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~institution:"Centre for Analytical Finance <Århus>"
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Volatility
19
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10
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Christiansen, Charlotte
4
Lunde, Asger
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Myhre Lildholt, Peter
3
Bibby, Bo Martin
2
Busch, Thomas
2
Christensen, Bent Jesper
2
Hansen, Peter Reinhard
2
Koulikov, Dmitri
2
Rahbek, Anders
2
Sørensen, Michael
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Ørregaard Nielsen, Morten
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1
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1
Brunetti, Celso
1
Jensen, Morten Berg
1
Jones, M. C.
1
Kristensen, Dennis
1
Levendorskij, Sergej Z.
1
Nicolato, Elisa
1
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1
Shepard, Neil
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Shephard, Neil G.
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Shin Jensen, Malene
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Skovgaard, Ib Michael
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Stentoft, Lars
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Strunk Hansen, Charlotte
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Svenstrup, Mikkel
1
Søndergaard Rasmussen, Nicki
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Sørensen, Helle
1
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1
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1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
1,284
International Monetary Fund (IMF)
471
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
237
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220
OECD
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101
European Securities and Markets Authority
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68
World Bank
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C.E.P.R. Discussion Papers
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40
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Federal Reserve Bank of New York
25
Agricultural and Applied Economics Association - AAEA
24
Harvard Institute of Economic Research (HIER), Department of Economics
24
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24
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
31
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ECONIS (ZBW)
31
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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
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:
3
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
Saved in:
4
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
Saved in:
5
Modeling sequences of long memory non-negative covariance stationary random variables
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793903
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
Volatility
-spillover effects in European bond markets
Christiansen, Charlotte
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838842
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
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702284
Saved in:
10
A robust LR test for the GARCH model
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069045
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