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~institution:"Centre for Analytical Finance <Århus>"
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Volatility
19
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6
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6
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English
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Christiansen, Charlotte
4
Christensen, Bent Jesper
2
Hansen, Peter Reinhard
2
Lunde, Asger
2
Myhre Lildholt, Peter
2
Barndorff-Nielsen, Ole E.
1
Bibby, Bo Martin
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Levendorskij, Sergej Z.
1
Nicolato, Elisa
1
Shepard, Neil
1
Shephard, Neil G.
1
Shin Jensen, Malene
1
Sponholtz, Carina
1
Stentoft, Lars
1
Strunk Hansen, Charlotte
1
Svenstrup, Mikkel
1
Sørensen, Helle
1
Sørensen, Michael
1
Venardos, Emmanouil
1
Ørregaard Nielsen, Morten
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
1,156
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
202
Institut für Schweizerisches Bankwesen <Zürich>
76
C.E.P.R. Discussion Papers
62
OECD
47
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
44
HAL
34
National Centre of Competence in Research North South <Bern>
34
World Bank
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EconWPA
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Springer Fachmedien Wiesbaden
32
Université Paris-Dauphine (Paris IX)
32
Institute of Finance and Accounting <London>
26
International Monetary Fund
24
Agricultural and Applied Economics Association - AAEA
23
Rodney L. White Center for Financial Research
22
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
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CESifo
21
Center for Economic Research <Tilburg>
21
Society for Computational Economics - SCE
21
Ekonomiska forskningsinstitutet <Stockholm>
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Federal Reserve Bank of St. Louis
20
Center for Urban & Real Estate Management <Zürich>
18
Pensions Institute
18
Reserve Bank of Australia
17
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
16
Frank J. Fabozzi Associates <New Hope, Pa.>
15
Institut für Weltwirtschaft
15
Svenska Handelshögskolan <Helsinki>
15
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
14
Erasmus Research Institute of Management
14
European Association of Agricultural Economists - EAAE
14
European University Institute / Department of Economics
14
University of Canterbury / Dept. of Economics and Finance
14
World Bank Group
14
Department of Economics and Finance, College of Business and Economics
13
Internationaler Währungsfonds / Research Department
13
Max-Planck-Institut für Ökonomik <Jena> / Abteilung Strategische Interaktion
13
Verlag Dr. Kovač
13
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
19
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ECONIS (ZBW)
19
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1
Decomposing European bond and equity
volatility
Christiansen, Charlotte
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167494
Saved in:
2
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:
3
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
4
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:
5
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:
6
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:
7
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
8
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:
9
Pricing american options when the underlying stock price exhibits time-vaying
volatility
Stentoft, Lars
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690047
Saved in:
10
Long maturity forward rates
Christiansen, Charlotte
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622254
Saved in:
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