//--> //--> //--> //-->
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:"Share price"
~subject:"Theorie"
~subject:"Volatilität"
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
The Impact of Stock Market Lib...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Share price
Theorie
Volatilität
Volatility
19
Theory
7
Option pricing theory
6
Optionspreistheorie
6
Stochastic process
6
Stochastischer Prozess
6
ARCH model
4
ARCH-Modell
4
Time series analysis
3
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
Exchange rate
1
Expectation formation
1
more ...
less ...
Type of publication
All
Book / Working Paper
19
Type of publication (narrower categories)
All
Arbeitspapier
16
Graue Literatur
16
Non-commercial literature
16
Working Paper
16
Language
All
English
19
Author
All
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
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
630
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
32
World Bank
19
International Monetary Fund
16
Federal Reserve Bank of St. Louis
14
Centre for Growth and Business Cycle Research <Manchester>
12
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
12
Institut für Weltwirtschaft
12
Internationaler Währungsfonds / Research Department
12
Svenska Handelshögskolan <Helsinki>
12
European University Institute / Department of Economics
11
University of Canterbury / Dept. of Economics and Finance
11
Chambre de commerce et d'industrie de Paris
10
Ekonomiska forskningsinstitutet <Stockholm>
10
OECD
10
Federal Reserve Bank of New York
8
Federal Reserve Bank of San Francisco
8
Instituto Valenciano de Investigaciones Económicas
8
Rodney L. White Center for Financial Research
8
Verlag Dr. Kovač
8
Federal Reserve System / Board of Governors
7
Gottfried Wilhelm Leibniz Universität Hannover
7
Institute of Finance and Accounting <London>
7
William Davidson Institute <Ann Arbor, Mich.>
7
Center for Economic Research <Tilburg>
6
Massachusetts Institute of Technology / Department of Economics
6
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
6
The Wharton Financial Institutions Center
6
Birkbeck College / Department of Economics
5
Brown University / Department of Economics
5
Centre for Economic Policy Research
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve System / Division of Research and Statistics
5
School of Finance and Business Economics <Perth, Western Australia>
5
Springer Fachmedien Wiesbaden
5
Banco Central do Brasil
4
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
4
Econometrisch Instituut <Rotterdam>
4
Erasmus Research Institute of Management
4
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
19
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The information content of earnings announcements in Denmark
Sponholtz, Carina
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069215
Saved in:
2
Decomposing European bond and equity
volatility
Christiansen, Charlotte
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167494
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
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
5
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:
6
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:
7
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:
8
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->