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institution:"Københavns Universitet / Økonomisk Institut"
type_genre:"Non-commercial literature"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Centre for Growth and Business Cycle Research <Manchester>"
~institution:"Massachusetts Institute of Technology / Department of Economics"
~subject:"Cointegration"
~subject:"Volatilität"
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Cointegration
Volatilität
Theorie
210
Theory
210
Option pricing theory
14
Optionspreistheorie
14
Yield curve
12
Zinsstruktur
12
Estimation
11
Incomplete market
11
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Schätzung
11
Unvollkommener Markt
11
Volatility
11
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10
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10
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8
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ARCH-Modell
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Allgemeines Gleichgewicht
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Non-commercial literature
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17
Graue Literatur
17
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17
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English
17
Author
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Blackburn, Keith
2
Kongsted, Hans Christian
2
Barndorff-Nielsen, Ole E.
1
Bohn Nielsen, Heino
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Engsted, Tom
1
Evstigneev, Igor V.
1
Gabaix, Xavier
1
Galindev, Ragchaasuren
1
Gopikrishnan, Parameswaran
1
Hansen, Peter Reinhard
1
Johansen, Søren
1
Jusélius, Katarina
1
Lunde, Asger
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Nielsen, Morten Ørregaard
1
Pelloni, Alessandra
1
Plerou, Vasiliki
1
Schenk-Hoppé, Klaus Reiner
1
Shephard, Neil G.
1
Stanley, H. Eugene
1
Strunk Hansen, Charlotte
1
Sørensen, Helle
1
Taulbjerg, Jes
1
Venardos, Emmanouil
1
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Københavns Universitet / Økonomisk Institut
Centre for Analytical Finance <Århus>
Centre for Growth and Business Cycle Research <Manchester>
Massachusetts Institute of Technology / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
39
European University Institute / Department of Economics
20
Ekonomiska forskningsinstitutet <Stockholm>
10
Rodney L. White Center for Financial Research
7
Svenska Handelshögskolan <Helsinki>
7
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Institute of Finance and Accounting <London>
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Brown University / Department of Economics
4
Gottfried Wilhelm Leibniz Universität Hannover
4
The Wharton Financial Institutions Center
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
European University Institute / Department of Law
3
Federal Reserve Bank of New York
3
Instituto Valenciano de Investigaciones Económicas
3
Internationaler Währungsfonds / Research Department
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Australian National University / Faculty of Economics and Commerce
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for International Economic Studies
2
Centre for International Macroeconomics
2
Christian-Albrechts-Universität zu Kiel
2
Danmarks Nationalbank
2
Deutsche Börse AG
2
Econometrisch Instituut <Rotterdam>
2
Erasmus Research Institute of Management
2
Federal Reserve Bank of San Francisco
2
Federal Reserve System / Division of Research and Statistics
2
Forschungsinstitut zur Zukunft der Arbeit
2
Georgetown University / Economics Department
2
Goethe-Universität Frankfurt am Main
2
Institut für Weltwirtschaft
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Johns Hopkins University / Department of Economics
2
Kansantaloustieteen Laitos <Tampere>
2
Konjunkturinstitutet <Stockholm>
2
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
10
Discussion papers / Department of Economics, University of Copenhagen
4
Discussion paper series
2
Massachusetts Institute of Technology Department of Economics working paper series : working paper
1
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ECONIS (ZBW)
17
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1
A theory of large fluctuations in stock market activity
Gabaix, Xavier
;
Gopikrishnan, Parameswaran
;
Plerou, Vasiliki
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002116206
Saved in:
2
Growth, volatility and learning
Blackburn, Keith
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726220
Saved in:
3
On the relationship between growth and volatility in learning-by-doing economies
Blackburn, Keith
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557937
Saved in:
4
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
5
Volatility-induced growth in financial markets
Evstigneev, Igor V.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10001805137
Saved in:
6
Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of volatility models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
Saved in:
7
Optimal residual based tests for fractional cointegration and exchange rate dynamics
Nielsen, Morten Ørregaard
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702310
Saved in:
8
Analyzing I(2) systems by transformed vector autoregressions
Kongsted, Hans Christian
(
contributor
); …
-
2002
Persistent link: https://www.econbiz.de/10001716142
Saved in:
9
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
Saved in:
10
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
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