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
Exchange Rate Dynamics Under S...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
70
Theory
70
Volatility
19
Volatilität
19
Option pricing theory
18
Optionspreistheorie
18
Stochastic process
17
Stochastischer Prozess
17
Yield curve
12
Zinsstruktur
12
Estimation
10
Schätzung
10
Time series analysis
10
Zeitreihenanalyse
10
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
ARCH model
8
ARCH-Modell
8
Statistical test
7
Statistischer Test
7
Estimation theory
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Schätztheorie
6
USA
6
United States
6
CAPM
5
Cointegration
5
Kointegration
5
Markov chain
5
Markov-Kette
5
Option trading
5
Optionsgeschäft
5
Statistical distribution
4
Statistische Verteilung
4
Analysis of variance
3
Bubbles
3
Börsenkurs
3
Einheitswurzeltest
3
Forecast
3
more ...
less ...
Type of publication
All
Book / Working Paper
89
Type of publication (narrower categories)
All
Arbeitspapier
81
Graue Literatur
81
Non-commercial literature
81
Working Paper
81
Language
All
English
89
Author
All
Barndorff-Nielsen, Ole E.
8
Christensen, Bent Jesper
6
Sørensen, Michael
6
Christiansen, Charlotte
5
Tanggaard, Carsten
5
Ørregaard Nielsen, Morten
5
Lunde, Asger
4
Shepard, Neil
4
Di Miscia, Orazio
3
Engsted, Tom
3
Hansen, Peter Reinhard
3
Mikkelsen, Peter
3
Myhre Lildholt, Peter
3
Raahauge, Peter
3
Schmidli, Hanspeter
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Bibby, Bo Martin
2
Brunetti, Celso
2
Christensen, Claus Vorm
2
Levendorskij, Sergej Z.
2
Løchte Jørgensen, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Poulsen, Rolf
2
Rahbek, Anders
2
Shin Jensen, Malene
2
Stentoft, Lars
2
Sørensen, Helle
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Grosen, Anders
1
Hansen, Niels Richard
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
9,512
International Monetary Fund (IMF)
658
International Monetary Fund
491
Forschungsinstitut zur Zukunft der Arbeit
479
Edward Elgar Publishing
422
OECD
403
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
365
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
339
Ekonomiska forskningsinstitutet <Stockholm>
312
Springer Fachmedien Wiesbaden
294
Center for Economic Research <Tilburg>
293
European University Institute / Department of Economics
263
Institut für Weltwirtschaft
222
IGI Global
213
World Bank
193
Internationaler Währungsfonds / Research Department
160
Centre for Economic Policy Research
154
Foerder Institute for Economic Research <Tēl-Āvîv>
130
Umeå universitet
130
C.E.P.R. Discussion Papers
116
Universitat Pompeu Fabra / Departament d'Economia i Empresa
116
Zentrum für Europäische Wirtschaftsforschung
116
University of Exeter / Department of Economics
113
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
106
Social Systems Research Institute
105
Federal Reserve Bank of St. Louis
95
Massachusetts Institute of Technology / Department of Economics
91
Springer-Verlag GmbH
91
Federal Reserve System / Board of Governors
90
William Davidson Institute <Ann Arbor, Mich.>
89
Australian National University / Faculty of Economics and Commerce
88
Johns Hopkins University / Department of Economics
86
Universitetet i Oslo / Økonomisk institutt
86
Columbia University / Department of Economics
85
Federal Reserve Bank of San Francisco
82
Deutsche Forschungsgemeinschaft
81
European University Institute / Department of Law
80
Federal Reserve System / Division of Research and Statistics
80
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
80
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
89
Source
All
ECONIS (ZBW)
89
Showing
1
-
10
of
89
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Simulated likelihood approximations for stochastic
volatility
models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
4
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:
5
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:
6
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
7
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
8
Power and bipower variation with stocjastic
volatility
and jumps
Brandorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763251
Saved in:
9
Barrier options and touch-and-out options under regular Lévy processes of exponential type
Bojarčenko, Svetlana I.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543244
Saved in:
10
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:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
