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Theorie
70
Theory
70
Volatility
19
Volatilität
19
Option pricing theory
18
Optionspreistheorie
18
Stochastic process
15
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15
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12
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12
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12
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9
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4
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4
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4
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4
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86
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Arbeitspapier
78
Graue Literatur
78
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78
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78
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English
86
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Barndorff-Nielsen, Ole E.
8
Sørensen, Michael
6
Christiansen, Charlotte
5
Tanggaard, Carsten
5
Christensen, Bent Jesper
4
Lunde, Asger
4
Shepard, Neil
4
Ørregaard Nielsen, Morten
4
Di Miscia, Orazio
3
Hansen, Peter Reinhard
3
Mikkelsen, Peter
3
Myhre Lildholt, Peter
3
Nielsen, Jens Perch
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Bibby, Bo Martin
2
Brunetti, Celso
2
Christensen, Claus Vorm
2
Engsted, Tom
2
Koulikov, Dmitri
2
Levendorskij, Sergej Z.
2
Løchte Jørgensen, Peter
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
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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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,484
Edward Elgar Publishing
403
Ekonomiska forskningsinstitutet <Stockholm>
304
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
288
Center for Economic Research <Tilburg>
284
OECD
263
European University Institute / Department of Economics
253
Springer Fachmedien Wiesbaden
252
IGI Global
212
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
194
World Bank
171
Forschungsinstitut zur Zukunft der Arbeit
166
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154
Institut für Weltwirtschaft
148
Internationaler Währungsfonds / Research Department
143
Centre for Economic Policy Research
135
Umeå universitet
132
Foerder Institute for Economic Research <Tēl-Āvîv>
126
Universitat Pompeu Fabra / Departament d'Economia i Empresa
110
University of Exeter / Department of Economics
107
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
103
Social Systems Research Institute
102
Springer-Verlag GmbH
91
Australian National University / Faculty of Economics and Commerce
87
Massachusetts Institute of Technology / Department of Economics
83
Universitetet i Oslo / Økonomisk institutt
82
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80
Deutsche Forschungsgemeinschaft
79
European University Institute / Department of Law
78
Federal Reserve Bank of St. Louis
78
Columbia University / Department of Economics
77
Robert Schuman Centre for Advanced Studies
76
University of Warwick / Department of Economics
76
De Gruyter Oldenbourg
75
Instituto Valenciano de Investigaciones Económicas
75
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
74
Econometrisch Instituut <Rotterdam>
73
Erasmus Research Institute of Management
72
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
71
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
86
Source
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ECONIS (ZBW)
86
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1
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
2
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:
3
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:
4
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
Saved in:
5
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
Saved in:
6
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:
7
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
Saved in:
8
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
9
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:
10
New evidence on the implied-realized
volatility
relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
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