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~institution:"Centre for Analytical Finance <Århus>"
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Volatility
19
Volatilität
19
Theorie
13
Theory
13
Estimation
10
Schätzung
10
Option pricing theory
7
Optionspreistheorie
7
Stochastic process
6
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6
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6
United States
6
ARCH model
4
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4
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Pfund Sterling
2
Pound Sterling
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Preistheorie
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Price theory
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Spillover-Effekt
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Book / Working Paper
29
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Arbeitspapier
25
Graue Literatur
25
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25
Working Paper
25
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English
29
Author
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Christensen, Bent Jesper
4
Christiansen, Charlotte
4
Hansen, Peter Reinhard
3
Lunde, Asger
3
Tanggaard, Carsten
3
Brunetti, Celso
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
Busch, Thomas
1
Engsted, Tom
1
Levendorskij, Sergej Z.
1
Myhre Lildholdt, Peter
1
Nicolato, Elisa
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Poulsen, Rolf
1
Raahauge, Peter
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
Tuypens, Bjorn E.
1
Venardos, Emmanouil
1
Ørregaard Nielsen, Morten
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
2,914
Forschungsinstitut zur Zukunft der Arbeit
346
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
210
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
111
Institut für Weltwirtschaft
93
Ekonomiska forskningsinstitutet <Stockholm>
76
International Monetary Fund
76
Zentrum für Europäische Wirtschaftsforschung
76
C.E.P.R. Discussion Papers
72
OECD
71
Springer Fachmedien Wiesbaden
71
Tilburg University, Center for Economic Research
55
Institut für Schweizerisches Bankwesen <Zürich>
54
World Bank
53
William Davidson Institute <Ann Arbor, Mich.>
52
EconWPA
45
Federal Reserve Bank of St. Louis
40
Université Paris-Dauphine (Paris IX)
40
HAL
39
Deutsches Institut für Wirtschaftsforschung
38
Internationaler Währungsfonds / Research Department
37
International Monetary Fund (IMF)
33
Federal Reserve Bank of San Francisco
31
Verlag Dr. Kovač
31
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
30
Centre for Economic Performance
29
Federal Reserve Bank of New York
29
Taiwan / Zhujichu
29
Österreichisches Institut für Wirtschaftsforschung
29
Agricultural and Applied Economics Association - AAEA
28
Centre for Economic Policy Research
26
Birkbeck College / Department of Economics
25
Federal Reserve System / Board of Governors
25
Harvard Institute for International Development
25
Center for Economic Research <Tilburg>
24
Institutionen för Nationalekonomi, Umeå Universitet
24
Organisation for Economic Co-operation and Development
24
Federal Reserve System / Division of Research and Statistics
23
Taiwan
23
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
29
Source
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ECONIS (ZBW)
29
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1
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
2
Latent utility shocks in a structural empirical asset pricing model
Christensen, Bent Jesper
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507048
Saved in:
3
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:
4
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
5
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
Saved in:
6
Long-run regression : theory and application to U.S. asset markets
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491534
Saved in:
7
Decomposing European bond and equity
volatility
Christiansen, Charlotte
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167494
Saved in:
8
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:
9
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
10
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:
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