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~institution:"Centre for Analytical Finance <Århus>"
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Theorie
70
Theory
70
Volatility
19
Volatilität
19
Option pricing theory
18
Optionspreistheorie
18
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13
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Arbeitspapier
78
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78
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78
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78
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English
85
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Barndorff-Nielsen, Ole E.
9
Christiansen, Charlotte
5
Lunde, Asger
5
Sørensen, Michael
5
Christensen, Bent Jesper
4
Hansen, Peter Reinhard
4
Shepard, Neil
4
Shephard, Neil G.
4
Tanggaard, Carsten
4
Di Miscia, Orazio
3
Mikkelsen, Peter
3
Myhre Lildholt, Peter
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Ørregaard Nielsen, Morten
3
Brunetti, Celso
2
Christensen, Claus Vorm
2
Engsted, Tom
2
Levendorskij, Sergej Z.
2
Løchte Jørgensen, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Raahauge, Peter
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Shin Jensen, Malene
2
Stentoft, Lars
2
Sørensen, Helle
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bibby, Bo Martin
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Frino, Alex
1
Grasselli, M.R.
1
Grosen, Anders
1
Grundy, Bruce D.
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
8,339
International Monetary Fund (IMF)
566
International Monetary Fund
533
Edward Elgar Publishing
445
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
417
OECD
409
Ekonomiska forskningsinstitutet <Stockholm>
295
Center for Economic Research <Tilburg>
286
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
284
Springer Fachmedien Wiesbaden
283
European University Institute / Department of Economics
256
World Bank
228
IGI Global
215
C.E.P.R. Discussion Papers
189
Forschungsinstitut zur Zukunft der Arbeit
168
Institut für Weltwirtschaft
157
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154
Internationaler Währungsfonds / Research Department
151
Foerder Institute for Economic Research <Tēl-Āvîv>
131
Umeå universitet
128
HAL
125
Universitat Pompeu Fabra / Departament d'Economia i Empresa
114
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
110
University of Exeter / Department of Economics
108
Social Systems Research Institute
105
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
104
Springer-Verlag GmbH
94
EconWPA
91
European Securities and Markets Authority
90
Internationaler Währungsfonds
89
Graduate School of Business, Columbia University
87
Australian National University / Faculty of Economics and Commerce
86
Federal Reserve System / Board of Governors
85
Massachusetts Institute of Technology / Department of Economics
85
Deutsche Forschungsgemeinschaft
83
Federal Reserve Bank of St. Louis
82
London School of Economics and Political Science
82
Universitetet i Oslo / Økonomisk institutt
82
De Gruyter Oldenbourg
79
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
85
Source
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ECONIS (ZBW)
85
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1
Asymmetric price behaviour surrounding block trades : a market microstructure explanation
Frino, Alex
(
contributor
);
Mollica, Vito
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767506
Saved in:
2
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:
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
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:
5
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
6
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:
7
Simulated likelihood approximations for stochastic
volatility
models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
8
Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of
volatility
models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
Saved in:
9
New evidence on the implied-realized
volatility
relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
10
Speculative bubbles in stock prices? : Tests based on the price-dividend ratio
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001998442
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