneurs and global public goods.

Uchoa, E., Fukasawa, R., Lysgaard, J., Pessoa, A., Poggi de Aragão, M. & Andrade, D. (2006). Robust Branch-Cut-and-Price for the Capacitated Minimum Spanning Tree Problem over a Large Extended Formulation. Aarhus School of Business, Department of Business Studies.

Turkensteen, M. (2016). The computation of carbon emissions due to the net payload on a truck. Aarhus: Institut for Økonomi.

Tumennasan, N. (2011). Do contracts help? A team formation perspective. Aarhus: Institut for Økonomi, Aarhus Universitet.

Tumennasan, N. (2011). Quantity precommitment and price matching. Aarhus: Institut for Økonomi, Aarhus Universitet.

Tumennasan, N. (2011). To err is human: Implementation in quantal response equilibria. Aarhus: Institut for Økonomi, Aarhus Universitet.

Tsiaras, L. (2009). The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks. Aarhus: Aarhus School of Business, Aarhus University, Department of Business Studies.

Toomet, O-S. (2005). Does an increase in unemployment income lead to longer unemployment spells? Evidence using Danish unemployment assistance data.

Todorov, V. & Bollerslev, T. (2007). Jumps and Betas: A New Framework for Disentangling and Estimating Systematic Risks. Aarhus: Institut for Økonomi, Aarhus Universitet.

Thyssen, P., Israelsen, P. & Jørgensen, B. (2005). Activity Based Costing as a method for assessing the economics of modularization - a case study and beyond. Aarhus School of Business, Department of Accounting, Finance and Logistics.

Thrane, C. & Blenker, P. (2010). A network analysis of the individual – opportunity nexus: Convergence in entrepreneurship research? Aarhus: Institut for Økonomi, Aarhus Universitet.

Thinggaard, F., Lønroth, H. L. & Møller, P. F. (1999). Aktiemarkedets brug af årsregnskabet.

Thinggaard, F. (2002). Market Reactions to Actual Open-Market Share Repurchases - A non-US empirical study.

Thinggaard, F. & Kiertzner, L. (2004). The Effect of Two Auditors and Non-audit Services on Audit Fees: Evidence from a Small Capital Market.

Tevdovski, D. (2014). Extreme negative coexceedances in South Eastern European stock markets. Aarhus: Institut for Økonomi, Aarhus Universitet. CREATES Research Papers, No. 2014-18

Teräsvirta, T. & Yang, Y. (2014). Linearity and Misspecification Tests for Vector Smooth Transition Regression Models. Aarhus: Institut for Økonomi, Aarhus Universitet. CREATES Research Papers, No. 2014-4

Teräsvirta, T. (2011). Nonlinear models for autoregressive conditional heteroskedasticity. Aarhus: Institut for Økonomi, Aarhus Universitet.

Teräsvirta, T. & Yang, Y. (2014). Specification, Estimation and Evaluation of Vector Smooth Transition Autoregressive Models with Applications. Aarhus: Institut for Økonomi, Aarhus Universitet. CREATES Research Papers, No. 2014-08

Terasvirta, T. (2017). Nonlinear models in macroeconometrics. Aarhus: Institut for Økonomi, Aarhus Universitet. CREATES Research Papers, No. 2017-32

Terasvirta, T. (2017). Sir Clive Granger’s contributions to nonlinear time series and econometrics. Aarhus: Institut for Økonomi, Aarhus Universitet. CREATES Research Papers, No. 2017-04

Tanggaard, C. (2003). Errors in Trade Classification: Consequences and Remedies.

Tanggaard, C., Linton, O., Nielsen, J. & Mammen, E. (1998). Estimating Yield Curves by Kernel Smoothing Methods.

Tanggaard, C., Nielsen, J. P. & Jones, M. C. (2007). Local Linear Density Estimation for Filtered Survival Data with Bias Correction. Aarhus: CREATES, Institut for Økonomi, Aarhus Universitet.

Tanggaard, C., Anand, A. & Weaver, D. G. (2007). Paying for Market Quality. Aarhus: CREATES, Institut for Økonomi, Aarhus Universitet.

Sørensen, A. & Andersen, T. M. (2007). Product market integration and income taxation: Distortions and gains from trade. CESifo.

Sørensen, M. M. (2002). A Note on Clique-Web Facets for Multicut Polytopes.

Sørensen, K. L. (2015). Active Labor Market Programs and Reservation Wages: Its a Hazard. Aarhus: Institut for Økonomi, Aarhus Universitet. Economics Working Papers, No. 2015-27

Sørensen, A. (2012). Additive versus multiplicative trade costs and the gains from trade. Aarhus: Institut for Økonomi, Aarhus Universitet.

Sørensen, M. M. (1999). An Adaptation of the Kernighan-Lin Heuristic to the Simple Graph Partitioning Problem.

Sørensen, N. K. & Westergård-Nielsen, N. C. (2000). Beskæftigelsen på Samsø.

Sørensen, P. (2015). Credit policies before and during the financial crisis. Aarhus: Institut for Økonomi, Aarhus Universitet. CREATES Research Papers, No. 2015-49

Sørensen, K. L. (2012). Effects of Intensifying Labor Market Programs on Post-Unemployment Wages: Evidence From a Controlled Experiment. Aarhus: Institut for Økonomi, Aarhus Universitet. Economics Working Papers, No. 2012-20

Sørensen, M. (2007). Efficient estimation for ergodic diffusions sampled at high frequency. Aarhus: Institut for Økonomi, Aarhus Universitet.

Sørensen, M. M. (2000). Facet Defining Inequalities for the Simple Graph Partioning Polytope.

Sørensen, K. L. (2015). Heterogeneous Impacts on Earnings from an Early Effort in Labor Market Programs. Aarhus: Institut for Økonomi, Aarhus Universitet. Economics Working Papers, No. 2015-17

Displaying results 451 to 500 out of 9074

Comments on content:

Birgitte Højklint Nielsen

Revised 15.08.2019