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Volatility
19
Volatilität
19
Theorie
18
Theory
18
ARCH model
10
ARCH-Modell
10
Estimation
10
Schätzung
10
Option pricing theory
7
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2
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31
Graue Literatur
31
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31
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English
35
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Christensen, Bent Jesper
4
Christiansen, Charlotte
4
Tanggaard, Carsten
4
Lunde, Asger
3
Brunetti, Celso
2
Busch, Thomas
2
Engsted, Tom
2
Hansen, Peter Reinhard
2
Koulikov, Dmitri
2
Myhre Lildholt, Peter
2
Rahbek, Anders
2
Barndorff-Nielsen, Ole E.
1
Bechmann, Ken L.
1
Bibby, Bo Martin
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Jensen, Morten Berg
1
Kristensen, Dennis
1
Levendorskij, Sergej Z.
1
Myhre Lildholdt, Peter
1
Nicolato, Elisa
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Poulsen, Rolf
1
Raahauge, Peter
1
Shepard, Neil
1
Shephard, Neil G.
1
Shin Jensen, Malene
1
Sponholtz, Carina
1
Stentoft, Lars
1
Strunk Hansen, Charlotte
1
Svenstrup, Mikkel
1
Sørensen, Helle
1
Sørensen, Michael
1
Tolver Jensen, Søren
1
Venardos, Emmanouil
1
Ørregaard Nielsen, Morten
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
3,404
International Monetary Fund (IMF)
527
Forschungsinstitut zur Zukunft der Arbeit
346
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
344
International Monetary Fund
230
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
122
Institut für Weltwirtschaft
95
Ekonomiska forskningsinstitutet <Stockholm>
93
OECD
86
C.E.P.R. Discussion Papers
82
Zentrum für Europäische Wirtschaftsforschung
76
Springer Fachmedien Wiesbaden
75
EconWPA
71
Federal Reserve Bank of St. Louis
68
William Davidson Institute <Ann Arbor, Mich.>
62
Federal Reserve Bank of New York
58
Tilburg University, Center for Economic Research
56
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55
HAL
51
World Bank
46
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43
Federal Reserve Bank of San Francisco
42
Federal Reserve Board (Board of Governors of the Federal Reserve System)
42
Deutsches Institut für Wirtschaftsforschung
39
Rodney L. White Center for Financial Research, Wharton School of Business
37
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
36
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
35
Université Paris-Dauphine (Paris IX)
35
School of Economics and Management, University of Aarhus
34
CESifo
33
Verlag Dr. Kovač
33
Federal Reserve System / Board of Governors
32
Society for Computational Economics - SCE
32
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
31
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
30
Österreichisches Institut für Wirtschaftsforschung
30
Centre for Economic Performance
29
Federal Reserve Bank of Chicago
29
Institutionen för Nationalekonomi, Umeå Universitet
29
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
35
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ECONIS (ZBW)
35
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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
Volatility
-spillover effects in European bond markets
Christiansen, Charlotte
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838842
Saved in:
4
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:
5
The information content of earnings announcements in Denmark
Sponholtz, Carina
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069215
Saved in:
6
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:
7
Decomposing European bond and equity
volatility
Christiansen, Charlotte
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167494
Saved in:
8
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:
9
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
10
Semiparametric analysis of stationary fractional cointegration and the implied-realized
volatility
relation in high-frequency options data
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599144
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