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institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
~institution:"Australian National University / Faculty of Economics and Commerce"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Rodney L. White Center for Financial Research"
~subject:"Asymmetric information"
~subject:"Volatility"
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Asymmetric information
Volatility
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Option pricing theory
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Optionspreistheorie
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Diebold, Francis X.
5
Brandt, Michael W.
4
Alizadeh, Sassan
2
Bollerslev, Tim
2
Chakraborty, Archishman
2
Kadlec, Gregory B.
2
Villanueva, Ernesto
2
Yılmaz, Bilge
2
Andersen, Torben
1
Anderson, Torben G.
1
Barndorff-Nielsen, Ole E.
1
Bolton, Patrick
1
Cespa, Giovanni
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Christoffersen, Peter F.
1
Freixas, Xavier
1
Hansen, Peter Reinhard
1
Heaney, Richard A.
1
Hooper, Vincent J.
1
Jeon, Doh-Shin
1
Jones, Chris
1
Kang, Qiang
1
Labys, Paul
1
Lunde, Asger
1
Mailath, George J.
1
Menezes, Flávio Marques
1
Menicucci, Domenico
1
Morris, Stephen
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Santa-Clara, Pedro
1
Shephard, Neil G.
1
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1
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1
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
Australian National University / Faculty of Economics and Commerce
Centre for Analytical Finance <Århus>
Rodney L. White Center for Financial Research
National Bureau of Economic Research
298
Ekonomiska forskningsinstitutet <Stockholm>
14
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
Center for Economic Research <Tilburg>
9
European University Institute / Department of Economics
9
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
9
Brown University / Department of Economics
8
Internationaler Währungsfonds / Research Department
8
Svenska Handelshögskolan <Helsinki>
8
Birkbeck College / Department of Economics
7
Bonn Graduate School of Economics
7
University of British Columbia / Finance Division
7
Columbia University / Department of Economics
6
European University Institute / Department of Law
6
Forschungsinstitut zur Zukunft der Arbeit
6
The Wharton Financial Institutions Center
6
Universitetet i Oslo / Økonomisk institutt
6
University of Exeter / Department of Economics
6
Centre for Economic Policy Research
5
Federal Reserve Bank of Richmond
5
Federal Reserve Bank of San Francisco
5
Foerder Institute for Economic Research <Tēl-Āvîv>
5
Institute of Finance and Accounting <London>
5
International Monetary Fund
5
Massachusetts Institute of Technology / Department of Economics
5
Umeå Universitet / Institutionen för Nationalekonomi
5
Centre for Growth and Business Cycle Research <Manchester>
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Federal Reserve System / Division of Research and Statistics
4
Instituto Valenciano de Investigaciones Económicas
4
Springer Fachmedien Wiesbaden
4
World Bank
4
Erasmus Research Institute of Management
3
Federal Reserve Bank of New York
3
Institut for Nationaløkonomi <Kopenhagen>
3
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Working papers / Rodney L. White Center for Financial Research
9
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
7
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
5
Working papers in economics and econometrics
3
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ECONIS (ZBW)
24
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1
Repeated games with imperfect private monitoring : notes on a coordination perspective
Mailath, George J.
-
1998
Persistent link: https://www.econbiz.de/10000997916
Saved in:
2
Financial asset returns, direction-of-change forecasting and volatility
Christoffersen, Peter F.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10003229525
Saved in:
3
Parametric and nonparametric volatility measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10003229526
Saved in:
4
Asymmetric information and financing with convertibles
Chakraborty, Archishman
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10003229556
Saved in:
5
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:
6
Buyer coalitions against monopolistic screening: on the role of asymetric information among buyers
Jeon, Doh-Shin
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001696828
Saved in:
7
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:
8
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
9
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:
10
Parental altruism under imperfect information:
theory
and evidence
Villanueva, Ernesto
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001608374
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