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Theorie
70
Theory
70
Option pricing theory
19
Optionspreistheorie
19
Volatility
19
Volatilität
19
Stochastic process
17
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17
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12
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10
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5
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5
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Option trading
5
Optionsgeschäft
5
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Least squares method
4
Statistical distribution
4
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USA
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4
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3
Börsenkurs
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Arbeitspapier
82
Graue Literatur
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82
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82
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English
90
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Barndorff-Nielsen, Ole E.
8
Sørensen, Michael
7
Christensen, Bent Jesper
5
Christiansen, Charlotte
5
Ørregaard Nielsen, Morten
5
Lunde, Asger
4
Shepard, Neil
4
Søndergaard Rasmussen, Nicki
4
Tanggaard, Carsten
4
Di Miscia, Orazio
3
Hansen, Peter Reinhard
3
Mikkelsen, Peter
3
Myhre Lildholt, Peter
3
Schmidli, Hanspeter
3
Shephard, Neil G.
3
Stentoft, Lars
3
Strunk Hansen, Charlotte
3
Taulbjerg, Jes
3
Bibby, Bo Martin
2
Brunetti, Celso
2
Christensen, Claus Vorm
2
Engsted, Tom
2
Levendorskij, Sergej Z.
2
Løchte Jørgensen, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Poulsen, Rolf
2
Raahauge, Peter
2
Rahbek, Anders
2
Shin Jensen, Malene
2
Sørensen, Helle
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bladt, Mogens
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Grosen, Anders
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,426
Edward Elgar Publishing
404
Ekonomiska forskningsinstitutet <Stockholm>
290
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
286
Center for Economic Research <Tilburg>
285
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
265
OECD
261
Springer Fachmedien Wiesbaden
257
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256
IGI Global
213
World Bank
171
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168
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156
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145
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141
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135
Foerder Institute for Economic Research <Tēl-Āvîv>
127
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109
University of Exeter / Department of Economics
108
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
104
International Monetary Fund (IMF)
103
Social Systems Research Institute
102
Springer-Verlag GmbH
91
Australian National University / Faculty of Economics and Commerce
86
Massachusetts Institute of Technology / Department of Economics
82
C.E.P.R. Discussion Papers
81
Deutsche Forschungsgemeinschaft
80
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80
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79
Federal Reserve Bank of St. Louis
78
Federal Reserve System / Board of Governors
78
Columbia University / Department of Economics
77
De Gruyter Oldenbourg
75
Robert Schuman Centre for Advanced Studies
75
Instituto Valenciano de Investigaciones Económicas
74
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
74
University of Warwick / Department of Economics
74
Erasmus Research Institute of Management
72
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
90
Source
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ECONIS (ZBW)
90
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1
MCMC
based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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
Option pricing in stochastic
volatility
models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
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4
Simulated likelihood approximations for stochastic
volatility
models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
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5
Statistical inference for discretely observed Markov jump processes
Bladt, Mogens
(
contributor
);
Sørensen, Michael
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793919
Saved in:
6
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
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7
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
8
Power and bipower variation with stocjastic
volatility
and jumps
Brandorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763251
Saved in:
9
Barrier options and touch-and-out options under regular Lévy processes of exponential type
Bojarčenko, Svetlana I.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543244
Saved in:
10
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
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