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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Volatility"
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Volatility
Volatilität
19
Theorie
14
Theory
14
Option pricing theory
8
Optionspreistheorie
8
CAPM
7
Stochastic process
6
Stochastischer Prozess
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Working Paper
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English
19
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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
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
501
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
88
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
C.E.P.R. Discussion Papers
22
World Bank
18
International Monetary Fund
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Université Paris-Dauphine (Paris IX)
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Federal Reserve Bank of St. Louis
13
Svenska Handelshögskolan <Helsinki>
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European University Institute / Department of Economics
11
Internationaler Währungsfonds / Research Department
11
University of Canterbury / Dept. of Economics and Finance
11
Centre for Growth and Business Cycle Research <Manchester>
10
Ekonomiska forskningsinstitutet <Stockholm>
10
Institut für Weltwirtschaft
10
Chambre de commerce et d'industrie de Paris
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Cowles Foundation for Research in Economics, Yale University
9
National Centre for Econometric Research (NCER)
9
Department of Economics, Oxford University
8
EconWPA
8
Federal Reserve Bank of New York
8
Rodney L. White Center for Financial Research
8
European Central Bank
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7
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Banque de France
6
Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance
6
Department of Economics and Finance, College of Business and Economics
6
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
6
Federal Reserve Bank of San Francisco
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Institute of Economic Research, Kyoto University
6
Institute of Finance and Accounting <London>
6
Tinbergen Instituut
6
Birkbeck College / Department of Economics
5
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
19
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ECONIS (ZBW)
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1
Decomposing European bond and equity
volatility
Christiansen, Charlotte
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167494
Saved in:
2
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:
3
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
4
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:
5
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:
6
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:
7
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
8
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:
9
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:
10
Long maturity forward rates
Christiansen, Charlotte
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622254
Saved in:
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