Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Université Paris-Dauphine (Paris IX)"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Oil volatility risk and expect...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Volatility
34
Volatilität
19
Theorie
14
Theory
14
volatility
11
CAPM
8
Option pricing theory
8
Optionspreistheorie
8
Stochastic process
6
Stochastischer Prozess
6
USA
6
United States
6
ARCH model
5
ARCH-Modell
5
Estimation
4
Forecast
4
Prognose
4
Risk Premium
4
Schätzung
4
Time series analysis
4
Volatilité
4
Zeitreihenanalyse
4
Capital income
3
Crude oil
3
Forecasting model
3
Interest rate derivative
3
Kapitaleinkommen
3
Optimism
3
Prognoseverfahren
3
Statistical distribution
3
Statistische Verteilung
3
Zinsderivat
3
volatilité
3
Bond market
2
Denmark
2
Dänemark
2
EU ETS
2
Endogenous Structural Break Detection
2
French bond market
2
Futures prices
2
more ...
less ...
Online availability
All
Free
14
Type of publication
All
Book / Working Paper
64
Type of publication (narrower categories)
All
Arbeitspapier
28
Graue Literatur
28
Non-commercial literature
28
Working Paper
28
Language
All
Undetermined
33
English
31
Author
All
Jouini, Elyès
7
Napp, Clotilde
6
Christensen, Bent Jesper
4
Christiansen, Charlotte
4
Lautier, Delphine
4
Riva, Fabrice
4
Ben Hamida, Nessrine
3
Lunde, Asger
3
Michalon, Karine
3
Strunk Hansen, Charlotte
3
Aboura, Sofiane
2
Avouyi-Dovi, Sanvi
2
Barndorff-Nielsen, Ole E.
2
Brière, Marie
2
Chevallier, Julien
2
Hansen, Peter Reinhard
2
Idier, Julien
2
Le Pen, Yannick
2
Myhre Lildholt, Peter
2
Raahauge, Peter
2
Shephard, Neil G.
2
Sévi, Benoît
2
Tuypens, Bjorn E.
2
Bartholdy, Jan
1
Batsch, Laurent
1
Biais, Bruno
1
Bibby, Bo Martin
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Busch, Thomas
1
Creti, Anna
1
Cvitanic, Jaksa
1
Engsted, Tom
1
Gouriéroux, Christian
1
Hamon, Jacques
1
Hua, Cheng
1
Jacquillat, Bertrand
1
Jensen, Morten Berg
1
Joëts, Marc
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
Université Paris-Dauphine (Paris IX)
National Bureau of Economic Research
1,703
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
230
International Monetary Fund (IMF)
159
C.E.P.R. Discussion Papers
82
Institut für Schweizerisches Bankwesen <Zürich>
54
HAL
47
International Monetary Fund
47
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
47
Federal Reserve Bank of St. Louis
42
EconWPA
40
OECD
38
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
36
Rodney L. White Center for Financial Research
32
Ekonomiska forskningsinstitutet <Stockholm>
31
CESifo
24
Agricultural and Applied Economics Association - AAEA
23
Springer Fachmedien Wiesbaden
23
European University Institute / Department of Economics
22
World Bank
22
Institute of Finance and Accounting <London>
21
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
University of Chicago / Center for Research in Security Prices
21
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
20
Erasmus Research Institute of Management
20
Chambre de commerce et d'industrie de Paris
19
Federal Reserve System / Division of Research and Statistics
19
National Centre of Competence in Research North South <Bern>
19
Society for Computational Economics - SCE
19
Svenska Handelshögskolan <Helsinki>
19
University of Canterbury / Dept. of Economics and Finance
19
European University Institute / Department of Law
18
Institut für Weltwirtschaft
18
Internationaler Währungsfonds / Research Department
18
Federal Reserve System / Board of Governors
17
Reserve Bank of Australia
17
Escola de Pós-Graduação em Economia <Rio de Janeiro>
15
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
15
Swiss National Centre of Competence in Research North South <Bern>
15
more ...
less ...
Published in...
All
Economics Papers from University Paris Dauphine
31
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
31
Economics Thesis from University Paris Dauphine
2
Source
All
RePEc
33
ECONIS (ZBW)
31
Showing
1
-
10
of
64
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
2
The comovement of US and UK stock markets
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660129
Saved in:
3
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic
volatility
model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
Saved in:
4
Long-run regression : theory and application to U.S. asset markets
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491534
Saved in:
5
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
6
Decomposing European bond and equity
volatility
Christiansen, Charlotte
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167494
Saved in:
7
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:
8
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
9
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
Saved in:
10
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
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
