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~institution:"Centre for Analytical Finance <Århus>"
~language:"eng"
~language:"spa"
~subject:"Konsumentenverhalten"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Bibliography included"
~type_genre:"Conference paper"
~type_genre:"Graue Literatur"
~type_genre:"Konferenzbeitrag"
~type_genre:"Ratgeber"
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Konsumentenverhalten
Volatility
Theorie
66
Theory
66
Option pricing theory
21
Optionspreistheorie
21
Volatilität
16
Yield curve
13
Zinsstruktur
13
Stochastic process
12
Stochastischer Prozess
12
Time series analysis
11
Zeitreihenanalyse
11
ARCH model
10
ARCH-Modell
10
Denmark
10
Dänemark
10
Estimation theory
10
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Schätztheorie
10
Estimation
9
Schätzung
9
Option trading
8
Optionsgeschäft
8
Statistical test
8
Statistischer Test
8
CAPM
7
USA
7
United States
7
Markov chain
6
Markov-Kette
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Cointegration
5
Kleinste-Quadrate-Methode
5
Kointegration
5
Least squares method
5
Bond market
4
Forecast
4
Probability theory
4
more ...
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Type of publication
All
Book / Working Paper
16
Type of publication (narrower categories)
All
Amtsdruckschrift
Article in journal
Aufsatz in Zeitschrift
Bibliografie
Bibliographie enthalten
Bibliography included
Conference paper
Graue Literatur
Konferenzbeitrag
Ratgeber
Arbeitspapier
16
Non-commercial literature
16
Working Paper
16
Language
All
English
Spanish
Author
All
Christiansen, Charlotte
4
Hansen, Peter Reinhard
2
Lunde, Asger
2
Myhre Lildholt, Peter
2
Barndorff-Nielsen, Ole E.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Christensen, Bent Jesper
1
Nicolato, Elisa
1
Shepard, Neil
1
Shephard, Neil G.
1
Shin Jensen, Malene
1
Sponholtz, Carina
1
Stentoft, Lars
1
Strunk Hansen, Charlotte
1
Svenstrup, Mikkel
1
Sørensen, Helle
1
Venardos, Emmanouil
1
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Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
136
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
33
European University Institute / Department of Economics
17
Svenska Handelshögskolan <Helsinki>
17
OECD
15
Federal Reserve Bank of St. Louis
14
Institut für Weltwirtschaft
12
Center for Economic Research <Tilburg>
11
Ekonomiska forskningsinstitutet <Stockholm>
11
INSEAD
11
University of Canterbury / Dept. of Economics and Finance
11
Centre for Growth and Business Cycle Research <Manchester>
10
Federal Reserve Bank of New York
10
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Instituto Valenciano de Investigaciones Económicas
9
Robert Schuman Centre for Advanced Studies
9
Europäische Kommission / Gemeinsame Forschungsstelle
8
Internationaler Währungsfonds / Research Department
8
Rodney L. White Center for Financial Research
8
Universität Mannheim
8
Erasmus Research Institute of Management
7
Federal Reserve Bank of San Francisco
7
William Davidson Institute <Ann Arbor, Mich.>
7
Forschungsinstitut zur Zukunft der Arbeit
6
Institute of Finance and Accounting <London>
6
Massachusetts Institute of Technology / Department of Economics
6
Rijksuniversiteit Gent / Faculteit Economie en Bedrijfskunde
6
The Wharton Financial Institutions Center
6
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
5
Birkbeck College / Department of Economics
5
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
5
Centre for International Economic Studies
5
Christian-Albrechts-Universität zu Kiel
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Gottfried Wilhelm Leibniz Universität Hannover
5
International Telecommunications Society
5
Umeå Universitet / Institutionen för Nationalekonomi
5
Universitat Pompeu Fabra / Departament d'Economia i Empresa
5
Weltwirtschaftsforum
5
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
16
Source
All
ECONIS (ZBW)
16
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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
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
10
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:
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