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Volatility
19
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6
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Christiansen, Charlotte
5
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.
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Brandorff-Nielsen, Ole E.
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Brunetti, Celso
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Levendorskij, Sergej Z.
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Shephard, Neil G.
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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
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
963
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
267
International Monetary Fund (IMF)
106
C.E.P.R. Discussion Papers
99
HAL
77
Institut für Schweizerisches Bankwesen <Zürich>
67
Institute for the Study of Labor (IZA)
62
International Monetary Fund
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FinanzBuch Verlag
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36
CESifo
35
Agricultural and Applied Economics Association - AAEA
31
Springer Fachmedien Wiesbaden
27
European Association of Agricultural Economists - EAAE
25
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
24
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
23
National Centre of Competence in Research North South <Bern>
23
Department of Economics, Oxford University
22
Society for Computational Economics - SCE
21
Tilburg University, Center for Economic Research
21
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
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20
World Bank
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17
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OECD
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Reserve Bank of Australia
17
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16
Center for Economic Research <Tilburg>
16
Department of Economics and Finance, College of Business and Economics
16
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
15
Institute of Economic Research, Kyoto University
15
Centre for Financial Research <Köln>
14
Institute of Finance and Accounting <London>
14
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
20
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ECONIS (ZBW)
20
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1
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:
2
Decomposing European bond and equity
volatility
Christiansen, Charlotte
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167494
Saved in:
3
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:
4
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
5
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:
6
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:
7
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:
8
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
9
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:
10
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:
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