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~institution:"Centre for Analytical Finance <Århus>"
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Volatility
19
Volatilität
19
Theorie
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Theory
9
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6
Optionspreistheorie
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6
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English
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Christiansen, Charlotte
4
Lunde, Asger
3
Christensen, Bent Jesper
2
Hansen, Peter Reinhard
2
Myhre Lildholt, Peter
2
Strunk Hansen, Charlotte
2
Barndorff-Nielsen, Ole E.
1
Bibby, Bo Martin
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Engsted, Tom
1
Jensen, Morten Berg
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
Svenstrup, Mikkel
1
Sørensen, Helle
1
Sørensen, Michael
1
Tanggaard, Carsten
1
Tuypens, Bjorn E.
1
Venardos, Emmanouil
1
Ørregaard Nielsen, Morten
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
1,021
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
173
C.E.P.R. Discussion Papers
57
International Monetary Fund (IMF)
54
Institut für Schweizerisches Bankwesen <Zürich>
49
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
33
HAL
30
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
29
EconWPA
28
International Monetary Fund
26
Université Paris-Dauphine (Paris IX)
26
Rodney L. White Center for Financial Research
25
Federal Reserve Bank of St. Louis
23
Agricultural and Applied Economics Association - AAEA
22
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
World Bank
20
National Centre of Competence in Research North South <Bern>
17
Reserve Bank of Australia
17
CESifo
16
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
15
Society for Computational Economics - SCE
15
Svenska Handelshögskolan <Helsinki>
15
OECD
14
Chambre de commerce et d'industrie de Paris
13
Ekonomiska forskningsinstitutet <Stockholm>
13
European Association of Agricultural Economists - EAAE
13
European University Institute / Department of Economics
13
University of Chicago / Center for Research in Security Prices
13
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
12
Department of Economics and Finance, College of Business and Economics
12
Institut für Weltwirtschaft
12
Inter-American Development Bank
12
Internationaler Währungsfonds / Research Department
12
University of Canterbury / Dept. of Economics and Finance
12
Birkbeck College / Department of Economics
11
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
11
Cowles Foundation for Research in Economics, Yale University
11
Federal Reserve System / Division of Research and Statistics
11
Institute of Economic Research, Kyoto University
11
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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
Source
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ECONIS (ZBW)
22
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1
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
2
The comovement of US and UK stock markets
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660129
Saved in:
3
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic
volatility
model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
Saved in:
4
Decomposing European bond and equity
volatility
Christiansen, Charlotte
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167494
Saved in:
5
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:
6
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
7
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:
8
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:
9
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:
10
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
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