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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Centre for International Economic Studies"
~language:"eng"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
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Volatility
Theorie
112
Theory
112
Option pricing theory
21
Optionspreistheorie
21
Welt
20
World
20
Handelsliberalisierung
19
Trade liberalization
19
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19
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Arbeitspapier
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Conference proceedings
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19
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19
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English
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Christiansen, Charlotte
4
Hansen, Peter Reinhard
2
Lunde, Asger
2
Myhre Lildholt, Peter
2
Anderson, Kym
1
Barndorff-Nielsen, Ole E.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Christensen, Bent Jesper
1
Francois, Joseph F.
1
Martin, Will
1
Nicolato, Elisa
1
Rajan, Ramkishen S.
1
Shepard, Neil
1
Shephard, Neil G.
1
Shin Jensen, Malene
1
Siregar, Reza Yamora
1
Sponholtz, Carina
1
Stentoft, Lars
1
Strunk Hansen, Charlotte
1
Svenstrup, Mikkel
1
Sørensen, Helle
1
Venardos, Emmanouil
1
Wood, Danielle
1
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Centre for Analytical Finance <Århus>
Centre for International Economic Studies
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
National Bureau of Economic Research
19
Federal Reserve Bank of St. Louis
13
Svenska Handelshögskolan <Helsinki>
12
University of Canterbury / Dept. of Economics and Finance
11
Centre for Growth and Business Cycle Research <Manchester>
10
Internationaler Währungsfonds / Research Department
10
Chambre de commerce et d'industrie de Paris
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
European University Institute / Department of Economics
9
Institut für Weltwirtschaft
9
Federal Reserve Bank of New York
8
International Monetary Fund
8
Rodney L. White Center for Financial Research
8
Ekonomiska forskningsinstitutet <Stockholm>
7
Institute of Finance and Accounting <London>
6
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve Bank of San Francisco
5
Federal Reserve System / Division of Research and Statistics
5
Massachusetts Institute of Technology / Department of Economics
5
The Wharton Financial Institutions Center
5
Center for Economic Research <Tilburg>
4
Econometrisch Instituut <Rotterdam>
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4
Instituto Valenciano de Investigaciones Económicas
4
Inter-American Development Bank / Office of the Chief Economist
4
Nuffield College
4
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4
William Davidson Institute <Ann Arbor, Mich.>
4
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3
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
3
Brown University / Department of Economics
3
Erasmus Research Institute of Management
3
Federal Reserve Bank of Cleveland
3
Forschungsinstitut zur Zukunft der Arbeit
3
Internationaler Währungsfonds / Western Hemisphere Department
3
Kansantaloustieteen Laitos <Tampere>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
16
Discussion paper / Centre for International Economic Studies, University of Adelaide
3
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ECONIS (ZBW)
19
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1
Decomposing European bond and equity volatility
Christiansen, Charlotte
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167494
Saved in:
2
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:
3
The information content of earnings announcements in Denmark
Sponholtz, Carina
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069215
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
Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
Saved in:
6
Power and bipower variation with stocjastic volatility and jumps
Brandorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763251
Saved in:
7
Volatility-spillover effects in European bond markets
Christiansen, Charlotte
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838842
Saved in:
8
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:
9
Impact of exchange rate volatility on Indonesia's trade performance in the 1990s
Siregar, Reza Yamora
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001650570
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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