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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid"
~subject:"Volatility"
~subject:"Welt"
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Centre for Analytical Finance <Århus>
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
National Bureau of Economic Research
526
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
88
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
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Institut für Weltwirtschaft
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Chambre de commerce et d'industrie de Paris
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Cowles Foundation for Research in Economics, Yale University
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Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
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Gottfried Wilhelm Leibniz Universität Hannover
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Institute of Economic Research, Kyoto University
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The Wharton Financial Institutions Center
6
Tinbergen Instituut
6
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
5
Birkbeck College / Department of Economics
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
19
Documentos de Trabajo del ICAE
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RePEc
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The information content of earnings announcements in Denmark
Sponholtz, Carina
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069215
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2
Decomposing European bond and equity
volatility
Christiansen, Charlotte
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167494
Saved in:
3
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
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4
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
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5
Semiparametric analysis of stationary fractional cointegration and the implied-realized
volatility
relation in high-frequency options data
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599144
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6
Time series modelling of daily log-price ranges for SF/USD and USD/GBP
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719176
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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
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8
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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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
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10
Pricing american options when the underlying stock price exhibits time-vaying
volatility
Stentoft, Lars
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690047
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