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~institution:"Centre for Analytical Finance <Århus>"
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Volatility
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Christiansen, Charlotte
4
Lunde, Asger
3
Christensen, Bent Jesper
2
Engsted, Tom
2
Hansen, Peter Reinhard
2
Myhre Lildholt, Peter
2
Strunk Hansen, Charlotte
2
Tanggaard, Carsten
2
Barndorff-Nielsen, Ole E.
1
Bechmann, Ken L.
1
Bibby, Bo Martin
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
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1
Jensen, Morten Berg
1
Levendorskij, Sergej Z.
1
Nicolato, Elisa
1
Shepard, Neil
1
Shephard, Neil G.
1
Shin Jensen, Malene
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Sponholtz, Carina
1
Stentoft, Lars
1
Svenstrup, Mikkel
1
Sørensen, Helle
1
Sørensen, Michael
1
Tuypens, Bjorn E.
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Venardos, Emmanouil
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Ørregaard Nielsen, Morten
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
1,461
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
179
C.E.P.R. Discussion Papers
57
International Monetary Fund (IMF)
54
Institut für Schweizerisches Bankwesen <Zürich>
49
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
43
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
38
Rodney L. White Center for Financial Research
32
HAL
30
International Monetary Fund
29
EconWPA
28
Ekonomiska forskningsinstitutet <Stockholm>
27
Federal Reserve Bank of St. Louis
26
Université Paris-Dauphine (Paris IX)
26
Agricultural and Applied Economics Association - AAEA
22
World Bank
22
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
Chambre de commerce et d'industrie de Paris
20
OECD
19
Svenska Handelshögskolan <Helsinki>
19
Springer Fachmedien Wiesbaden
18
National Centre of Competence in Research North South <Bern>
17
Reserve Bank of Australia
17
CESifo
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Internationaler Währungsfonds / Research Department
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University of Chicago / Center for Research in Security Prices
16
European University Institute / Department of Economics
15
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
15
Federal Reserve System / Board of Governors
15
Federal Reserve System / Division of Research and Statistics
15
Institute of Finance and Accounting <London>
15
Society for Computational Economics - SCE
15
The Wharton Financial Institutions Center
15
Institut für Weltwirtschaft
14
School of Finance and Business Economics <Perth, Western Australia>
14
Birkbeck College / Department of Economics
13
European Association of Agricultural Economists - EAAE
13
Federal Reserve Bank of New York
13
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
12
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
24
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ECONIS (ZBW)
24
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1
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:
2
The comovement of US and UK stock markets
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660129
Saved in:
3
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic
volatility
model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
Saved in:
4
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
5
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:
6
The information content of earnings announcements in Denmark
Sponholtz, Carina
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069215
Saved in:
7
New evidence on the implied-realized
volatility
relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
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
A comparison of
volatility
models : does anything beat a GARCH(1,1)?
Hansen, Peter Reinhard
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563856
Saved in:
10
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:
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