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~institution:"Centre for Analytical Finance <Århus>"
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Volatility
19
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19
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7
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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
Bechmann, Ken L.
1
Bibby, Bo Martin
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Christensen, Claus Vorm
1
Engsted, Tom
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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
Tanggaard, Carsten
1
Venardos, Emmanouil
1
Ørregaard Nielsen, Morten
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
1,111
International Monetary Fund (IMF)
237
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
185
International Monetary Fund
102
C.E.P.R. Discussion Papers
57
Institut für Schweizerisches Bankwesen <Zürich>
49
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
47
HAL
30
Ekonomiska forskningsinstitutet <Stockholm>
29
EconWPA
28
Université Paris-Dauphine (Paris IX)
26
Agricultural and Applied Economics Association - AAEA
22
Chambre de commerce et d'industrie de Paris
22
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
22
OECD
21
Philippinen / National Census and Statistics Office
21
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
Bangladesch / Parisaṅkhyāna Byuro
20
Basel Committee on Banking Supervision
20
Federal Reserve Bank of St. Louis
20
World Bank
20
Rodney L. White Center for Financial Research
19
Institute of Finance and Accounting <London>
18
National Centre of Competence in Research North South <Bern>
17
Reserve Bank of Australia
17
Svenska Handelshögskolan <Helsinki>
17
CESifo
16
European University Institute / Department of Economics
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
15
Federal Reserve System / Division of Research and Statistics
15
Internationaler Währungsfonds / Research Department
15
Society for Computational Economics - SCE
15
The Wharton Financial Institutions Center
15
Federal Reserve System / Board of Governors
14
School of Finance and Business Economics <Perth, Western Australia>
14
European Association of Agricultural Economists - EAAE
13
Institut für Weltwirtschaft
13
Springer Fachmedien Wiesbaden
13
Center for Economic Research <Tilburg>
12
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
22
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ECONIS (ZBW)
22
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1
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:
2
Implied loss distributions for catastrphe insurance derivates
Christensen, Claus Vorm
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560031
Saved in:
3
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:
4
The information content of earnings announcements in Denmark
Sponholtz, Carina
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069215
Saved in:
5
New evidence on the implied-realized
volatility
relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
6
Simulated likelihood approximations for stochastic
volatility
models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
7
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:
8
Barrier options and touch-and-out options under regular Lévy processes of exponential type
Bojarčenko, Svetlana I.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543244
Saved in:
9
Volatility
-spillover effects in European bond markets
Christiansen, Charlotte
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838842
Saved in:
10
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
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