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type_genre:"Arbeitspapier"
type_genre:"Series"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"CAPM"
~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Aufsatzsammlung"
~type_genre:"Handbook"
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CAPM
Volatility
Volatilität
Theorie
66
Theory
66
Option pricing theory
13
Optionspreistheorie
13
Yield curve
11
Zinsstruktur
11
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Stochastic process
7
Stochastischer Prozess
7
ARCH model
6
ARCH-Modell
6
Time series analysis
6
Zeitreihenanalyse
6
Estimation theory
5
Markov chain
5
Markov-Kette
5
Schätztheorie
5
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Option trading
4
Optionsgeschäft
4
Cointegration
3
Einheitswurzeltest
3
Hedging
3
Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
Probability theory
3
Regression analysis
3
Regressionsanalyse
3
Unit root test
3
Wahrscheinlichkeitsrechnung
3
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Type of publication
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Book / Working Paper
11
Type of publication (narrower categories)
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Arbeitspapier
Series
Aufsatzsammlung
Handbook
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
Language
All
English
11
Author
All
Christensen, Bent Jesper
2
Barndorff-Nielsen, Ole E.
1
Bartholdy, Jan
1
Christiansen, Charlotte
1
Hansen, Peter Reinhard
1
Lunde, Asger
1
Mikkelsen, Peter
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Peare, Paula
1
Raahauge, Peter
1
Shephard, Neil G.
1
Strunk Hansen, Charlotte
1
Sørensen, Helle
1
Venardos, Emmanouil
1
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Centre for Analytical Finance <Århus>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Rodney L. White Center for Financial Research
11
Institute of Finance and Accounting <London>
9
National Bureau of Economic Research
9
Ekonomiska forskningsinstitutet <Stockholm>
7
European University Institute / Department of Economics
7
Internationaler Währungsfonds / Research Department
7
Svenska Handelshögskolan <Helsinki>
7
Birkbeck College / Department of Economics
6
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
6
Erasmus Research Institute of Management
6
Chambre de commerce et d'industrie de Paris
5
Federal Reserve System / Division of Research and Statistics
5
Instituto Valenciano de Investigaciones Económicas
5
The Wharton Financial Institutions Center
5
University of Chicago / Center for Research in Security Prices
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Judge Institute of Management Studies
4
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
University of British Columbia / Finance Division
4
Université de Montréal / Département de sciences économiques
4
Center for Economic Research <Tilburg>
3
Econometrisch Instituut <Rotterdam>
3
Federal Reserve Bank of New York
3
Federal Reserve Bank of St. Louis
3
Federal Reserve System / Board of Governors
3
Forschungsinstitut zur Zukunft der Arbeit
3
Institut for Finansiering <Frederiksberg>
3
Københavns Universitet / Økonomisk Institut
3
Stanford Institute for Economic Policy Research
3
University of Exeter / Department of Economics
3
Australian National University / Faculty of Economics and Commerce
2
Bank of England / Monetary Analysis Division
2
Bonn Graduate School of Economics
2
Brown University / Department of Economics
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
11
Source
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ECONIS (ZBW)
11
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1
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:
2
Estimation of expected return : CAPM vs Fama and French
Bartholdy, Jan
(
contributor
);
Peare, Paula
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069191
Saved in:
3
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
Saved in:
4
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:
5
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:
6
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
7
Option pricing in stochastic volatility models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
Saved in:
8
Management and employee compensation policy, and matched data on private firms : a no arbitrage asset pricing approach to on-the-job search and the wage distribution
Christensen, Bent Jesper
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622243
Saved in:
9
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
Saved in:
10
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
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