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~institution:"Centre for Analytical Finance <Århus>"
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Volatility
19
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1999-2000
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Christiansen, Charlotte
4
Lunde, Asger
3
Rahbek, Anders
3
Christensen, Bent Jesper
2
Hansen, Peter Reinhard
2
Koulikov, Dmitri
2
Myhre Lildholt, Peter
2
Barndorff-Nielsen, Ole E.
1
Bec, Frédérique
1
Bibby, Bo Martin
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Brandorff-Nielsen, Ole E.
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Brunetti, Celso
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Busch, Thomas
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Engsted, Tom
1
Jensen, Morten Berg
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Kristensen, Dennis
1
Levendorskij, Sergej Z.
1
Nicolato, Elisa
1
Shepard, Neil
1
Shephard, Neil G.
1
Shin Jensen, Malene
1
Sponholtz, Carina
1
Stentoft, Lars
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Svenstrup, Mikkel
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Sørensen, Helle
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Sørensen, Michael
1
Tanggaard, Carsten
1
Tolver Jensen, Søren
1
Venardos, Emmanouil
1
Ørregaard Nielsen, Morten
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
1,248
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
221
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
69
C.E.P.R. Discussion Papers
65
International Monetary Fund
63
HAL
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World Bank
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Institut für Schweizerisches Bankwesen <Zürich>
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32
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28
Institut für Weltwirtschaft
28
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
26
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25
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
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Internationaler Währungsfonds / Research Department
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Agricultural and Applied Economics Association - AAEA
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Department of Economics and Finance, College of Business and Economics
20
Reserve Bank of Australia
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Springer Fachmedien Wiesbaden
20
CESifo
19
National Centre of Competence in Research North South <Bern>
19
OECD
19
Erasmus University Rotterdam, Econometric Institute
18
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
18
Inter-American Development Bank
18
Federal Reserve Bank of San Francisco
17
Leibniz-Institut für Wirtschaftsforschung Halle
17
London School of Economics (LSE)
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School of Economics and Management, University of Aarhus
17
University of Canterbury / Dept. of Economics and Finance
17
World Bank Group
17
Institute of Economic Research, Kyoto University
16
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
16
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
27
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ECONIS (ZBW)
27
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1
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:
2
Volatility
-spillover effects in European bond markets
Christiansen, Charlotte
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838842
Saved in:
3
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:
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 robust LR test for the GARCH model
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069045
Saved in:
6
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
Saved in:
7
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702284
Saved in:
8
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic
volatility
model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
Saved in:
9
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:
10
Modeling sequences of long memory non-negative covariance stationary random variables
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793903
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