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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Virginia Polytechnic Institute and State University / Department of Economics"
~subject:"Statistischer Test"
~subject:"Volatility"
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Statistischer Test
Volatility
Theorie
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90
Option pricing theory
14
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14
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11
Zinsstruktur
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Statistical test
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Ashley, Richard A.
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Barndorff-Nielsen, Ole E.
2
Hansen, Peter Reinhard
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Lunde, Asger
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Taulbjerg, Jes
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Ashley, Rick
1
Christensen, Bent Jesper
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1
Nicolato, Elisa
1
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1
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Centre for Analytical Finance <Århus>
Virginia Polytechnic Institute and State University / Department of Economics
National Bureau of Economic Research
192
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
31
OECD
14
European University Institute / Department of Economics
10
Ekonomiska forskningsinstitutet <Stockholm>
9
Center for Economic Research <Tilburg>
8
Organisation for Economic Co-operation and Development
8
Rodney L. White Center for Financial Research
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Columbia University / Department of Economics
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Svenska Handelshögskolan <Helsinki>
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Brown University / Department of Economics
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Institute of Finance and Accounting <London>
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Springer Fachmedien Wiesbaden
5
Université de Montréal / Département de sciences économiques
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Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
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Econometrisch Instituut <Rotterdam>
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4
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
13
Working papers / Department of Economics, Virginia Polytechnic Institute and State University
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ECONIS (ZBW)
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Evaluating the effectiveness of state-switching time series models for US real output
Ashley, Richard A.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002092071
Saved in:
2
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
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
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
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5
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:
6
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
7
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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8
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
9
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
Saved in:
10
Evaluating the effectiveness of nonlinear time series models : a new approach
Ashley, Richard A.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001631177
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