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~institution:"Centre for Analytical Finance <Århus>"
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Volatility
19
Volatilität
19
Theorie
13
Theory
13
CAPM
7
Option pricing theory
7
Optionspreistheorie
7
Stochastic process
6
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4
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4
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Graue Literatur
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Working Paper
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English
28
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Christensen, Bent Jesper
4
Christiansen, Charlotte
4
Barndorff-Nielsen, Ole E.
2
Hansen, Peter Reinhard
2
Lunde, Asger
2
Myhre Lildholt, Peter
2
Raahauge, Peter
2
Shephard, Neil G.
2
Bartholdy, Jan
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
Mikkelsen, Peter
1
Nicolato, Elisa
1
Peare, Paula
1
Reng Rasmussen, Anne-Sofie
1
Shepard, Neil
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
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
1,423
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
272
C.E.P.R. Discussion Papers
116
EconWPA
66
Institut für Schweizerisches Bankwesen <Zürich>
49
Society for Computational Economics - SCE
49
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
46
Federal Reserve Bank of St. Louis
42
Université Paris-Dauphine (Paris IX)
42
HAL
39
Federal Reserve Bank of New York
33
Ekonomiska forskningsinstitutet <Stockholm>
32
Bank of Canada
30
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
26
Federal Reserve Board (Board of Governors of the Federal Reserve System)
26
Chambre de commerce et d'industrie de Paris
25
CESifo
24
World Bank
24
Agricultural and Applied Economics Association - AAEA
23
Society for Economic Dynamics - SED
23
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
22
Rodney L. White Center for Financial Research
22
Federal Reserve Bank of San Francisco
21
Institute of Finance and Accounting <London>
21
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
Springer Fachmedien Wiesbaden
21
Svenska Handelshögskolan <Helsinki>
21
OECD
20
International Monetary Fund
18
Reserve Bank of Australia
18
Cowles Foundation for Research in Economics, Yale University
17
European Central Bank
17
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
17
London School of Economics (LSE)
17
National Centre of Competence in Research North South <Bern>
17
School of Economics and Management, University of Aarhus
17
Federal Reserve System / Division of Research and Statistics
16
Internationaler Währungsfonds / Research Department
16
Tinbergen Instituut
16
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
28
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ECONIS (ZBW)
28
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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:
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