Department of Mathematical Sciences

 

 
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  1. 2002
  2. Published

    A Small Sample Correction of the Test for Cointegrating Rank in the Vector Autoregressive Model

    Johansen, Søren, 2002, In: Econometrica. 70, p. 1929-1961 33 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  3. Published

    A String Bit Hamiltonian Approach to Two-Dimensional Quantum Gravity

    Durhuus, Bergfinnur & Lee, H. C. W., 2002, In: Nuclear Physics B. 623, p. 201-219

    Research output: Contribution to journal › Journal article › Research › peer-review

  4. Published

    A characterization of multivariate regular variation

    Basrak, B., Davis, R. A. & Mikosch, Thomas Valentin, 2002, In: Annals of Applied Probability. 12, 3, p. 908-920

    Research output: Contribution to journal › Journal article › Research › peer-review

  5. Published

    A note on noncommutative scalar multisolitons

    Durhuus, Bergfinnur & Jonsson, T., 2002, In: Physics Letters B. 539, p. 277-280

    Research output: Contribution to journal › Journal article › Research › peer-review

  6. Published

    A simulation study of some functionals of random walk

    Johansen, Søren, Hansen, Henrik & Fachin, S., 2002, Københavns Universitet.

    Research output: Working paper › Research

  7. Published

    Analyzing Rating Transitions and Rating Drift with Continuous Observations

    Lando, D. & Skødeberg, T., 2002, In: Journal of Banking & Finance. 26, p. 423-444

    Research output: Contribution to journal › Journal article › Research › peer-review

  8. Published

    Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies: the large claim case

    Schmidli, H., 2002, Københavns Universitet: H.C.Ø.-Tryk, p. 1-10.

    Research output: Working paper › Research

  9. Published

    Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies: the small claim case

    Schmidli, H., 2002, Københavns Universitet: H.C.Ø.-Tryk, p. 1-12.

    Research output: Working paper › Research

  10. Published

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

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

    Research output: Working paper › Research

  11. Published

    Autoregressive Conditional Root Model: Inference and Geometric Ergodicity

    Shephard, N. & Rahbek, Anders, 2002, Nuffield College, Oxford University, p. 0.

    Research output: Working paper › Research

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