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Theorie
70
Theory
70
Volatility
19
Volatilität
19
Option pricing theory
18
Optionspreistheorie
18
Stochastic process
17
Stochastischer Prozess
17
Time series analysis
12
Yield curve
12
Zeitreihenanalyse
12
Zinsstruktur
12
Estimation
10
Schätzung
10
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9
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9
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9
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9
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7
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Cointegration
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Kointegration
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Markov chain
5
Markov-Kette
5
Option trading
5
Optionsgeschäft
5
Statistical distribution
4
Statistische Verteilung
4
Analysis of variance
3
Bubbles
3
Börsenkurs
3
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3
Forecast
3
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Book / Working Paper
91
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Arbeitspapier
82
Graue Literatur
82
Non-commercial literature
82
Working Paper
82
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English
91
Author
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Barndorff-Nielsen, Ole E.
8
Christensen, Bent Jesper
6
Sørensen, Michael
6
Tanggaard, Carsten
6
Christiansen, Charlotte
5
Ørregaard Nielsen, Morten
5
Lunde, Asger
4
Shepard, Neil
4
Di Miscia, Orazio
3
Engsted, Tom
3
Hansen, Peter Reinhard
3
Mikkelsen, Peter
3
Myhre Lildholt, Peter
3
Nielsen, Jens Perch
3
Raahauge, Peter
3
Schmidli, Hanspeter
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Bibby, Bo Martin
2
Brunetti, Celso
2
Christensen, Claus Vorm
2
Koulikov, Dmitri
2
Levendorskij, Sergej Z.
2
Løchte Jørgensen, Peter
2
Nielsen, Morten Ørregaard
2
Poulsen, Rolf
2
Rahbek, Anders
2
Shin Jensen, Malene
2
Stentoft, Lars
2
Sørensen, Helle
2
Bartholdy, Jan
1
Bechmann, Ken L.
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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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
10,679
International Monetary Fund (IMF)
723
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
523
Forschungsinstitut zur Zukunft der Arbeit
479
International Monetary Fund
433
Edward Elgar Publishing
420
Institut für Weltwirtschaft
362
OECD
362
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
355
Ekonomiska forskningsinstitutet <Stockholm>
330
World Bank
309
Center for Economic Research <Tilburg>
300
Springer Fachmedien Wiesbaden
298
European University Institute / Department of Economics
280
IGI Global
215
C.E.P.R. Discussion Papers
183
Internationaler Währungsfonds / Research Department
164
Centre for Economic Policy Research
154
Kiel Institute for the World Economy
145
Federal Reserve Bank of St. Louis
139
Foerder Institute for Economic Research <Tēl-Āvîv>
132
Umeå universitet
132
Zentrum für Europäische Wirtschaftsforschung
129
Universitat Pompeu Fabra / Departament d'Economia i Empresa
121
EconWPA
117
World Bank Group
115
University of Exeter / Department of Economics
113
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
108
Social Systems Research Institute
106
Federal Reserve Bank of San Francisco
105
William Davidson Institute <Ann Arbor, Mich.>
100
Federal Reserve System / Board of Governors
96
Federal Reserve Bank of New York
92
Springer-Verlag GmbH
92
Massachusetts Institute of Technology / Department of Economics
91
Universitetet i Oslo / Økonomisk institutt
90
Australian National University / Faculty of Economics and Commerce
89
Columbia University / Department of Economics
88
Johns Hopkins University / Department of Economics
85
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
91
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ECONIS (ZBW)
91
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1
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
2
Simulated likelihood approximations for stochastic
volatility
models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
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
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:
5
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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
Local empirical spectral measure of multivariate processes with long range dependence
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838828
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8
Diffusion-type models with given marginal and autocorrelation function
Bibby, Bo Martin
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748916
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
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
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