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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Time series analysis"
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Time series analysis
Volatility
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8
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Brunetti, Celso
1
Busch, Thomas
1
Christiansen, Charlotte
1
Hansen, Peter Reinhard
1
Lunde, Asger
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Myhre Lildholt, Peter
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
46
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
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European University Institute / Department of Law
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Federal Reserve Bank of St. Louis
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Zentrum für Europäische Wirtschaftsforschung
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Bayerische Hypotheken- und Wechsel-Bank
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Boston College / Department of Economics
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Bundesanstalt für Geowissenschaften und Rohstoffe
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
2
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:
3
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
4
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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