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~institution:"Centre for Analytical Finance <Århus>"
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Volatility
19
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19
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7
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7
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6
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Christiansen, Charlotte
4
Engsted, Tom
3
Christensen, Bent Jesper
2
Hansen, Peter Reinhard
2
Lunde, Asger
2
Myhre Lildholt, Peter
2
Tanggaard, Carsten
2
Barndorff-Nielsen, Ole E.
1
Bibby, Bo Martin
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Levendorskij, Sergej Z.
1
Nicolato, Elisa
1
Peskir, Goran
1
Shepard, Neil
1
Shephard, Neil G.
1
Shin Jensen, Malene
1
Sponholtz, Carina
1
Stentoft, Lars
1
Strunk Hansen, Charlotte
1
Svenstrup, Mikkel
1
Sørensen, Helle
1
Sørensen, Michael
1
Uys, N.
1
Venardos, Emmanouil
1
Ørregaard Nielsen, Morten
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
1,084
Asian Development Bank
446
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
269
OECD
208
Asian Development Bank (ADB)
119
East Asian Bureau of Economic Research (EABER)
96
International Monetary Fund (IMF)
91
eSocialSciences
89
Vereinte Nationen / Economic and Social Commission for Asia and the Pacific
77
C.E.P.R. Discussion Papers
71
Edward Elgar Publishing
64
Institut vostokovedenija <Moskau>
54
World Bank
53
International Monetary Fund
52
Institut für Schweizerisches Bankwesen <Zürich>
49
HAL
47
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44
Internationales Arbeitsamt
42
Economics and Research Department, Asian Development Bank
41
EconWPA
40
Internationaler Währungsfonds
38
Vereinte Nationen / Economic Commission for Asia and the Far East
37
Institute of Southeast Asian Studies
36
International Labour Organization (ILO), United Nations
34
Asian Development Bank Institute
33
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
33
Weltbank
30
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29
Institute of Developing Economies, Japan External Trade Organization (JETRO)
29
International Labour Office
29
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29
FAO
26
International Food Policy Research Institute (IFPRI)
26
Reserve Bank of Australia
26
Springer Fachmedien Wiesbaden
25
Agricultural and Applied Economics Association - AAEA
24
Asian Development Bank Institute, Asian Development Bank
24
International Monetary Fund / Asia and Pacific Dept
24
Ajia Keizai Kenkyūsho <Chiba>
23
CESifo
23
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
23
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ECONIS (ZBW)
23
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1
Speculative
bubbles
in stock prices? : Tests based on the price-dividend ratio
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001998442
Saved in:
2
A new test for speculative
bubbles
based on return variance decompositions
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660132
Saved in:
3
Misspecification versus
bubbles
in hyperinflation data : comment
Engsted, Tom
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660135
Saved in:
4
On Asian options of American type
Peskir, Goran
(
contributor
);
Uys, N.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167504
Saved in:
5
Decomposing European bond and equity
volatility
Christiansen, Charlotte
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167494
Saved in:
6
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:
7
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
8
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:
9
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:
10
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
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