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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Institute of Finance and Accounting <London>"
~subject:"Share price"
~subject:"Theorie"
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7
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Johnson, Timothy C.
3
Acharya, Viral V.
1
Barndorff-Nielsen, Ole E.
1
Bisin, Alberto
1
Buraschi, Andrea
1
Christensen, Bent Jesper
1
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1
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Lunde, Asger
1
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1
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1
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1
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1
Stentoft, Lars
1
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1
Sørensen, Helle
1
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1
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Centre for Analytical Finance <Århus>
Institute of Finance and Accounting <London>
National Bureau of Economic Research
391
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
18
Ekonomiska forskningsinstitutet <Stockholm>
9
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9
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9
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8
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
7
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7
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7
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6
Svenska Handelshögskolan <Helsinki>
6
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5
Brown University / Department of Economics
5
Center for Economic Research <Tilburg>
5
Centre for Growth and Business Cycle Research <Manchester>
5
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5
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5
Instituto Valenciano de Investigaciones Económicas
5
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5
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5
Verlag Dr. Kovač
5
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4
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4
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4
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4
Springer Fachmedien Wiesbaden
4
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4
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4
William Davidson Institute <Ann Arbor, Mich.>
4
World Bank
4
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
3
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
3
Institute of European Finance <Bangor, Gwynedd>
3
International Center for Financial Asset Management and Engineering
3
International Monetary Fund
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
8
IFA working paper
6
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ECONIS (ZBW)
14
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1
Entrepreneurial incentives in stock market economies
Acharya, Viral V.
(
contributor
);
Bisin, Alberto
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700350
Saved in:
2
Exchange rate
volatility
and international trade : a general equilibrium analysis
Sercu, Piet
(
contributor
);
Uppal, Raman
(
contributor
)
-
1998
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777045
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
Saved in:
4
Return dynamics when persistence is unobservable
Johnson, Timothy C.
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700337
Saved in:
5
The price of a smile : hedging and spanning in option markets
Buraschi, Andrea
(
contributor
); …
-
1999
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700533
Saved in:
6
Volatility
, momentum, and time-varying skewness in foreign exchange returns
Johnson, Timothy C.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700601
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
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:
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
Saved in:
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