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Volatility spillovers and capi...
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Volatility
19
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19
Theorie
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6
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6
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6
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Christiansen, Charlotte
4
Christensen, Bent Jesper
2
Hansen, Peter Reinhard
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Lunde, Asger
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Myhre Lildholt, Peter
2
Barndorff-Nielsen, Ole E.
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Bibby, Bo Martin
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Svenstrup, Mikkel
1
Sørensen, Helle
1
Sørensen, Michael
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1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
749
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
235
International Monetary Fund (IMF)
103
C.E.P.R. Discussion Papers
95
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50
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European Central Bank
27
World Bank
27
Agricultural and Applied Economics Association - AAEA
24
Society for Computational Economics - SCE
21
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
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Banque de France
17
National Centre of Competence in Research North South <Bern>
17
Reserve Bank of Australia
17
de Nederlandsche Bank
16
Econometric Society
15
Ekonomiska forskningsinstitutet <Stockholm>
15
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
15
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15
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14
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14
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13
Cowles Foundation for Research in Economics, Yale University
13
Department of Economics and Finance, College of Business and Economics
13
Edward Elgar Publishing
13
European Association of Agricultural Economists - EAAE
13
Institut für Weltwirtschaft
13
Institut für Weltwirtschaft (IfW)
13
Suomen Pankki
13
EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X)
12
Institut de Préparation à l'Administration et à la Gestion (IPAG)
12
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
19
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ECONIS (ZBW)
19
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1
Decomposing European bond and equity
volatility
Christiansen, Charlotte
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167494
Saved in:
2
Volatility
-spillover effects in European bond markets
Christiansen, Charlotte
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838842
Saved in:
3
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:
4
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
5
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:
6
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:
7
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:
8
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
9
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:
10
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:
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