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Volatility
19
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7
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Christiansen, Charlotte
5
Christensen, Bent Jesper
4
Tanggaard, Carsten
4
Hansen, Peter Reinhard
3
Lunde, Asger
3
Barndorff-Nielsen, Ole E.
2
Brunetti, Celso
2
Engsted, Tom
2
Myhre Lildholt, Peter
2
Shephard, Neil G.
2
Strunk Hansen, Charlotte
2
Bechmann, Ken L.
1
Bibby, Bo Martin
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Busch, Thomas
1
Frino, Alex
1
Levendorskij, Sergej Z.
1
Mollica, Vito
1
Myhre Lildholdt, Peter
1
Nicolato, Elisa
1
Nielsen, Helena Skyt
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Poulsen, Rolf
1
Raahauge, Peter
1
Shepard, Neil
1
Shin Jensen, Malene
1
Sponholtz, Carina
1
Stentoft, Lars
1
Svenstrup, Mikkel
1
Sørensen, Helle
1
Sørensen, Michael
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Tuypens, Bjorn E.
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Venardos, Emmanouil
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Walter, Terry S.
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
3,740
International Monetary Fund (IMF)
539
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
350
Forschungsinstitut zur Zukunft der Arbeit
346
International Monetary Fund
264
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
124
C.E.P.R. Discussion Papers
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Springer Fachmedien Wiesbaden
99
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95
OECD
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83
Zentrum für Europäische Wirtschaftsforschung
83
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72
Tilburg University, Center for Economic Research
72
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70
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64
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62
HAL
62
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58
World Bank
55
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
54
FinanzBuch Verlag
48
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45
Federal Reserve Board (Board of Governors of the Federal Reserve System)
43
Internationaler Währungsfonds / Research Department
43
Federal Reserve Bank of San Francisco
42
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41
Rodney L. White Center for Financial Research
39
Deutsches Institut für Wirtschaftsforschung
38
Rodney L. White Center for Financial Research, Wharton School of Business
37
Verlag Dr. Kovač
37
CESifo
35
Center for Economic Research <Tilburg>
35
London School of Economics and Political Science
35
Federal Reserve System / Board of Governors
34
Institute of Finance and Accounting <London>
33
Society for Computational Economics - SCE
33
Universität Mannheim
32
Centre for Economic Policy Research
31
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
33
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ECONIS (ZBW)
33
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1
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
2
Latent utility shocks in a structural empirical asset pricing model
Christensen, Bent Jesper
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507048
Saved in:
3
The information content of earnings announcements in Denmark
Sponholtz, Carina
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069215
Saved in:
4
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:
5
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:
6
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
7
Regular and modified kernel-based estimators of integrated variance : the case with independent noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491800
Saved in:
8
Asymmetric price behaviour surrounding block trades : a market microstructure explanation
Frino, Alex
(
contributor
);
Mollica, Vito
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767506
Saved in:
9
Long-run regression : theory and application to U.S. asset markets
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491534
Saved in:
10
The educational asset market : a finance perspective on human capital investment
Christiansen, Charlotte
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690061
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