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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>"
~subject:"Schätzung"
~subject:"Stochastischer Prozess"
~subject:"Theorie"
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Schätzung
Stochastischer Prozess
Theorie
Volatility
28
Volatilität
28
Aktienmarkt
15
Stock market
15
USA
15
United States
15
Theory
10
Capital income
8
Kapitaleinkommen
8
Option pricing theory
7
Optionspreistheorie
7
Stochastic process
7
Börsenkurs
6
Share price
6
ARCH model
5
ARCH-Modell
5
Handelsvolumen der Börse
4
Time series analysis
4
Trading volume
4
Zeitreihenanalyse
4
Ankündigungseffekt
3
Announcement effect
3
Emerging economies
3
Estimation
3
Schwellenländer
3
Welt
3
World
3
Anlageverhalten
2
Anti-inflation policy
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Asymmetric information
2
Asymmetrische Information
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2
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Cash flow
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12
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12
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English
14
Author
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Barndorff-Nielsen, Ole E.
1
Bartram, Söhnke M.
1
Bibby, Bo Martin
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Collin-Dufresne, Pierre
1
Goldstein, Robert S.
1
Hansen, Peter Reinhard
1
Karolyi, G. Andrew
1
Levendorskij, Sergej Z.
1
Lunde, Asger
1
Minton, Bernadette A.
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Schrand, Catherine
1
Shepard, Neil
1
Shephard, Neil G.
1
Shin, Hyun-Han
1
Strunk Hansen, Charlotte
1
Stulz, René M.
1
Sørensen, Helle
1
Sørensen, Michael
1
Venardos, Emmanouil
1
Walther, Beverly R.
1
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Centre for Analytical Finance <Århus>
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
National Bureau of Economic Research
326
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
25
Institut für Weltwirtschaft
9
Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
8
Chambre de commerce et d'industrie de Paris
7
Internationaler Währungsfonds / Research Department
7
Rodney L. White Center for Financial Research
7
Institute of Finance and Accounting <London>
6
Svenska Handelshögskolan <Helsinki>
6
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
6
University of Canterbury / Dept. of Economics and Finance
6
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve Bank of San Francisco
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Instituto Valenciano de Investigaciones Económicas
5
The Wharton Financial Institutions Center
5
Verlag Dr. Kovač
5
Centre for Economic Policy Research
4
Centre for Growth and Business Cycle Research <Manchester>
4
Federal Reserve Bank of St. Louis
4
Federal Reserve System / Division of Research and Statistics
4
International Center for Financial Asset Management and Engineering
4
Springer Fachmedien Wiesbaden
4
Technische Universität Dresden
4
World Bank
4
Brown University / Department of Economics
3
Center for Economic Research <Tilburg>
3
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
3
Federal Reserve Bank of New York
3
Forschungsinstitut zur Zukunft der Arbeit
3
Institute of European Finance <Bangor, Gwynedd>
3
International Monetary Fund
3
Kansantaloustieteen Laitos <Tampere>
3
Nuffield College
3
Shaker Verlag
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
10
Fisher College of Business working paper series
4
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ECONIS (ZBW)
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1
The impact of the introduction of the Euro on foreign exchange rate risk exposures
Bartram, Söhnke M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001786264
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
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
4
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:
5
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
6
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:
7
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:
8
Improving cash flow forecasts for valuation : the role of cash flow
volatility
and firm characeristics
Minton, Bernadette A.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001528539
Saved in:
9
Shareholder wealth and firm risk
Shin, Hyun-Han
(
contributor
);
Stulz, René M.
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001540040
Saved in:
10
Barrier options and touch-and-out options under regular Lévy processes of exponential type
Bojarčenko, Svetlana I.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543244
Saved in:
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