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>"
~subject:"Exchange rate"
~subject:"Time series analysis"
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
When It Cannot Get Better or W...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Exchange rate
Time series analysis
Volatility
19
Volatilität
19
Theorie
7
Theory
7
Option pricing theory
6
Optionspreistheorie
6
Stochastic process
6
Stochastischer Prozess
6
ARCH model
4
ARCH-Modell
4
USA
3
United States
3
Zeitreihenanalyse
3
Estimation
2
Heteroscedasticity
2
Heteroskedastizität
2
Interest rate derivative
2
Schätzung
2
Spillover effect
2
Spillover-Effekt
2
Zinsderivat
2
1999-2000
1
1999-2001
1
Aktienmarkt
1
Ankündigungseffekt
1
Announcement effect
1
Black-Scholes model
1
Black-Scholes-Modell
1
Bond market
1
Börsenkurs
1
Cointegration
1
Denmark
1
Dänemark
1
Earnings announcement
1
Erwartungsbildung
1
Europa
1
Europe
1
Expectation formation
1
more ...
less ...
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
3
Author
All
Brunetti, Celso
1
Christiansen, Charlotte
1
Hansen, Peter Reinhard
1
Lunde, Asger
1
Myhre Lildholt, Peter
1
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
77
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Ekonomiska forskningsinstitutet <Stockholm>
5
European University Institute / Department of Economics
5
Rodney L. White Center for Financial Research
5
Centre for Growth and Business Cycle Research <Manchester>
4
International Monetary Fund
4
Internationaler Währungsfonds / Research Department
4
Federal Reserve Bank of St. Louis
3
Federal Reserve System / Board of Governors
3
Gottfried Wilhelm Leibniz Universität Hannover
3
William Davidson Institute <Ann Arbor, Mich.>
3
Centre for Quantitative Economics & Computing
2
Christian-Albrechts-Universität zu Kiel
2
Econometrisch Instituut <Rotterdam>
2
Europäisches Institut für Internationale Wirtschaftsbeziehungen
2
Institut für Weltwirtschaft
2
Institute of Finance and Accounting <London>
2
Instituto Valenciano de Investigaciones Económicas
2
School of Economics and Finance <Brisbane>
2
The Wharton Financial Institutions Center
2
Umeå Universitet / Institutionen för Nationalekonomi
2
Université de Montréal / Département de sciences économiques
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
African Economic Research Consortium
1
American Enterprise Institute for Public Policy Research
1
Australian National University / Faculty of Economics and Commerce
1
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
1
Brown University / Department of Economics
1
Bundesanstalt für Geowissenschaften und Rohstoffe
1
Business Information Centre <Toronto>
1
C.V. Starr Center for Applied Economics, Department of Economics
1
Center for Economic Research <Tilburg>
1
Center for International Development <Cambridge, Mass.>
1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
1
Centre d'Etudes Prospectives et d'Informations Internationales
1
Centre for Economic Policy Research
1
Centre for International Economic Studies
1
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
3
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
3
A comparison of volatility models : does anything beat a GARCH(1,1)?
Hansen, Peter Reinhard
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563856
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
