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
Bootstrapping integrated covar...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
19
Theory
19
Volatility
19
Volatilität
19
Estimation theory
12
Schätztheorie
12
Time series analysis
12
Zeitreihenanalyse
12
Option pricing theory
10
Optionspreistheorie
10
Stochastic process
8
Stochastischer Prozess
8
ARCH model
7
ARCH-Modell
7
Estimation
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Schätzung
5
Heteroscedasticity
3
Heteroskedastizität
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
USA
3
United States
3
Analysis of variance
2
Bias
2
Core
2
Correlation
2
Currency option
2
Devisenoption
2
Exchange rate
2
Interest rate
2
Interest rate derivative
2
Korrelation
2
Market microstructure
2
Marktmikrostruktur
2
Option trading
2
Optionsgeschäft
2
Pfund Sterling
2
Pound Sterling
2
more ...
less ...
Type of publication
All
Book / Working Paper
42
Type of publication (narrower categories)
All
Arbeitspapier
37
Graue Literatur
37
Non-commercial literature
37
Working Paper
37
Language
All
English
42
Author
All
Sørensen, Michael
5
Barndorff-Nielsen, Ole E.
4
Christiansen, Charlotte
4
Christensen, Bent Jesper
3
Hansen, Peter Reinhard
3
Lunde, Asger
3
Myhre Lildholt, Peter
3
Shephard, Neil G.
3
Ørregaard Nielsen, Morten
3
Bibby, Bo Martin
2
Brunetti, Celso
2
Koulikov, Dmitri
2
Nielsen, Jens Perch
2
Shepard, Neil
2
Søndergaard Rasmussen, Nicki
2
Sørensen, Helle
2
Tanggaard, Carsten
2
Bladt, Mogens
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Busch, Thomas
1
Frino, Alex
1
Jones, M. C.
1
Kelly, Leah
1
Levendorskij, Sergej Z.
1
Mollica, Vito
1
Myhre Lildholdt, Peter
1
Nicolato, Elisa
1
Platen, Eckhard
1
Poulsen, Rolf
1
Rahbek, Anders
1
Schmid, Wolfgang
1
Shin Jensen, Malene
1
Skovgaard, Ib Michael
1
Sponholtz, Carina
1
Stegenborg Larsen, Kristian
1
Stentoft, Lars
1
Strunk Hansen, Charlotte
1
Svenstrup, Mikkel
1
Tolver Jensen, Søren
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
1,146
International Monetary Fund (IMF)
426
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
260
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
205
Ekonomiska forskningsinstitutet <Stockholm>
89
C.E.P.R. Discussion Papers
88
School of Economics and Management, University of Aarhus
67
HAL
62
International Monetary Fund
60
European University Institute / Department of Economics
59
Institut für Schweizerisches Bankwesen <Zürich>
58
EconWPA
50
London School of Economics and Political Science
48
Center for Economic Research <Tilburg>
32
Econometrisch Instituut <Rotterdam>
32
Université Paris-Dauphine (Paris IX)
31
Umeå universitet
30
University <Nottingham> / Department of Economics
28
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
27
Federal Reserve Bank of St. Louis
27
Institut für Weltwirtschaft
26
OECD
26
Society for Computational Economics - SCE
26
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
26
Department of Economics, Oxford University
24
Econometric Society
24
University of New England / Department of Econometrics
23
Agricultural and Applied Economics Association - AAEA
22
CESifo
22
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
21
Centre for Microdata Methods and Practice <London>
21
Centre for Quantitative Economics & Computing
21
Department of Economics, Rutgers University-New Brunswick
21
European Central Bank
20
Cowles Foundation for Research in Economics, Yale University
19
Escola de Pós-Graduação em Economia <Rio de Janeiro>
19
London School of Economics (LSE)
19
University of Exeter / Department of Economics
19
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
18
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
42
Source
All
ECONIS (ZBW)
42
Showing
1
-
10
of
42
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Local linear density estimation for filtered survival data, with bias correction
Jones, M. C.
(
contributor
);
Nielsen, Jens Perch
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227638
Saved in:
3
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:
4
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
5
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:
6
Asymmetric price behaviour surrounding block trades : a market microstructure explanation
Frino, Alex
(
contributor
);
Mollica, Vito
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767506
Saved in:
7
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:
8
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:
9
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
10
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
