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institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Université Laval / Département d'Economique"
~subject:"ARCH-Modell"
~subject:"Asymmetric information"
~subject:"Stochastischer Prozess"
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ARCH-Modell
Asymmetric information
Stochastischer Prozess
Theorie
191
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Option pricing theory
17
Optionspreistheorie
17
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12
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Barndorff-Nielsen, Ole E.
6
Shephard, Neil G.
3
González, Patrick
2
Rahbek, Anders
2
Villanueva, Ernesto
2
Bolton, Patrick
1
Cespa, Giovanni
1
Christiansen, Charlotte
1
Di Miscia, Orazio
1
Duclos, Jean-Yves
1
Freixas, Xavier
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Jensen, Morten Berg
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Jeon, Doh-Shin
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Koulikov, Dmitri
1
Kristensen, Dennis
1
Levendorskij, Sergej Z.
1
Lunde, Asger
1
Makdissi, Paul
1
Menicucci, Domenico
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Niño-Mora, José
1
Shepard, Neil
1
Stelzer, Robert
1
Sørensen, Helle
1
Sørensen, Michael
1
Tolver Jensen, Søren
1
Uchida, Masayuki
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Venardos, Emmanouil
1
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
Centre for Analytical Finance <Århus>
Université Laval / Département d'Economique
National Bureau of Economic Research
166
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
54
Ekonomiska forskningsinstitutet <Stockholm>
16
Center for Economic Research <Tilburg>
10
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
10
Springer Fachmedien Wiesbaden
9
Bonn Graduate School of Economics
8
Brown University / Department of Economics
7
Econometrisch Instituut <Rotterdam>
7
Erasmus Research Institute of Management
7
Universitetet i Oslo / Økonomisk institutt
7
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7
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6
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Foerder Institute for Economic Research <Tēl-Āvîv>
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Shakai-Keizai-Kenkyūsho <Osaka>
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Australian National University / Faculty of Economics and Commerce
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Federal Reserve Bank of Richmond
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Forschungsinstitut zur Zukunft der Arbeit
4
Instituto Valenciano de Investigaciones Económicas
4
International Center for Financial Asset Management and Engineering
4
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Institutionen för Skogsekonomi <Ume°a>
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Judge Institute of Management Studies
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Rodney L. White Center for Financial Research
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Springer-Verlag GmbH
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Svenska Handelshögskolan <Helsinki>
3
University of Cambridge / Department of Applied Economics
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
16
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
6
Les cahiers de recherche / Université Laval, Département d'Economique
3
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Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
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
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Saved in:
4
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
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5
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
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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
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7
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702284
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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
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9
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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10
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
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