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~institution:"Centre for Analytical Finance <Århus>"
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Volatility
19
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19
Theorie
15
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15
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10
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10
Option pricing theory
7
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7
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English
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Christensen, Bent Jesper
4
Christiansen, Charlotte
4
Tanggaard, Carsten
4
Lunde, Asger
3
Myhre Lildholt, Peter
3
Brunetti, Celso
2
Engsted, Tom
2
Hansen, Peter Reinhard
2
Strunk Hansen, Charlotte
2
Barndorff-Nielsen, Ole E.
1
Bibby, Bo Martin
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Busch, Thomas
1
Jensen, Morten Berg
1
Levendorskij, Sergej Z.
1
Myhre Lildholdt, Peter
1
Nicolato, Elisa
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Poulsen, Rolf
1
Raahauge, Peter
1
Shepard, Neil
1
Shephard, Neil G.
1
Shin Jensen, Malene
1
Sponholtz, Carina
1
Stentoft, Lars
1
Svenstrup, Mikkel
1
Sørensen, Helle
1
Sørensen, Michael
1
Tuypens, Bjorn E.
1
Venardos, Emmanouil
1
Ørregaard Nielsen, Morten
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
3,428
International Monetary Fund (IMF)
561
Forschungsinstitut zur Zukunft der Arbeit
346
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
279
International Monetary Fund
261
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
114
Institut für Weltwirtschaft
97
OECD
97
C.E.P.R. Discussion Papers
82
Ekonomiska forskningsinstitutet <Stockholm>
79
Zentrum für Europäische Wirtschaftsforschung
76
Springer Fachmedien Wiesbaden
71
Federal Reserve Bank of St. Louis
66
William Davidson Institute <Ann Arbor, Mich.>
61
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56
Institut für Schweizerisches Bankwesen <Zürich>
55
Tilburg University, Center for Economic Research
55
EconWPA
53
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51
World Bank
49
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45
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
44
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42
Internationaler Währungsfonds / Research Department
40
HAL
39
Deutsches Institut für Wirtschaftsforschung
38
Rodney L. White Center for Financial Research, Wharton School of Business
37
Internationaler Währungsfonds
34
Verlag Dr. Kovač
34
Rodney L. White Center for Financial Research
33
Université Paris-Dauphine (Paris IX)
31
European University Institute / Department of Economics
30
Federal Reserve System / Board of Governors
30
Birkbeck College / Department of Economics
29
Centre for Economic Performance
29
Federal Reserve Bank of Chicago
28
Österreichisches Institut für Wirtschaftsforschung
28
Centre for Economic Policy Research
26
Federal Reserve System / Division of Research and Statistics
26
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
31
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ECONIS (ZBW)
31
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The information content of earnings announcements in Denmark
Sponholtz, Carina
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069215
Saved in:
2
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:
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
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
Saved in:
5
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
6
The comovement of US and UK stock markets
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660129
Saved in:
7
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic
volatility
model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
Saved in:
8
Decomposing European bond and equity
volatility
Christiansen, Charlotte
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167494
Saved in:
9
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:
10
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
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