Concepedia
Statistics
Publications
8
Citations
785
H-Index
Active since
1997
Affiliations
Aarhus University(Current)
University of Oxford
Harvard University Press
Tina Hviid Rydberg is an author at Aarhus University specializing in business, asset pricing, and finance.
Top concepts
BusinessFinanceAsset PricingEngineeringEconomicsStochastic ProcessesFinancial EngineeringTradeStatisticsProbability
Publications per year
1997–2002
The normal inverse gaussian lévy process: simulation and approximation
Tina Hviid Rydberg · Communications in Statistics Stochastic Models · 1997 · 292 citations
Multivariate Stochastic Volatility, Engineering, Asset Pricing +13
Realistic Statistical Modelling of Financial Data
Tina Hviid Rydberg · International Statistical Review · 2000 · 109 citations · Full text
Financial Economics, Asset Pricing, Financial Data +12
Dynamics of Trade-By-Trade Price Movements: Decomposition and Models
Tina Hviid Rydberg, Neil Shephard · SSRN Electronic Journal · 2002 · 98 citations · Full text
Economics, Trade Policy, Macroeconomics +6
Generalized Hyperbolic Diffusion Processes with Applications in Finance
Tina Hviid Rydberg · Mathematical Finance · 1999 · 81 citations
Volatility Modeling, Engineering, Diffusion Processes +19
An actuarial approach to option pricing under the physical measure and without market assumptions
Mogens Bladt, Tina Hviid Rydberg · Insurance Mathematics and Economics · 1998 · 81 citations
Option Pricing, Asset Pricing, Physical Measure +8
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