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Theorie
70
Theory
70
Volatility
19
Volatilität
19
Option pricing theory
18
Optionspreistheorie
18
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13
Stochastischer Prozess
13
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12
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12
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8
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8
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3
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Arbeitspapier
76
Graue Literatur
76
Non-commercial literature
76
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76
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English
83
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Barndorff-Nielsen, Ole E.
8
Christiansen, Charlotte
5
Sørensen, Michael
5
Tanggaard, Carsten
5
Christensen, Bent Jesper
4
Lunde, Asger
4
Shepard, Neil
4
Di Miscia, Orazio
3
Engsted, Tom
3
Hansen, Peter Reinhard
3
Mikkelsen, Peter
3
Myhre Lildholt, Peter
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Ørregaard Nielsen, Morten
3
Brunetti, Celso
2
Christensen, Claus Vorm
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
Grasselli, M.R.
1
Grosen, Anders
1
Hansen, Niels Richard
1
Hurd, T.R.
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,823
Edward Elgar Publishing
406
OECD
295
Ekonomiska forskningsinstitutet <Stockholm>
286
Center for Economic Research <Tilburg>
285
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
281
Springer Fachmedien Wiesbaden
260
International Monetary Fund
254
European University Institute / Department of Economics
253
IGI Global
215
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
190
World Bank
174
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166
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148
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141
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138
Foerder Institute for Economic Research <Tēl-Āvîv>
127
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127
Universitat Pompeu Fabra / Departament d'Economia i Empresa
109
University of Exeter / Department of Economics
107
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
103
Social Systems Research Institute
102
Springer-Verlag GmbH
91
Australian National University / Faculty of Economics and Commerce
86
Massachusetts Institute of Technology / Department of Economics
82
Federal Reserve System / Board of Governors
81
Deutsche Forschungsgemeinschaft
80
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79
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78
Instituto Valenciano de Investigaciones Económicas
77
Columbia University / Department of Economics
76
Robert Schuman Centre for Advanced Studies
76
De Gruyter Oldenbourg
74
European University Institute / Department of Law
74
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
74
Erasmus Research Institute of Management
73
University of Warwick / Department of Economics
73
Federal Reserve System / Division of Research and Statistics
72
C.E.P.R. Discussion Papers
69
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
83
Source
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ECONIS (ZBW)
83
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1
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
2
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
3
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:
4
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:
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
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:
8
Simulated likelihood approximations for stochastic
volatility
models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
9
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:
10
New evidence on the implied-realized
volatility
relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
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