Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Centre for Analytical Finance <Århus>"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Small sample properties of GAR...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
19
Volatilität
19
Theorie
7
Theory
7
Option pricing theory
6
Optionspreistheorie
6
Stochastic process
6
Stochastischer Prozess
6
ARCH model
4
ARCH-Modell
4
Time series analysis
3
USA
3
United States
3
Zeitreihenanalyse
3
Estimation
2
Heteroscedasticity
2
Heteroskedastizität
2
Interest rate derivative
2
Schätzung
2
Spillover effect
2
Spillover-Effekt
2
Zinsderivat
2
1999-2000
1
1999-2001
1
Aktienmarkt
1
Ankündigungseffekt
1
Announcement effect
1
Black-Scholes model
1
Black-Scholes-Modell
1
Bond market
1
Börsenkurs
1
Cointegration
1
Denmark
1
Dänemark
1
Earnings announcement
1
Erwartungsbildung
1
Europa
1
Europe
1
Exchange rate
1
Expectation formation
1
more ...
less ...
Type of publication
All
Book / Working Paper
19
Type of publication (narrower categories)
All
Arbeitspapier
16
Graue Literatur
16
Non-commercial literature
16
Working Paper
16
Language
All
English
19
Author
All
Christiansen, Charlotte
4
Christensen, Bent Jesper
2
Hansen, Peter Reinhard
2
Lunde, Asger
2
Myhre Lildholt, Peter
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
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
Venardos, Emmanouil
1
Ørregaard Nielsen, Morten
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
501
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
264
C.E.P.R. Discussion Papers
87
EconWPA
63
HAL
57
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
35
School of Economics and Management, University of Aarhus
31
Université Paris-Dauphine (Paris IX)
31
CESifo
30
Society for Computational Economics - SCE
30
Agricultural and Applied Economics Association - AAEA
28
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
26
European Central Bank
25
Institute for the Study of Labor (IZA)
24
Tinbergen Instituut
24
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
23
Econometric Society
21
Erasmus University Rotterdam, Econometric Institute
20
London School of Economics (LSE)
18
World Bank
18
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
17
International Monetary Fund
17
Reserve Bank of Australia
17
Center for Financial Studies
16
Department of Economics, Oxford University
16
Tinbergen Institute
16
Cowles Foundation for Research in Economics, Yale University
15
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
15
Department of Economics and Finance, College of Business and Economics
15
Instituto Valenciano de Investigaciones Económicas (IVIE)
15
European Association of Agricultural Economists - EAAE
14
Federal Reserve Bank of St. Louis
14
Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
13
Institute of Economic Research, Kyoto University
13
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
12
Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance
12
Department of Economics, Faculty of Economic and Management Sciences
12
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
12
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
19
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Decomposing European bond and equity
volatility
Christiansen, Charlotte
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167494
Saved in:
2
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:
3
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
4
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:
5
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:
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
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
8
Option pricing in stochastic
volatility
models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
Saved in:
9
Pricing american options when the underlying stock price exhibits time-vaying
volatility
Stentoft, Lars
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690047
Saved in:
10
Long maturity forward rates
Christiansen, Charlotte
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622254
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
