//--> //--> //--> //-->
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 abnormal stock ret...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
19
Volatilität
19
Theorie
16
Theory
16
Estimation
10
Schätzung
10
Option pricing theory
7
Optionspreistheorie
7
USA
7
United States
7
Stochastic process
6
Stochastischer Prozess
6
ARCH model
5
ARCH-Modell
5
Forecast
4
Prognose
4
Time series analysis
4
Zeitreihenanalyse
4
Börsenkurs
3
Capital income
3
Forecasting model
3
Großbritannien
3
Kapitaleinkommen
3
Prognoseverfahren
3
Securities trading
3
Share price
3
Statistical distribution
3
Statistische Verteilung
3
United Kingdom
3
Wertpapierhandel
3
Ankündigungseffekt
2
Announcement effect
2
Bond market
2
Bubbles
2
Cointegration
2
Denmark
2
Dänemark
2
Exchange rate
2
Heteroscedasticity
2
Heteroskedastizität
2
more ...
less ...
Type of publication
All
Book / Working Paper
34
Type of publication (narrower categories)
All
Arbeitspapier
30
Graue Literatur
30
Non-commercial literature
30
Working Paper
30
Language
All
English
34
Author
All
Christiansen, Charlotte
5
Tanggaard, Carsten
5
Christensen, Bent Jesper
4
Engsted, Tom
3
Lunde, Asger
3
Strunk Hansen, Charlotte
3
Brunetti, Celso
2
Hansen, Peter Reinhard
2
Myhre Lildholt, Peter
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
Busch, Thomas
1
Jensen, Morten Berg
1
Levendorskij, Sergej Z.
1
Myhre Lildholdt, Peter
1
Nicolato, Elisa
1
Nielsen, Helena Skyt
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Poulsen, Rolf
1
Raahauge, Peter
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
4,040
Forschungsinstitut zur Zukunft der Arbeit
348
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
221
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
127
OECD
116
Institut für Weltwirtschaft
98
Springer Fachmedien Wiesbaden
96
Ekonomiska forskningsinstitutet <Stockholm>
89
Zentrum für Europäische Wirtschaftsforschung
84
C.E.P.R. Discussion Papers
78
Federal Reserve Bank of St. Louis
61
William Davidson Institute <Ann Arbor, Mich.>
59
International Monetary Fund (IMF)
56
Institut für Schweizerisches Bankwesen <Zürich>
55
Tilburg University, Center for Economic Research
55
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
52
International Monetary Fund
48
World Bank
46
EconWPA
45
Internationaler Währungsfonds / Research Department
44
FinanzBuch Verlag
41
Rodney L. White Center for Financial Research
41
Deutsches Institut für Wirtschaftsforschung
40
Österreichisches Institut für Wirtschaftsforschung
40
HAL
39
Federal Reserve System / Board of Governors
37
Verlag Dr. Kovač
36
Federal Reserve Bank of San Francisco
35
Center for Economic Research <Tilburg>
33
European University Institute / Department of Economics
33
Federal Reserve Bank of New York
33
Institute of Finance and Accounting <London>
33
Université Paris-Dauphine (Paris IX)
33
Centre for Economic Policy Research
32
Universität Mannheim
32
Birkbeck College / Department of Economics
31
Centre for Economic Performance
29
Federal Reserve System / Division of Research and Statistics
29
Christian-Albrechts-Universität zu Kiel
27
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
34
Source
All
ECONIS (ZBW)
34
Showing
1
-
10
of
34
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
2
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:
3
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
4
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:
5
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
6
The educational asset market : a finance perspective on human capital investment
Christiansen, Charlotte
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690061
Saved in:
7
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:
8
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:
9
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:
10
Decomposing European bond and equity
volatility
Christiansen, Charlotte
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167494
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->