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Theorie
70
Theory
70
Volatility
19
Volatilität
19
Option pricing theory
18
Optionspreistheorie
18
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15
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15
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90
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Barndorff-Nielsen, Ole E.
8
Christensen, Bent Jesper
6
Sørensen, Michael
6
Tanggaard, Carsten
6
Christiansen, Charlotte
5
Lunde, Asger
4
Shepard, Neil
4
Strunk Hansen, Charlotte
4
Ørregaard Nielsen, Morten
4
Di Miscia, Orazio
3
Engsted, Tom
3
Hansen, Peter Reinhard
3
Mikkelsen, Peter
3
Myhre Lildholt, Peter
3
Nielsen, Jens Perch
3
Raahauge, Peter
3
Shephard, Neil G.
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Bibby, Bo Martin
2
Brunetti, Celso
2
Christensen, Claus Vorm
2
Koulikov, Dmitri
2
Levendorskij, Sergej Z.
2
Løchte Jørgensen, Peter
2
Nielsen, Morten Ørregaard
2
Poulsen, Rolf
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Shin Jensen, Malene
2
Stentoft, Lars
2
Sørensen, Helle
2
Tuypens, Bjorn E.
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
10,046
OECD
6,011
International Monetary Fund (IMF)
1,176
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
678
International Monetary Fund
660
Organisation for Economic Co-operation and Development
658
Forschungsinstitut zur Zukunft der Arbeit
482
Edward Elgar Publishing
453
International Energy Agency
444
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
341
Ekonomiska forskningsinstitutet <Stockholm>
332
Springer Fachmedien Wiesbaden
310
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296
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276
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245
World Bank
234
IGI Global
227
C.E.P.R. Discussion Papers
217
Nuclear Energy Agency
179
Internationaler Währungsfonds / Research Department
165
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156
Bundesstelle für Außenhandelsinformation <Köln>
155
Bundesagentur für Außenwirtschaft
137
EconWPA
136
Foerder Institute for Economic Research <Tēl-Āvîv>
134
Organisation for Economic Co-Operation and Development
134
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132
Zentrum für Europäische Wirtschaftsforschung
121
Federal Reserve Bank of St. Louis
120
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119
University of Exeter / Department of Economics
111
International Labour Organization (ILO), United Nations
110
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
109
Social Systems Research Institute
105
William Davidson Institute <Ann Arbor, Mich.>
98
Deutsches Institut für Wirtschaftsforschung
92
Springer-Verlag GmbH
92
Federal Reserve System / Board of Governors
91
Massachusetts Institute of Technology / Department of Economics
91
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
90
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ECONIS (ZBW)
90
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1
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
2
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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
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:
5
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:
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
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:
8
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:
9
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:
10
Long memory ARCH models : specification and quasi-maximum likelihood
estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
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