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~institution:"Centre for Analytical Finance <Århus>"
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Volatility
19
Volatilität
19
Theorie
13
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13
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10
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10
Option pricing theory
7
Optionspreistheorie
7
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English
28
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Christensen, Bent Jesper
5
Christiansen, Charlotte
4
Tanggaard, Carsten
3
Brunetti, Celso
2
Hansen, Peter Reinhard
2
Lunde, Asger
2
Myhre Lildholt, Peter
2
Poulsen, Rolf
2
Sørensen, Michael
2
Barndorff-Nielsen, Ole E.
1
Bibby, Bo Martin
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Busch, Thomas
1
Engsted, Tom
1
Levendorskij, Sergej Z.
1
Myhre Lildholdt, Peter
1
Nicolato, Elisa
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Raahauge, Peter
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
Venardos, Emmanouil
1
Ørregaard Nielsen, Morten
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
3,137
Forschungsinstitut zur Zukunft der Arbeit
346
International Monetary Fund (IMF)
334
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
296
International Monetary Fund
122
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
111
Institut für Weltwirtschaft
101
Ekonomiska forskningsinstitutet <Stockholm>
82
Zentrum für Europäische Wirtschaftsforschung
77
OECD
73
Springer Fachmedien Wiesbaden
73
Federal Reserve Bank of St. Louis
72
C.E.P.R. Discussion Papers
71
Tilburg University, Center for Economic Research
60
Institut für Schweizerisches Bankwesen <Zürich>
54
William Davidson Institute <Ann Arbor, Mich.>
54
EconWPA
51
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47
Internationaler Währungsfonds / Research Department
47
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World Bank
42
Deutsches Institut für Wirtschaftsforschung
38
HAL
38
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34
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29
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29
Verlag Dr. Kovač
29
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28
Österreichisches Institut für Wirtschaftsforschung
28
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26
Centre for Economic Policy Research
25
Federal Reserve Board (Board of Governors of the Federal Reserve System)
25
European University Institute / Department of Economics
24
Federal Reserve System / Division of Research and Statistics
24
Kiel Institute for the World Economy
24
Institutionen för Nationalekonomi, Umeå Universitet
23
Trinity College Dublin / Department of Economics
23
University of Oxford / Institute of Economics and Statistics
23
Agricultural and Applied Economics Association - AAEA
22
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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
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
2
Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
Saved in:
3
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:
4
Optimal inference in diffusion models of the short rate of interest
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622256
Saved in:
5
Decomposing European bond and equity
volatility
Christiansen, Charlotte
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167494
Saved in:
6
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:
7
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
8
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:
9
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:
10
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:
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