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type_genre:"Arbeitspapier"
~institution:"Australian National University / Faculty of Economics and Commerce"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Export Import Bank of India"
~institution:"Institute of Finance and Accounting <London>"
~institution:"Internationaler Währungsfonds / Policy Development and Review Department"
~subject:"Exchange rate"
~subject:"Stochastic process"
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Exchange rate
Stochastic process
Theorie
221
Theory
221
Estimation
16
Portfolio selection
16
Portfolio-Management
16
Schätzung
16
Option pricing theory
15
Optionspreistheorie
15
Yield curve
14
Zinsstruktur
14
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13
Volatilität
13
CAPM
10
Risiko
10
Risk
10
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10
Time series analysis
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Arbeitspapier
Working Paper
16
Graue Literatur
15
Non-commercial literature
15
Language
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English
16
Author
All
Barndorff-Nielsen, Ole E.
4
Hooper, Vincent J.
3
Pointon, John
3
Shephard, Neil G.
3
Apte, Prakash Gajanan
1
Brunetti, Celso
1
Desruelle, Dominique
1
Di Miscia, Orazio
1
Gupta, Poonam
1
Johnson, Timothy C.
1
Levendorskij, Sergej Z.
1
Lye, Jenny N.
1
Martin, Vance
1
Myhre Lildholdt, Peter
1
Nicolato, Elisa
1
Sercu, Piet
1
Sørensen, Helle
1
Teo, Leslie E.
1
Uppal, Raman
1
Venardos, Emmanouil
1
Zanello, Alessandro
1
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Institution
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Australian National University / Faculty of Economics and Commerce
Centre for Analytical Finance <Århus>
Export Import Bank of India
Institute of Finance and Accounting <London>
Internationaler Währungsfonds / Policy Development and Review Department
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
42
Internationaler Währungsfonds / Research Department
11
Institut für Weltwirtschaft
8
Ekonomiska forskningsinstitutet <Stockholm>
6
Erasmus Research Institute of Management
6
European University Institute / Department of Economics
6
International Monetary Fund
6
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Econometrisch Instituut <Rotterdam>
4
Federal Reserve System / Board of Governors
4
Instituto Valenciano de Investigaciones Económicas
4
Rodney L. White Center for Financial Research
4
University of Exeter / Department of Economics
4
Federal Reserve Bank of New York
3
Federal Reserve System / Division of Research and Statistics
3
Institutionen för Skogsekonomi <Ume°a>
3
Judge Institute of Management Studies
3
National Bureau of Economic Research
3
Robert Schuman Centre for Advanced Studies
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
University of British Columbia / Finance Division
3
University of Essex / Department of Economics
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Bonn Graduate School of Economics
2
Centre for Economic Policy Research
2
Chambre de commerce et d'industrie de Paris
2
European University Institute / Department of Law
2
HWWA-Institut für Wirtschaftsforschung
2
Harvard Institute for International Development
2
Internationaler Währungsfonds / African Department
2
Kansantaloustieteen Laitos <Helsinki>
2
London School of Economics and Political Science
2
Massachusetts Institute of Technology / Department of Economics
2
Research Seminar in International Economics
2
School of Economics and Finance <Brisbane>
2
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
8
Working papers in economics and econometrics
3
IFA working paper
2
IMF working paper
2
Occasional paper / Export-Import Bank of India
1
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ECONIS (ZBW)
16
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1
The exchange rate and purchasing power parity : extending the theory and tests
Apte, Prakash Gajanan
(
contributor
);
Sercu, Piet
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700368
Saved in:
2
Volatility, momentum, and time-varying skewness in foreign exchange returns
Johnson, Timothy C.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700601
Saved in:
3
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
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
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
6
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:
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
Integrated OU processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560040
Saved in:
9
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
10
Essays in international economics
Gupta, Poonam
-
2000
Persistent link: https://www.econbiz.de/10001580399
Saved in:
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