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Barndorff-Nielsen, Ole E.
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
77
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ECONIS (ZBW)
77
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Time series modelling of daily log-price ranges for SF/USD and USD/GBP
Brunetti, Celso
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719176
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Testing the martingale restriction for option implied densities
Busch, Thomas
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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Return-based and range-based (co)viariance estimation : with an application to foreign exchange markets
Brunetti, Celso
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
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Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
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2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
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Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
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Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
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contributor
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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7
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
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Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
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2002
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[Elektronische Resource]
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Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
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The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
(
contributor
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Lunde, Asger
(
contributor
)
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
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