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~institution:"Centre for Analytical Finance <Århus>"
~source:"econis"
~subject:"Volatility"
~type:"book"
~type_genre:"Arbeitspapier"
~type_genre:"Marktinformation"
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Volatility
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Barndorff-Nielsen, Ole E.
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Shephard, Neil G.
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Sponholtz, Carina
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Centre for Analytical Finance <Århus>
Federal Reserve Bank of St. Louis
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
The Wharton Financial Institutions Center
3
Brown University / Department of Economics
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European University Institute / Department of Economics
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Institute of Finance and Accounting <London>
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Rodney L. White Center for Financial Research
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Svenska Handelshögskolan <Helsinki>
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University of Canterbury / Dept. of Economics and Finance
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Birkbeck College / Department of Economics
1
Bonn Graduate School of Economics
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Center for Economic Research <Tilburg>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Federal Reserve Bank of Cleveland
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Instituto Valenciano de Investigaciones Económicas
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Stanford Institute for Economic Policy Research
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University of Exeter / Department of Economics
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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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
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2
The information content of earnings announcements in Denmark
Sponholtz, Carina
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069215
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