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~institution:"Centre for Analytical Finance <Århus>"
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Theorie
70
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Option pricing theory
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Optionspreistheorie
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Barndorff-Nielsen, Ole E.
8
Sørensen, Michael
4
Tanggaard, Carsten
4
Christensen, Bent Jesper
3
Di Miscia, Orazio
3
Lunde, Asger
3
Mikkelsen, Peter
3
Shepard, Neil
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Hansen, Peter Reinhard
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Raahauge, Peter
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Ørregaard Nielsen, Morten
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Brunetti, Celso
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Grosen, Anders
1
Hansen, Niels Richard
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Hurd, T.R.
1
Jakubenas, Paulius
1
Jensen, Morten Berg
1
Kessler, Mathieu
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
Levendorskij, Sergej Z.
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,292
Edward Elgar Publishing
415
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
297
Ekonomiska forskningsinstitutet <Stockholm>
290
Center for Economic Research <Tilburg>
289
OECD
270
Springer Fachmedien Wiesbaden
262
European University Institute / Department of Economics
253
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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IGI Global
226
Forschungsinstitut zur Zukunft der Arbeit
168
World Bank
158
Tilburg University, Center for Economic Research
157
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140
Foerder Institute for Economic Research <Tēl-Āvîv>
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Centre for Economic Policy Research
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Umeå universitet
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111
University of Exeter / Department of Economics
109
Social Systems Research Institute
104
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103
Springer-Verlag GmbH
93
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90
Australian National University / Faculty of Economics and Commerce
86
Robert Schuman Centre for Advanced Studies
82
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79
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79
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77
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76
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75
Instituto Valenciano de Investigaciones Económicas
75
De Gruyter Oldenbourg
74
CentER for Economic Research, Universiteit van Tilburg
73
Erasmus Research Institute of Management
73
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
73
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
70
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
70
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ECONIS (ZBW)
70
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1
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
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2
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
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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
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4
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
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5
Estimation of expected return : CAPM vs Fama and French
Bartholdy, Jan
(
contributor
);
Peare, Paula
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069191
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6
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
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7
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
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8
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
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2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
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9
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
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10
New evidence on the implied-realized volatility relation
Christensen, Bent Jesper
(
contributor
); …
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2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
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