//--> //--> //--> //-->
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
Forecasting multivariate reali...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
19
Volatilität
19
Theorie
12
Theory
12
Option pricing theory
7
Optionspreistheorie
7
Stochastic process
6
Stochastischer Prozess
6
ARCH model
5
ARCH-Modell
5
USA
5
United States
5
Time series analysis
4
Zeitreihenanalyse
4
Börsenkurs
3
Capital income
3
Estimation
3
Forecast
3
Forecasting model
3
Kapitaleinkommen
3
Prognose
3
Prognoseverfahren
3
Schätzung
3
Share price
3
Statistical distribution
3
Statistische Verteilung
3
Ankündigungseffekt
2
Announcement effect
2
Bond market
2
Großbritannien
2
Heteroscedasticity
2
Heteroskedastizität
2
Interest rate derivative
2
Option trading
2
Optionsgeschäft
2
Pfund Sterling
2
Pound Sterling
2
Regression analysis
2
Regressionsanalyse
2
Rentenmarkt
2
more ...
less ...
Type of publication
All
Book / Working Paper
26
Type of publication (narrower categories)
All
Arbeitspapier
23
Graue Literatur
23
Non-commercial literature
23
Working Paper
23
Language
All
English
26
Author
All
Christiansen, Charlotte
4
Lunde, Asger
3
Strunk Hansen, Charlotte
3
Christensen, Bent Jesper
2
Engsted, Tom
2
Hansen, Peter Reinhard
2
Myhre Lildholt, Peter
2
Tanggaard, Carsten
2
Tuypens, Bjorn E.
2
Barndorff-Nielsen, Ole E.
1
Bechmann, Ken L.
1
Bibby, Bo Martin
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Busch, Thomas
1
Jensen, Morten Berg
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
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
1,811
International Monetary Fund (IMF)
571
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
257
International Monetary Fund
223
C.E.P.R. Discussion Papers
74
Federal Reserve Bank of St. Louis
62
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
60
Institut für Schweizerisches Bankwesen <Zürich>
57
Federal Reserve Bank of New York
46
EconWPA
45
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
44
OECD
44
Federal Reserve Board (Board of Governors of the Federal Reserve System)
42
Rodney L. White Center for Financial Research
38
Rodney L. White Center for Financial Research, Wharton School of Business
37
HAL
36
Ekonomiska forskningsinstitutet <Stockholm>
34
Université Paris-Dauphine (Paris IX)
32
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
25
Springer Fachmedien Wiesbaden
25
World Bank
25
Agricultural and Applied Economics Association - AAEA
24
European University Institute / Department of Economics
24
Federal Reserve Bank of San Francisco
23
Chambre de commerce et d'industrie de Paris
22
Svenska Handelshögskolan <Helsinki>
22
CESifo
21
Institut für Weltwirtschaft
21
Internationaler Währungsfonds / Research Department
21
National Centre of Competence in Research North South <Bern>
21
European University Institute / Department of Law
20
Society for Computational Economics - SCE
20
Federal Reserve Bank of Chicago
19
Federal Reserve System / Division of Research and Statistics
19
New York Stock Exchange
19
The Wharton Financial Institutions Center
19
Verlag Dr. Kovač
19
Österreichisches Institut für Wirtschaftsforschung
19
Cowles Foundation for Research in Economics, Yale University
18
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
26
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The information content of earnings announcements in Denmark
Sponholtz, Carina
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069215
Saved in:
2
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
3
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:
4
The comovement of US and UK stock markets
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660129
Saved in:
5
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic
volatility
model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
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
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
8
Decomposing European bond and equity
volatility
Christiansen, Charlotte
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167494
Saved in:
9
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:
10
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->