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
Option-implied correlations, f...
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
Estimation
10
Schätzung
10
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
ARCH model
8
ARCH-Modell
8
Time series analysis
8
Zeitreihenanalyse
8
Statistical test
7
Statistischer Test
7
Estimation theory
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Schätztheorie
6
USA
6
United States
6
CAPM
5
Markov chain
5
Markov-Kette
5
Option trading
5
Optionsgeschäft
5
Cointegration
4
Kointegration
4
Statistical distribution
4
Statistische Verteilung
4
Analysis of variance
3
Bubbles
3
Börsenkurs
3
Einheitswurzeltest
3
Forecast
3
more ...
less ...
Type of publication
All
Book / Working Paper
85
Type of publication (narrower categories)
All
Arbeitspapier
77
Graue Literatur
77
Non-commercial literature
77
Working Paper
77
Language
All
English
85
Author
All
Barndorff-Nielsen, Ole E.
8
Christensen, Bent Jesper
6
Christiansen, Charlotte
5
Sørensen, Michael
5
Tanggaard, Carsten
5
Lunde, Asger
4
Shepard, Neil
4
Di Miscia, Orazio
3
Engsted, Tom
3
Hansen, Peter Reinhard
3
Mikkelsen, Peter
3
Myhre Lildholt, Peter
3
Raahauge, Peter
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Ørregaard Nielsen, Morten
3
Brunetti, Celso
2
Christensen, Claus Vorm
2
Levendorskij, Sergej Z.
2
Løchte Jørgensen, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Poulsen, Rolf
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Shin Jensen, Malene
2
Stentoft, Lars
2
Sørensen, Helle
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
9,532
Forschungsinstitut zur Zukunft der Arbeit
479
International Monetary Fund (IMF)
435
OECD
421
Edward Elgar Publishing
416
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
334
Ekonomiska forskningsinstitutet <Stockholm>
314
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
314
Springer Fachmedien Wiesbaden
306
International Monetary Fund
299
Center for Economic Research <Tilburg>
293
European University Institute / Department of Economics
260
Institut für Weltwirtschaft
216
IGI Global
214
World Bank
198
Centre for Economic Policy Research
151
Internationaler Währungsfonds / Research Department
147
Foerder Institute for Economic Research <Tēl-Āvîv>
130
Umeå universitet
128
Universitat Pompeu Fabra / Departament d'Economia i Empresa
120
Zentrum für Europäische Wirtschaftsforschung
118
University of Exeter / Department of Economics
109
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
106
Social Systems Research Institute
105
Federal Reserve Bank of St. Louis
94
Springer-Verlag GmbH
92
Massachusetts Institute of Technology / Department of Economics
89
Australian National University / Faculty of Economics and Commerce
88
C.E.P.R. Discussion Papers
88
Federal Reserve System / Board of Governors
86
Johns Hopkins University / Department of Economics
86
Universitetet i Oslo / Økonomisk institutt
86
Federal Reserve Bank of San Francisco
85
Columbia University / Department of Economics
84
Institut für Schweizerisches Bankwesen <Zürich>
83
William Davidson Institute <Ann Arbor, Mich.>
83
Erasmus Research Institute of Management
80
Federal Reserve System / Division of Research and Statistics
80
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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
Return-based and range-based (co)viariance
estimation
: with an application to foreign exchange markets
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
Saved in:
2
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:
3
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
4
Econometric analysis of realised covariation : high frequency covariance, regression and
correlation
in financial economics
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686826
Saved in:
5
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:
6
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:
7
Simulated likelihood approximations for stochastic
volatility
models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
8
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:
9
New evidence on the implied-realized
volatility
relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
10
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
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...
