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EMPIRICAL LAWS OF A STOCK PRIC...
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Volatility
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Christiansen, Charlotte
4
Christensen, Bent Jesper
2
Hansen, Peter Reinhard
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Lunde, Asger
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Myhre Lildholt, Peter
2
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1
Bibby, Bo Martin
1
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1
Brandorff-Nielsen, Ole E.
1
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Svenstrup, Mikkel
1
Sørensen, Helle
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Sørensen, Michael
1
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1
Ørregaard Nielsen, Morten
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
497
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
228
C.E.P.R. Discussion Papers
60
HAL
34
EconWPA
31
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
Université Paris-Dauphine (Paris IX)
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World Bank
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Cowles Foundation for Research in Economics, Yale University
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
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Federal Reserve Bank of St. Louis
14
Department of Economics, Oxford University
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European Association of Agricultural Economists - EAAE
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
12
Department of Economics and Finance, College of Business and Economics
12
Institute for the Study of Labor (IZA)
12
Inter-American Development Bank
12
Svenska Handelshögskolan <Helsinki>
12
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
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Institute of Economic Research, Kyoto University
11
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Tilburg University, Center for Economic Research
11
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10
Ekonomiska forskningsinstitutet <Stockholm>
10
Institut für Weltwirtschaft
10
London School of Economics (LSE)
10
Oxford Centre for the Analysis of Resource-Rich Economies (OxCarre), Department of Economics
10
School of Economics and Management, University of Aarhus
10
Tinbergen Instituut
10
Chambre de commerce et d'industrie de Paris
9
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
19
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ECONIS (ZBW)
19
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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:
2
The information content of earnings announcements in Denmark
Sponholtz, Carina
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069215
Saved in:
3
New evidence on the implied-realized
volatility
relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
4
Simulated likelihood approximations for stochastic
volatility
models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
5
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:
6
Barrier options and touch-and-out options under regular Lévy processes of exponential type
Bojarčenko, Svetlana I.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543244
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
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
9
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:
10
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
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