Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Centre for Analytical Finance <Århus>"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
High frequency traders in a si...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
70
Theory
70
Volatility
19
Volatilität
19
Option pricing theory
18
Optionspreistheorie
18
Stochastic process
13
Stochastischer Prozess
13
Yield curve
12
Zinsstruktur
12
ARCH model
8
ARCH-Modell
8
Estimation
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Schätzung
8
Statistical test
8
Statistischer Test
8
Time series analysis
8
Zeitreihenanalyse
8
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
USA
6
United States
6
CAPM
5
Estimation theory
5
Markov chain
5
Markov-Kette
5
Option trading
5
Optionsgeschäft
5
Schätztheorie
5
Cointegration
4
Forecast
4
Kleinste-Quadrate-Methode
4
Kointegration
4
Least squares method
4
Prognose
4
Regression analysis
4
Regressionsanalyse
4
Statistical distribution
4
more ...
less ...
Type of publication
All
Book / Working Paper
85
Type of publication (narrower categories)
All
Arbeitspapier
78
Graue Literatur
78
Non-commercial literature
78
Working Paper
78
Language
All
English
85
Author
All
Barndorff-Nielsen, Ole E.
8
Christiansen, Charlotte
6
Christensen, Bent Jesper
5
Sørensen, Michael
5
Lunde, Asger
4
Shepard, Neil
4
Strunk Hansen, Charlotte
4
Tanggaard, Carsten
4
Di Miscia, Orazio
3
Hansen, Peter Reinhard
3
Mikkelsen, Peter
3
Myhre Lildholt, Peter
3
Raahauge, Peter
3
Shephard, Neil G.
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Ørregaard Nielsen, Morten
3
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
Rahbek, Anders
2
Schmidli, Hanspeter
2
Shin Jensen, Malene
2
Stentoft, Lars
2
Sørensen, Helle
2
Tuypens, Bjorn E.
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bibby, Bo Martin
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Grosen, Anders
1
Hansen, Niels Richard
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
8,788
International Monetary Fund (IMF)
825
International Monetary Fund
644
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
465
Edward Elgar Publishing
452
OECD
423
Springer Fachmedien Wiesbaden
322
Ekonomiska forskningsinstitutet <Stockholm>
296
Center for Economic Research <Tilburg>
293
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
289
European University Institute / Department of Economics
258
World Bank
248
IGI Global
238
C.E.P.R. Discussion Papers
185
Forschungsinstitut zur Zukunft der Arbeit
170
Institut für Weltwirtschaft
166
Centre for Economic Policy Research
155
Internationaler Währungsfonds / Research Department
155
Foerder Institute for Economic Research <Tēl-Āvîv>
127
Umeå universitet
127
Universitat Pompeu Fabra / Departament d'Economia i Empresa
114
HAL
113
Internationaler Währungsfonds
113
Federal Reserve Bank of St. Louis
110
University of Exeter / Department of Economics
108
Social Systems Research Institute
104
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
104
Springer-Verlag GmbH
96
Federal Reserve Bank of New York
91
European Securities and Markets Authority
90
Federal Reserve System / Board of Governors
87
Massachusetts Institute of Technology / Department of Economics
87
Australian National University / Faculty of Economics and Commerce
86
Université Paris-Dauphine (Paris IX)
85
EconWPA
83
Deutsche Forschungsgemeinschaft
82
Columbia University / Department of Economics
80
De Gruyter Oldenbourg
80
European University Institute / Department of Law
80
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
85
Source
All
ECONIS (ZBW)
85
Showing
1
-
10
of
85
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
4
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:
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
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:
8
Simulated likelihood approximations for stochastic
volatility
models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
9
Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of
volatility
models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
Saved in:
10
New evidence on the implied-realized
volatility
relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
