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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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Arbeitspapier
75
Graue Literatur
75
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75
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75
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English
82
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Barndorff-Nielsen, Ole E.
8
Christiansen, Charlotte
5
Sørensen, Michael
5
Christensen, Bent Jesper
4
Lunde, Asger
4
Shepard, Neil
4
Tanggaard, Carsten
4
Di Miscia, Orazio
3
Hansen, Peter Reinhard
3
Mikkelsen, Peter
3
Myhre Lildholt, 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
Engsted, Tom
2
Levendorskij, Sergej Z.
2
Løchte Jørgensen, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Raahauge, Peter
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
Hurd, T.R.
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,549
Edward Elgar Publishing
405
Ekonomiska forskningsinstitutet <Stockholm>
286
Center for Economic Research <Tilburg>
282
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
276
OECD
273
Springer Fachmedien Wiesbaden
254
European University Institute / Department of Economics
252
International Monetary Fund
232
IGI Global
212
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
198
World Bank
173
Forschungsinstitut zur Zukunft der Arbeit
166
Institut für Weltwirtschaft
146
Internationaler Währungsfonds / Research Department
142
Centre for Economic Policy Research
137
Umeå universitet
127
Foerder Institute for Economic Research <Tēl-Āvîv>
126
International Monetary Fund (IMF)
124
Universitat Pompeu Fabra / Departament d'Economia i Empresa
108
University of Exeter / Department of Economics
105
Social Systems Research Institute
103
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
103
Springer-Verlag GmbH
91
Australian National University / Faculty of Economics and Commerce
86
Massachusetts Institute of Technology / Department of Economics
82
Deutsche Forschungsgemeinschaft
79
Universitetet i Oslo / Økonomisk institutt
79
C.E.P.R. Discussion Papers
78
Federal Reserve System / Board of Governors
78
Columbia University / Department of Economics
76
De Gruyter Oldenbourg
76
Robert Schuman Centre for Advanced Studies
75
Instituto Valenciano de Investigaciones Económicas
74
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
74
European University Institute / Department of Law
73
Federal Reserve Bank of St. Louis
73
University of Warwick / Department of Economics
73
Erasmus Research Institute of Management
72
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
82
Source
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ECONIS (ZBW)
82
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1
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
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
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
Decomposing European bond and equity
volatility
Christiansen, Charlotte
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167494
Saved in:
9
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
10
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:
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