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
Accounting quality and stock p...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
19
Volatilität
19
Theorie
9
Theory
9
Option pricing theory
6
Optionspreistheorie
6
Stochastic process
6
Stochastischer Prozess
6
ARCH model
4
ARCH-Modell
4
Börsenkurs
3
Share price
3
Time series analysis
3
USA
3
United States
3
Zeitreihenanalyse
3
Ankündigungseffekt
2
Announcement effect
2
Estimation
2
Heteroscedasticity
2
Heteroskedastizität
2
Interest rate derivative
2
Option trading
2
Optionsgeschäft
2
Schätzung
2
Spillover effect
2
Spillover-Effekt
2
Zinsderivat
2
1999-2000
1
1999-2001
1
Aktienmarkt
1
Black-Scholes model
1
Black-Scholes-Modell
1
Bond market
1
Bubbles
1
Cointegration
1
Convertible bond
1
Denmark
1
Dividend
1
Dividende
1
more ...
less ...
Type of publication
All
Book / Working Paper
21
Type of publication (narrower categories)
All
Arbeitspapier
18
Graue Literatur
18
Non-commercial literature
18
Working Paper
18
Language
All
English
21
Author
All
Christiansen, Charlotte
4
Christensen, Bent Jesper
2
Hansen, Peter Reinhard
2
Lunde, Asger
2
Myhre Lildholt, Peter
2
Barndorff-Nielsen, Ole E.
1
Bechmann, Ken L.
1
Bibby, Bo Martin
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Engsted, Tom
1
Levendorskij, Sergej Z.
1
Nicolato, Elisa
1
Shepard, Neil
1
Shephard, Neil G.
1
Shin Jensen, Malene
1
Sponholtz, Carina
1
Stentoft, Lars
1
Strunk Hansen, Charlotte
1
Svenstrup, Mikkel
1
Sørensen, Helle
1
Sørensen, Michael
1
Tanggaard, Carsten
1
Venardos, Emmanouil
1
Ørregaard Nielsen, Morten
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
1,118
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
233
World Bank
140
HAL
93
Université Paris-Dauphine (Paris IX)
92
International Monetary Fund
88
International Monetary Fund (IMF)
86
Springer Fachmedien Wiesbaden
85
C.E.P.R. Discussion Papers
64
International Accounting Standards Board
53
Institut für Schweizerisches Bankwesen <Zürich>
49
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
44
EconWPA
37
Verlag Dr. Kovač
34
OECD
31
Ekonomiska forskningsinstitutet <Stockholm>
27
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
26
International Accounting Standards Committee
25
Agricultural and Applied Economics Association - AAEA
22
Department of Economics and Business, Universitat Pompeu Fabra
22
Federal Reserve Bank of St. Louis
21
NWB Verlag
21
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
20
Chambre de commerce et d'industrie de Paris
19
Federal Reserve Bank of Chicago
19
CESifo
18
Institut der Wirtschaftsprüfer in Deutschland
18
Rodney L. White Center for Financial Research
18
Université Paris-Dauphine
18
Inter-American Development Bank
17
KPMG Deutsche Treuhand-Gesellschaft Aktiengesellschaft Wirtschaftsprüfungsgesellschaft
17
National Centre of Competence in Research North South <Bern>
17
Reserve Bank of Australia
17
Svenska Handelshögskolan <Helsinki>
17
Chartered Institute of Management Accountants
16
Erich-Schmidt-Verlag
16
Peter Lang GmbH
16
Society for Computational Economics - SCE
16
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
21
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Decomposing European bond and equity
volatility
Christiansen, Charlotte
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167494
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
Long maturity forward rates
Christiansen, Charlotte
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622254
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
