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Volatility
19
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Theorie
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12
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10
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10
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Tanggaard, Carsten
5
Christensen, Bent Jesper
4
Christiansen, Charlotte
4
Myhre Lildholt, Peter
3
Bibby, Bo Martin
2
Brunetti, Celso
2
Engsted, Tom
2
Hansen, Peter Reinhard
2
Koulikov, Dmitri
2
Lunde, Asger
2
Nielsen, Jens Perch
2
Strunk Hansen, Charlotte
2
Sørensen, Michael
2
Ørregaard Nielsen, Morten
2
Barndorff-Nielsen, Ole E.
1
Bechmann, Ken L.
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Busch, Thomas
1
Jones, M. C.
1
Levendorskij, Sergej Z.
1
Myhre Lildholdt, Peter
1
Nicolato, Elisa
1
Nielsen, Morten Ørregaard
1
Poulsen, Rolf
1
Raahauge, Peter
1
Rahbek, Anders
1
Shepard, Neil
1
Shephard, Neil G.
1
Shin Jensen, Malene
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Skovgaard, Ib Michael
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Sponholtz, Carina
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Stentoft, Lars
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Svenstrup, Mikkel
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Søndergaard Rasmussen, Nicki
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Sørensen, Helle
1
Tolver Jensen, Søren
1
Tuypens, Bjorn E.
1
Venardos, Emmanouil
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
3,989
International Monetary Fund (IMF)
487
Forschungsinstitut zur Zukunft der Arbeit
349
International Monetary Fund
274
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
237
OECD
174
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
171
Ekonomiska forskningsinstitutet <Stockholm>
134
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109
Springer Fachmedien Wiesbaden
100
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90
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86
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C.E.P.R. Discussion Papers
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Edward Elgar Publishing
62
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60
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Tilburg University, Center for Economic Research
54
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44
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42
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42
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41
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38
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38
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37
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37
Asian Development Bank
36
HAL
36
Verlag Dr. Kovač
36
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
35
The Wharton Financial Institutions Center
34
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
38
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ECONIS (ZBW)
38
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1
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
2
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
3
Latent utility shocks in a structural empirical asset pricing model
Christensen, Bent Jesper
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507048
Saved in:
4
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:
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
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
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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
Long-run regression : theory and application to U.S. asset markets
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491534
Saved in:
10
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
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