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Volatility
19
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Optionspreistheorie
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Christiansen, Charlotte
4
Christensen, Bent Jesper
2
Hansen, Peter Reinhard
2
Lunde, Asger
2
Myhre Lildholt, Peter
2
Barndorff-Nielsen, Ole E.
1
Bechmann, Ken L.
1
Bibby, Bo Martin
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Levendorskij, Sergej Z.
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Nicolato, Elisa
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
Venardos, Emmanouil
1
Ørregaard Nielsen, Morten
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
1,142
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
183
Institut für Schweizerisches Bankwesen <Zürich>
76
C.E.P.R. Discussion Papers
60
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Federal Reserve Board (Board of Governors of the Federal Reserve System)
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Federal Reserve Bank of St. Louis
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National Centre of Competence in Research North South <Bern>
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HAL
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Institute of Finance and Accounting <London>
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Springer Fachmedien Wiesbaden
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Rodney L. White Center for Financial Research
24
Agricultural and Applied Economics Association - AAEA
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International Monetary Fund
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Sonderforschungsbereich Ökonomisches Risiko <Berlin>
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Ekonomiska forskningsinstitutet <Stockholm>
20
Society for Computational Economics - SCE
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CESifo
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Center for Economic Research <Tilburg>
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
16
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European Association of Agricultural Economists - EAAE
14
Institut für Weltwirtschaft
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Internationaler Währungsfonds / Research Department
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Svenska Handelshögskolan <Helsinki>
14
University of Canterbury / Dept. of Economics and Finance
14
Department of Economics and Finance, College of Business and Economics
13
European University Institute / Department of Economics
13
International Center for Financial Asset Management and Engineering
13
Max-Planck-Institut für Ökonomik <Jena> / Abteilung Strategische Interaktion
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OECD
13
Tilburg University, Center for Economic Research
13
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
12
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
20
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ECONIS (ZBW)
20
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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
Short tales, price pressure, and the stock price response to convertible bond calls
Bechmann, Ken L.
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851134
Saved in:
3
Decomposing European bond and equity
volatility
Christiansen, Charlotte
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167494
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
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
6
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
Saved in:
7
Time series modelling of daily log-price ranges for SF/USD and USD/GBP
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719176
Saved in:
8
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:
9
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
10
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:
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