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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique"
~subject:"ARCH model"
~subject:"Börsenkurs"
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ARCH model
Börsenkurs
Theorie
107
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107
Option pricing theory
14
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14
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13
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13
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Rahbek, Anders
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Centre for Analytical Finance <Århus>
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
National Bureau of Economic Research
218
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
21
Ekonomiska forskningsinstitutet <Stockholm>
19
Birkbeck College / Department of Economics
8
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6
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3
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Springer Fachmedien Wiesbaden
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
8
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2
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ECONIS (ZBW)
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1
Asset pricing and trading volume in heterogeneous agent models with incomplete markets
Theler, Jean-Paul
-
1994
Persistent link: https://www.econbiz.de/10000889769
Saved in:
2
Le price-earnings ratio
Dunant, Anne
-
1992
Persistent link: https://www.econbiz.de/10000872054
Saved in:
3
Speculative bubbles in stock prices? : Tests based on the price-dividend ratio
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001998442
Saved in:
4
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
Saved in:
5
Short tales, price pressure, and the stock price response to convertible bond calls
Bechmann, Ken L.
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851134
Saved in:
6
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
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
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
Saved in:
10
Le phénomène de "Mean Reversion" dans les prix boursiers : survol théorique et évidence sur le marché Suisse
Christen, François
-
1994
Persistent link: https://www.econbiz.de/10000901463
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