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19
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Christiansen, Charlotte
4
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2
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2
Lunde, Asger
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Myhre Lildholt, Peter
2
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
667
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
335
eSocialSciences
327
Inter-American Development Bank
234
International Monetary Fund / Research Dept
190
Varazdin Development and Entrepreneurship Agency
107
Edward Elgar Publishing
99
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96
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60
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58
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52
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43
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42
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36
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35
Department of Agricultural and Resource Economics, University of California-Berkeley
30
Inter-American Development Bank (IDB)
29
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29
Federal Reserve Board (Board of Governors of the Federal Reserve System)
28
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
Metropolis-Verlag für Ökonomie Gesellschaft und Politik GmbH
27
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
25
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25
Regional Research Institute (RRI), West Virginia University
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24
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22
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20
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19
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19
International Monetary Fund
19
Institute of Business and Economic Research (IBER), Walter A. Haas School of Business
18
Economic Consultancy, Vocat International
17
Institut für Weltwirtschaft
17
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
19
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ECONIS (ZBW)
19
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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:
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