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Theorie
70
Theory
70
Volatility
19
Volatilität
19
Option pricing theory
18
Optionspreistheorie
18
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13
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77
Graue Literatur
77
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77
Working Paper
77
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English
85
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Barndorff-Nielsen, Ole E.
8
Christensen, Bent Jesper
6
Christiansen, Charlotte
5
Sørensen, Michael
5
Tanggaard, Carsten
5
Lunde, Asger
4
Shepard, Neil
4
Di Miscia, Orazio
3
Engsted, Tom
3
Hansen, Peter Reinhard
3
Mikkelsen, Peter
3
Myhre Lildholt, Peter
3
Raahauge, Peter
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Ørregaard Nielsen, Morten
3
Brunetti, Celso
2
Christensen, Claus Vorm
2
Levendorskij, Sergej Z.
2
Løchte Jørgensen, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Poulsen, Rolf
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Shin Jensen, Malene
2
Stentoft, Lars
2
Sørensen, Helle
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bibby, Bo Martin
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Grosen, Anders
1
Hansen, Niels Richard
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
9,734
Forschungsinstitut zur Zukunft der Arbeit
481
Edward Elgar Publishing
416
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
399
OECD
388
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
332
Springer Fachmedien Wiesbaden
323
Ekonomiska forskningsinstitutet <Stockholm>
316
Center for Economic Research <Tilburg>
293
European University Institute / Department of Economics
258
World Bank
231
International Monetary Fund
229
IGI Global
215
Institut für Weltwirtschaft
215
Federal Reserve Bank of Chicago
156
Centre for Economic Policy Research
153
Internationaler Währungsfonds / Research Department
147
Foerder Institute for Economic Research <Tēl-Āvîv>
132
Umeå universitet
128
Universitat Pompeu Fabra / Departament d'Economia i Empresa
118
Zentrum für Europäische Wirtschaftsforschung
118
Federal Reserve Bank of New York
112
University of Exeter / Department of Economics
109
C.E.P.R. Discussion Papers
108
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
106
Social Systems Research Institute
105
Federal Reserve Bank of San Francisco
103
Federal Reserve Bank of St. Louis
102
Springer-Verlag GmbH
94
Australian National University / Faculty of Economics and Commerce
90
Massachusetts Institute of Technology / Department of Economics
89
Federal Reserve System / Board of Governors
88
Johns Hopkins University / Department of Economics
86
Universitetet i Oslo / Økonomisk institutt
86
Columbia University / Department of Economics
84
William Davidson Institute <Ann Arbor, Mich.>
84
Erasmus Research Institute of Management
82
HAL
82
Organisation for Economic Co-operation and Development
82
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
85
Source
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ECONIS (ZBW)
85
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1
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:
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
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
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:
5
Simulated likelihood approximations for stochastic
volatility
models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
6
Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of
volatility
models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
Saved in:
7
New evidence on the implied-realized
volatility
relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
8
Asymptotics of ruin probabilities for
risk
processes under optimal reinsurance policies : the large claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724275
Saved in:
9
Asymptotics of ruin probabilities for
risk
processes under optimal reinsurance policies : the small claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724276
Saved in:
10
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
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