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institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"University of Exeter / Department of Economics"
~subject:"Estimation"
~subject:"Volatility"
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Estimation
Volatility
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282
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282
Option pricing theory
17
Optionspreistheorie
17
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17
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17
Game theory
16
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15
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English
23
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Tzavalis, Elias
4
Philippopulos, Apostolēs
2
Tanggaard, Carsten
2
Barndorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Bulkley, George
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Christodoulakis, George A.
1
Driver, Rebecca L.
1
Hansen, Peter Reinhard
1
Harris, Richard D. F.
1
Karanikas, Evangelos
1
Kugler, Adriana D.
1
Leith, Campbell B.
1
Li, Carmen A.
1
Lockwood, Ben
1
Lunde, Asger
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Pica, Giovanni
1
Romano, Joseph P.
1
Satchell, Stephen
1
Shephard, Neil G.
1
Snell, Andy
1
Strunk Hansen, Charlotte
1
Sørensen, Helle
1
Venardos, Emmanouil
1
Wickens, Michael R.
1
Wolf, Michael
1
Wren-Lewis, Simon
1
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
Centre for Analytical Finance <Århus>
University of Exeter / Department of Economics
National Bureau of Economic Research
655
Ekonomiska forskningsinstitutet <Stockholm>
47
Forschungsinstitut zur Zukunft der Arbeit
39
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
37
Springer Fachmedien Wiesbaden
28
Internationaler Währungsfonds / Research Department
26
Birkbeck College / Department of Economics
20
Federal Reserve System / Board of Governors
14
Institut für Weltwirtschaft
14
European University Institute / Department of Economics
13
University of Oxford / Institute of Economics and Statistics
11
Verlag Dr. Kovač
11
Centre for Economic Performance
10
Federal Reserve System / Division of Research and Statistics
10
Institut für Höhere Studien
10
International Monetary Fund
10
Umeå universitet
10
Universität Mannheim
10
Centre for Economic Policy Research
9
Friedrich-Schiller-Universität Jena
9
Christian-Albrechts-Universität zu Kiel
8
Goethe-Universität Frankfurt am Main
8
Rodney L. White Center for Financial Research
8
Trinity College Dublin / Department of Economics
8
University of Reading / Department of Economics
8
World Bank
8
Eric Cuvillier <Firma>
7
Federal Reserve Bank of San Francisco
7
The Wharton Financial Institutions Center
7
Center for Economic Research <Tilburg>
6
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6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
6
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
6
Institute of Finance and Accounting <London>
6
Leibniz-Institut für Wirtschaftsforschung Halle
6
Svenska Handelshögskolan <Helsinki>
6
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
6
Umeå Universitet / Institutionen för Nationalekonomi
6
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
12
Discussion papers in economics
9
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
2
Source
All
ECONIS (ZBW)
23
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1
Fiscal policy, public debt stabilization and politics :
theory
and evidence from the US and UK
Lockwood, Ben
;
Philippopulos, Apostolēs
;
Snell, Andy
-
1994
Persistent link: https://www.econbiz.de/10000895300
Saved in:
2
Effects of employment protection and product market regulations on the Italian labor market
Kugler, Adriana D.
(
contributor
);
Pica, Giovanni
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002110231
Saved in:
3
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
4
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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
New trade
theory
and aggregate export equations : an application of panel cointegration
Driver, Rebecca L.
;
Wren-Lewis, Simon
-
1999
Persistent link: https://www.econbiz.de/10001428085
Saved in:
7
Aggregate investment, Tobin's q and insolvency risk
Leith, Campbell B.
-
1999
Persistent link: https://www.econbiz.de/10001428845
Saved in:
8
Optimal residual based tests for fractional cointegration and exchange rate dynamics
Nielsen, Morten Ørregaard
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702310
Saved in:
9
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:
10
Return-based and range-based (co)viariance estimation : with an application to foreign exchange markets
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
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