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
Option listing, returns and vo...
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
522
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
239
OECD
90
C.E.P.R. Discussion Papers
78
International Monetary Fund
76
Griechenland / Ethnikē Statistikē Hypēresia
49
London School of Economics (LSE)
49
Europäische Kommission
46
International Monetary Fund (IMF)
41
HAL
38
EconWPA
32
Université Paris-Dauphine (Paris IX)
31
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
CESifo
24
Agricultural and Applied Economics Association - AAEA
23
European Association of Agricultural Economists - EAAE
23
European Centre for the Development of Vocational Training
22
World Bank
21
Institute for the Study of Labor (IZA)
19
Inter-American Development Bank
18
Internationaler Währungsfonds
18
Reserve Bank of Australia
17
Federal Reserve Bank of St. Louis
16
Institut für Weltwirtschaft
16
Cowles Foundation for Research in Economics, Yale University
15
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
15
Internationales Arbeitsamt
15
Society for Computational Economics - SCE
15
Department of Economics and Finance, College of Business and Economics
13
Internationaler Währungsfonds / Research Department
13
Kentro Programmatismu kai Oikonomikōn Ereunōn <Athen>
13
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
12
Department of Economics, Oxford University
12
Europäische Kommission / Generaldirektion Wirtschaft und Finanzen
12
FAO / Expanded Technical Assistance Program
12
Griechenland / Ellēnikē Statistikē Archē
12
International Labour Organization (ILO), United Nations
12
Svenska Handelshögskolan <Helsinki>
12
Tilburg University, Center for Economic Research
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...
