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~institution:"Centre for Analytical Finance <Århus>"
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Volatility
19
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19
Stochastic process
17
Stochastischer Prozess
17
Theorie
14
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14
Option pricing theory
6
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24
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English
30
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Barndorff-Nielsen, Ole E.
6
Christiansen, Charlotte
4
Shephard, Neil G.
3
Sørensen, Michael
3
Ørregaard Nielsen, Morten
3
Bibby, Bo Martin
2
Christensen, Bent Jesper
2
Hansen, Peter Reinhard
2
Levendorskij, Sergej Z.
2
Lunde, Asger
2
Myhre Lildholt, Peter
2
Shepard, Neil
2
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Di Miscia, Orazio
1
Nicolato, Elisa
1
Schmidli, Hanspeter
1
Shin Jensen, Malene
1
Skovgaard, Ib Michael
1
Sponholtz, Carina
1
Stelzer, Robert
1
Stentoft, Lars
1
Strunk Hansen, Charlotte
1
Svenstrup, Mikkel
1
Sørensen, Helle
1
Uchida, Masayuki
1
Venardos, Emmanouil
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
631
International Monetary Fund (IMF)
230
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
199
International Monetary Fund
198
Basel Committee on Banking Supervision
190
Internationaler Währungsfonds
81
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
79
Internationaler Währungsfonds / Monetary and Capital Markets Department
72
C.E.P.R. Discussion Papers
63
World Bank
54
Institut für Schweizerisches Bankwesen <Zürich>
49
International Monetary Fund / Monetary and Capital Markets Department
42
HAL
37
EconWPA
28
Université Paris-Dauphine (Paris IX)
27
Springer Fachmedien Wiesbaden
23
Agricultural and Applied Economics Association - AAEA
22
CESifo
21
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
20
Reserve Bank of Australia
19
National Centre of Competence in Research North South <Bern>
17
Department of Economics and Finance, College of Business and Economics
16
SUERF - The European Money and Finance Forum
16
Tilburg University, Center for Economic Research
16
Federal Reserve Bank of St. Louis
15
Society for Computational Economics - SCE
15
World Bank Group
15
European Association of Agricultural Economists - EAAE
14
European University Institute / Department of Economics
14
Federal Reserve System / Division of Research and Statistics
14
Institute of Economic Research, Kyoto University
14
Inter-American Development Bank
14
Tinbergen Instituut
14
Cowles Foundation for Research in Economics, Yale University
13
Department of Economics, Oxford University
13
Ekonomiska forskningsinstitutet <Stockholm>
13
European Central Bank
13
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
13
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
30
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ECONIS (ZBW)
30
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1
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:
2
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
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
Saved in:
4
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:
5
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:
6
Simulated likelihood approximations for stochastic
volatility
models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
7
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
8
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Saved in:
9
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
10
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
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