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subject:"Volatility"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Centre for Quantitative Economics & Computing"
~subject:"Theorie"
~subject:"USA"
~subject:"United States"
~subject:"World"
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Volatility
Theorie
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Estimation
18
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13
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5
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5
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17
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Tanggaard, Carsten
3
Brooks, Chris
2
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2
Patterson, Kerry D.
2
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1
Brunetti, Celso
1
Busch, Thomas
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Centre for Analytical Finance <Århus>
Centre for Quantitative Economics & Computing
National Bureau of Economic Research
850
Forschungsinstitut zur Zukunft der Arbeit
103
Ekonomiska forskningsinstitutet <Stockholm>
43
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
42
Springer Fachmedien Wiesbaden
34
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32
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23
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23
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20
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16
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14
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14
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14
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13
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13
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13
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13
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12
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11
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11
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11
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11
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11
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10
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10
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10
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10
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10
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9
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9
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9
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9
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9
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8
Center for Economic Research <Tilburg>
8
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8
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
9
Discussion papers in quantitative economics and computing / E
8
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ECONIS (ZBW)
17
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1
Latent utility shocks in a structural empirical asset pricing model
Christensen, Bent Jesper
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507048
Saved in:
2
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
3
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
4
A new test for speculative bubbles based on return variance decompositions
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660132
Saved in:
5
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:
6
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:
7
Return-based and range-based (co)viariance estimation : with an application to foreign exchange markets
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
Saved in:
8
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
9
Global polynomial kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543234
Saved in:
10
Forecasting exchange rate volatility using conditional variance models selected by information criteria
Brooks, Chris
-
1998
Persistent link: https://www.econbiz.de/10000982695
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