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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Internationaler Währungsfonds / Research Department"
~language:"eng"
~subject:"Volatility"
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Agénor, Pierre-Richard
1
Aizenman, Joshua
1
Barndorff-Nielsen, Ole E.
1
Bartolini, Leonardo
1
Bodnar, Gordon M.
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Clark, Peter B.
1
Dell'Ariccia, Giovanni
1
Faruqee, Hamid
1
Hansen, Peter Reinhard
1
Jochum, Christian
1
Kodres, Laura E.
1
Lunde, Asger
1
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1
Nicolato, Elisa
1
Shephard, Neil G.
1
Strunk Hansen, Charlotte
1
Sørensen, Helle
1
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1
Venardos, Emmanouil
1
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Centre for Analytical Finance <Århus>
Internationaler Währungsfonds / Research Department
National Bureau of Economic Research
180
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
8
Rodney L. White Center for Financial Research
7
Birkbeck College / Department of Economics
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Institute of Finance and Accounting <London>
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Svenska Handelshögskolan <Helsinki>
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3
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3
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2
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2
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2
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Christian-Albrechts-Universität zu Kiel
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Danmarks Nationalbank
2
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2
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
7
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ECONIS (ZBW)
13
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1
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:
2
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:
3
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
4
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:
5
Are exchange rates excessively volatile? : And what does "excessively volatile" mean, anyway?
Bartolini, Leonardo
-
1995
Persistent link: https://www.econbiz.de/10000921357
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6
Consumption smoothing and exchange rate volatility
Turtelboom, Bart G.
-
1995
Persistent link: https://www.econbiz.de/10000931300
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7
Exchange rate fluctuations and trade flows : evidence from the European Union
Dell'Ariccia, Giovanni
-
1998
Persistent link: https://www.econbiz.de/10000997267
Saved in:
8
Exchange rate volatility, pricing to market and trade smoothing
Clark, Peter B.
-
1997
Persistent link: https://www.econbiz.de/10000975919
Saved in:
9
Contagion and volatility with imperfect credit markets
Agénor, Pierre-Richard
;
Aizenman, Joshua
-
1997
Persistent link: https://www.econbiz.de/10000975920
Saved in:
10
Does the introduction of futures on emerging market currencies destabilize the underlying currencies?
Jochum, Christian
-
1998
Persistent link: https://www.econbiz.de/10000984600
Saved in:
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