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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Börsenkurs"
~subject:"Großbritannien"
~subject:"Volatilität"
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Börsenkurs
Großbritannien
Volatilität
Option pricing theory
24
Optionspreistheorie
24
Theorie
22
Theory
22
Volatility
19
Stochastic process
7
Stochastischer Prozess
7
Cointegration
6
Kointegration
6
Time series analysis
5
Zeitreihenanalyse
5
ARCH model
4
ARCH-Modell
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Estimation
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
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Option trading
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Optionsgeschäft
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USA
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United States
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Statistischer Test
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Black-Scholes-Modell
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Bond market
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Currency option
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Devisenoption
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Einheitswurzeltest
2
Estimation theory
2
Führungskräfte
2
Heteroscedasticity
2
Heteroskedastizität
2
Interest rate derivative
2
Kleinste-Quadrate-Methode
2
Least squares method
2
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Book / Working Paper
19
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Arbeitspapier
16
Graue Literatur
16
Non-commercial literature
16
Working Paper
16
Language
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English
19
Author
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Christiansen, Charlotte
4
Christensen, Bent Jesper
2
Hansen, Peter Reinhard
2
Lunde, Asger
2
Myhre Lildholt, Peter
2
Barndorff-Nielsen, Ole E.
1
Bibby, Bo Martin
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Levendorskij, Sergej Z.
1
Nicolato, Elisa
1
Shepard, Neil
1
Shephard, Neil G.
1
Shin Jensen, Malene
1
Sponholtz, Carina
1
Stentoft, Lars
1
Strunk Hansen, Charlotte
1
Svenstrup, Mikkel
1
Sørensen, Helle
1
Sørensen, Michael
1
Venardos, Emmanouil
1
Ørregaard Nielsen, Morten
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
591
European Conference of Ministers of Transport
83
Anglo-German Foundation for the Study of Industrial Society
76
OECD
65
Institut für Schweizerisches Bankwesen <Zürich>
49
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
41
Economic Research Centre
25
Institut für Weltwirtschaft
25
International Monetary Fund
23
Nomos Verlagsgesellschaft
22
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
Springer Fachmedien Wiesbaden
21
World Bank
21
Europäische Kommission
17
National Centre of Competence in Research North South <Bern>
17
European University Institute / Department of Economics
16
Internationaler Währungsfonds / Research Department
16
Maxwell Graduate School of Citizenship and Public Affairs
15
Centre for Economic Performance
14
National Institute of Economic and Social Research
14
Centre for Growth and Business Cycle Research <Manchester>
13
Chambre de commerce et d'industrie de Paris
13
Federal Reserve Bank of St. Louis
13
Svenska Handelshögskolan <Helsinki>
13
University of Canterbury / Dept. of Economics and Finance
12
European Centre for the Development of Vocational Training
11
Forschungsinstitut zur Zukunft der Arbeit
11
Verlag Dr. Kovač
11
Zentrum für Europäische Wirtschaftsforschung
11
Österreichisches Institut für Wirtschaftsforschung
11
Birkbeck College / Department of Economics
10
Centre for Economic Policy Research
10
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
10
Ekonomiska forskningsinstitutet <Stockholm>
10
Institute for Fiscal Studies
10
Robert Schuman Centre for Advanced Studies
10
Swiss National Centre of Competence in Research North South <Bern>
10
Bertelsmann Stiftung
9
Rodney L. White Center for Financial Research
9
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
19
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ECONIS (ZBW)
19
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1
New evidence on the implied-realized
volatility
relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
2
Barrier options and touch-and-out options under regular Lévy processes of exponential type
Bojarčenko, Svetlana I.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543244
Saved in:
3
Power and bipower variation with stocjastic
volatility
and jumps
Brandorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763251
Saved in:
4
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:
5
Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
Saved in:
6
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:
7
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:
8
Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of
volatility
models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
Saved in:
9
The information content of earnings announcements in Denmark
Sponholtz, Carina
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069215
Saved in:
10
Simulated likelihood approximations for stochastic
volatility
models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
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