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~institution:"Centre for Analytical Finance <Århus>"
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Volatility
19
Volatilität
19
Theorie
9
Theory
9
Option pricing theory
6
Optionspreistheorie
6
Stochastic process
6
Stochastischer Prozess
6
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4
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3
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Working Paper
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English
23
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Christiansen, Charlotte
4
Bechmann, Ken L.
2
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.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Engsted, Tom
1
Gryglewicz, Sebastian
1
Levendorskij, Sergej Z.
1
Nicolato, Elisa
1
Raaballe, Johannes
1
Shepard, Neil
1
Shephard, Neil G.
1
Shin Jensen, Malene
1
Sponholtz, Carina
1
Stentoft, Lars
1
Strunk Hansen, Charlotte
1
Svenstrup, Mikkel
1
Sørensen, Helle
1
Sørensen, Michael
1
Tanggaard, Carsten
1
Venardos, Emmanouil
1
Ørregaard Nielsen, Morten
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
1,156
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
186
C.E.P.R. Discussion Papers
57
Institut für Schweizerisches Bankwesen <Zürich>
49
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
44
HAL
33
Université Paris-Dauphine (Paris IX)
32
EconWPA
30
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
26
Ekonomiska forskningsinstitutet <Stockholm>
24
Agricultural and Applied Economics Association - AAEA
22
Federal Reserve Bank of St. Louis
22
Rodney L. White Center for Financial Research
21
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
International Monetary Fund
20
World Bank
20
Chambre de commerce et d'industrie de Paris
19
CESifo
17
Internationaler Währungsfonds / Research Department
17
National Centre of Competence in Research North South <Bern>
17
Reserve Bank of Australia
17
Svenska Handelshögskolan <Helsinki>
17
OECD
16
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
15
School of Finance and Business Economics <Perth, Western Australia>
15
Society for Computational Economics - SCE
15
European University Institute / Department of Economics
14
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
13
European Association of Agricultural Economists - EAAE
13
Federal Reserve Bank of New York
13
Federal Reserve System / Board of Governors
13
Federal Reserve System / Division of Research and Statistics
13
Institut für Weltwirtschaft
13
The Wharton Financial Institutions Center
13
Cowles Foundation for Research in Economics, Yale University
12
Department of Economics and Finance, College of Business and Economics
12
Institute of Finance and Accounting <London>
12
Inter-American Development Bank
12
New York Stock Exchange
12
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
23
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ECONIS (ZBW)
23
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1
The information content of earnings announcements in Denmark
Sponholtz, Carina
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069215
Saved in:
2
Short tales, price pressure, and the stock price response to convertible bond calls
Bechmann, Ken L.
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851134
Saved in:
3
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:
4
A piece to the dividend puzzle
Raaballe, Johannes
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728521
Saved in:
5
Stock repurchase as an alternative to dividend payout : empirical evidence from the Warsaw stock exchange
Gryglewicz, Sebastian
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001979632
Saved in:
6
Decomposing European bond and equity
volatility
Christiansen, Charlotte
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167494
Saved in:
7
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:
8
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
9
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:
10
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
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