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70
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Barndorff-Nielsen, Ole E.
8
Christensen, Bent Jesper
5
Christiansen, Charlotte
5
Sørensen, Michael
5
Tanggaard, Carsten
5
Lunde, Asger
4
Shepard, Neil
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Di Miscia, Orazio
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Engsted, Tom
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Hansen, Peter Reinhard
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Mikkelsen, Peter
3
Myhre Lildholt, Peter
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Taulbjerg, Jes
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Ørregaard Nielsen, Morten
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Brunetti, Celso
2
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2
Levendorskij, Sergej Z.
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Løchte Jørgensen, Peter
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Nielsen, Jens Perch
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Nielsen, Morten Ørregaard
2
Poulsen, Rolf
2
Raahauge, Peter
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Schmidli, Hanspeter
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Shin Jensen, Malene
2
Stentoft, Lars
2
Sørensen, Helle
2
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Bechmann, Ken L.
1
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1
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Brandorff-Nielsen, Ole E.
1
Busch, Thomas
1
Daniels, Kenneth N.
1
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1
Grosen, Anders
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Centre for Analytical Finance <Århus>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
84
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ECONIS (ZBW)
84
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1
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
2
Optimal inference in diffusion models of the short rate of interest
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622256
Saved in:
3
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
4
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:
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
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
Option pricing in stochastic
volatility
models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
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8
Simulated likelihood approximations for stochastic
volatility
models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
9
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:
10
New evidence on the implied-realized
volatility
relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
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