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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Stochastischer Prozess"
~subject:"Time series analysis"
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Stochastischer Prozess
Time series analysis
Volatility
19
Volatilität
19
Theorie
7
Theory
7
Option pricing theory
6
Optionspreistheorie
6
Stochastic process
6
ARCH model
4
ARCH-Modell
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Book / Working Paper
9
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Graue Literatur
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7
Working Paper
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English
9
Author
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Barndorff-Nielsen, Ole E.
1
Bibby, Bo Martin
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Christiansen, Charlotte
1
Hansen, Peter Reinhard
1
Levendorskij, Sergej Z.
1
Lunde, Asger
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Shepard, Neil
1
Shephard, Neil G.
1
Sørensen, Helle
1
Sørensen, Michael
1
Venardos, Emmanouil
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
29
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
15
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Ekonomiska forskningsinstitutet <Stockholm>
5
Centre for Growth and Business Cycle Research <Manchester>
4
Chambre de commerce et d'industrie de Paris
4
Econometrisch Instituut <Rotterdam>
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Nuffield College
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Christian-Albrechts-Universität zu Kiel
2
International Center for Financial Asset Management and Engineering
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Rodney L. White Center for Financial Research
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University of Canterbury / Dept. of Economics and Finance
2
Université de Montréal / Département de sciences économiques
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Bundesanstalt für Geowissenschaften und Rohstoffe
1
Business Information Centre <Toronto>
1
Center for Economic Research <Tilburg>
1
Centre for Quantitative Economics & Computing
1
Erasmus Research Institute of Management
1
Federal Reserve Bank of Cleveland
1
Hamburgisches WeltWirtschaftsInstitut
1
Institut for Finansiering <Frederiksberg>
1
Institute of Finance and Accounting <London>
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Internationaler Währungsfonds / Asia and Pacific Department
1
Internationaler Währungsfonds / Western Hemisphere Department
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
Queen Mary College / Department of Economics
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
The Wharton Financial Institutions Center
1
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
University of British Columbia / Finance Division
1
University of California, San Diego / Department of Economics
1
University of Chicago / Graduate School of Business
1
University of Exeter / Department of Economics
1
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
9
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ECONIS (ZBW)
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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:
2
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
3
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:
4
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
5
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:
6
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:
7
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:
8
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
9
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:
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