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A Comparison of Alternative Fo...
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Year of publication
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Subject
All
Theorie
69
Theory
69
Volatility
18
Volatilität
18
Option pricing theory
16
Optionspreistheorie
16
Yield curve
12
Zinsstruktur
12
Stochastic process
11
Stochastischer Prozess
11
Time series analysis
9
Zeitreihenanalyse
9
ARCH model
8
ARCH-Modell
8
Estimation
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Schätzung
8
Statistical test
7
Statistischer Test
7
Estimation theory
5
Markov chain
5
Markov-Kette
5
Option trading
5
Optionsgeschäft
5
Schätztheorie
5
CAPM
4
Cointegration
4
Kleinste-Quadrate-Methode
4
Kointegration
4
Least squares method
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Probability theory
4
Regression analysis
4
Regressionsanalyse
4
Statistical distribution
4
Statistische Verteilung
4
USA
4
United States
4
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Type of publication
All
Book / Working Paper
80
Type of publication (narrower categories)
All
Arbeitspapier
76
Graue Literatur
76
Non-commercial literature
76
Working Paper
76
Language
All
English
80
Author
All
Barndorff-Nielsen, Ole E.
8
Christiansen, Charlotte
5
Christensen, Bent Jesper
4
Lunde, Asger
4
Shepard, Neil
4
Strunk Hansen, Charlotte
4
Sørensen, Michael
4
Tanggaard, Carsten
4
Di Miscia, Orazio
3
Hansen, Peter Reinhard
3
Mikkelsen, Peter
3
Myhre Lildholt, Peter
3
Shephard, Neil G.
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Ørregaard Nielsen, Morten
3
Brunetti, Celso
2
Christensen, Claus Vorm
2
Engsted, Tom
2
Løchte Jørgensen, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Shin Jensen, Malene
2
Stentoft, Lars
2
Sørensen, Helle
2
Tuypens, Bjorn E.
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bibby, Bo Martin
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
Jakubenas, Paulius
1
Jensen, Morten Berg
1
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Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
8,696
OECD
619
Edward Elgar Publishing
439
Ekonomiska forskningsinstitutet <Stockholm>
287
IGI Global
285
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
283
Center for Economic Research <Tilburg>
281
Springer Fachmedien Wiesbaden
271
European University Institute / Department of Economics
257
International Monetary Fund
250
World Bank
219
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
180
Forschungsinstitut zur Zukunft der Arbeit
167
Institut für Weltwirtschaft
157
Internationaler Währungsfonds / Research Department
154
Centre for Economic Policy Research
143
Umeå universitet
130
Foerder Institute for Economic Research <Tēl-Āvîv>
128
Universitat Pompeu Fabra / Departament d'Economia i Empresa
108
University of Exeter / Department of Economics
108
Organisation for Economic Co-operation and Development
105
Social Systems Research Institute
104
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
104
Robert Schuman Centre for Advanced Studies
95
European University Institute / Department of Law
91
Springer-Verlag GmbH
91
Deutsche Forschungsgemeinschaft
90
Australian National University / Faculty of Economics and Commerce
86
Federal Reserve System / Board of Governors
85
Federal Reserve Bank of St. Louis
84
Erasmus Research Institute of Management
83
Massachusetts Institute of Technology / Department of Economics
82
Econometrisch Instituut <Rotterdam>
81
Federal Reserve System / Division of Research and Statistics
81
University of Warwick / Department of Economics
80
Bangladesch / Parisaṅkhyāna Byuro
79
Columbia University / Department of Economics
79
Universitetet i Oslo / Økonomisk institutt
79
Instituto Valenciano de Investigaciones Económicas
76
more ...
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
80
Source
All
ECONIS (ZBW)
80
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1
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
2
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
3
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:
4
Simulated likelihood approximations for stochastic
volatility
models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
5
New evidence on the implied-realized
volatility
relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
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
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
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
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:
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