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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Börsenkurs"
~subject:"Statistische Verteilung"
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Börsenkurs
Statistische Verteilung
Theorie
70
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70
Option pricing theory
14
Optionspreistheorie
14
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11
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Barndorff-Nielsen, Ole E.
1
Bechmann, Ken L.
1
Busch, Thomas
1
Engsted, Tom
1
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1
Lunde, Asger
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
236
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
16
Ekonomiska forskningsinstitutet <Stockholm>
11
Center for Economic Research <Tilburg>
9
Birkbeck College / Department of Economics
8
European University Institute / Department of Economics
7
Rodney L. White Center for Financial Research
7
Centre for Economic Policy Research
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Christian-Albrechts-Universität zu Kiel
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Erasmus Research Institute of Management
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Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
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Kansantaloustieteen Laitos <Tampere>
3
Robert Schuman Centre for Advanced Studies
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Rutgers University / Department of Economics
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
5
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ECONIS (ZBW)
5
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Speculative bubbles in stock prices? : Tests based on the price-dividend ratio
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001998442
Saved in:
2
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
3
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Saved in:
4
Short tales, price pressure, and the stock price response to convertible bond calls
Bechmann, Ken L.
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851134
Saved in:
5
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:
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