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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
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9
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9
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8
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8
Time series analysis
8
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Estimation theory
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7
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Option trading
5
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Cointegration
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Statistische Verteilung
4
Analysis of variance
3
Bubbles
3
Börsenkurs
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Core
3
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3
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Book / Working Paper
86
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Arbeitspapier
78
Graue Literatur
78
Non-commercial literature
78
Working Paper
78
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English
86
Author
All
Barndorff-Nielsen, Ole E.
9
Christensen, Bent Jesper
6
Christiansen, Charlotte
5
Lunde, Asger
5
Sørensen, Michael
5
Tanggaard, Carsten
5
Hansen, Peter Reinhard
4
Shepard, Neil
4
Shephard, Neil G.
4
Di Miscia, Orazio
3
Engsted, Tom
3
Mikkelsen, Peter
3
Myhre Lildholt, Peter
3
Raahauge, Peter
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
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
9,703
OECD
516
Forschungsinstitut zur Zukunft der Arbeit
479
Edward Elgar Publishing
431
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
415
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
339
IGI Global
327
Springer Fachmedien Wiesbaden
319
Ekonomiska forskningsinstitutet <Stockholm>
314
Center for Economic Research <Tilburg>
297
International Monetary Fund
289
European University Institute / Department of Economics
262
Institut für Weltwirtschaft
221
World Bank
207
Internationaler Währungsfonds / Research Department
152
Centre for Economic Policy Research
148
Foerder Institute for Economic Research <Tēl-Āvîv>
132
HAL
129
Umeå universitet
128
Universitat Pompeu Fabra / Departament d'Economia i Empresa
118
Université Paris-Dauphine (Paris IX)
118
C.E.P.R. Discussion Papers
117
Zentrum für Europäische Wirtschaftsforschung
117
Organisation for Economic Co-operation and Development
113
University of Exeter / Department of Economics
109
Social Systems Research Institute
106
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
105
Federal Reserve Bank of St. Louis
97
Springer-Verlag GmbH
94
Massachusetts Institute of Technology / Department of Economics
91
Australian National University / Faculty of Economics and Commerce
89
Federal Reserve System / Board of Governors
89
Tilburg University, Center for Economic Research
88
Universitetet i Oslo / Økonomisk institutt
86
William Davidson Institute <Ann Arbor, Mich.>
86
Johns Hopkins University / Department of Economics
85
Columbia University / Department of Economics
84
Deutsche Forschungsgemeinschaft
84
Federal Reserve Bank of San Francisco
83
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
86
Source
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ECONIS (ZBW)
86
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1
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:
2
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
3
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:
4
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:
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
Speculative bubbles in stock prices? : Tests based on the price-dividend ratio
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001998442
Saved in:
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