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Theorie
70
Theory
70
Volatility
19
Volatilität
19
Option pricing theory
18
Optionspreistheorie
18
Stochastic process
13
Stochastischer Prozess
13
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12
Zinsstruktur
12
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8
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8
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8
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8
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4
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4
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3
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3
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82
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Arbeitspapier
75
Graue Literatur
75
Non-commercial literature
75
Working Paper
75
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English
82
Author
All
Barndorff-Nielsen, Ole E.
8
Christiansen, Charlotte
5
Sørensen, Michael
5
Christensen, Bent Jesper
4
Lunde, Asger
4
Shepard, Neil
4
Tanggaard, Carsten
4
Di Miscia, Orazio
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
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
Grasselli, M.R.
1
Grosen, Anders
1
Hansen, Niels Richard
1
Hurd, T.R.
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
8,140
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
508
OECD
433
Edward Elgar Publishing
423
International Monetary Fund (IMF)
382
International Monetary Fund
357
Springer Fachmedien Wiesbaden
295
Ekonomiska forskningsinstitutet <Stockholm>
292
Center for Economic Research <Tilburg>
283
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
277
European University Institute / Department of Economics
253
IGI Global
216
World Bank
216
Forschungsinstitut zur Zukunft der Arbeit
171
Institut für Weltwirtschaft
148
Federal Reserve Bank of Chicago
146
Centre for Economic Policy Research
142
Internationaler Währungsfonds / Research Department
141
Foerder Institute for Economic Research <Tēl-Āvîv>
128
Umeå universitet
127
C.E.P.R. Discussion Papers
126
HAL
120
Universitat Pompeu Fabra / Departament d'Economia i Empresa
111
Institut für Schweizerisches Bankwesen <Zürich>
108
University of Exeter / Department of Economics
106
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
104
Social Systems Research Institute
102
Federal Reserve Bank of New York
99
Springer-Verlag GmbH
95
Inter-American Development Bank
90
Australian National University / Faculty of Economics and Commerce
88
EconWPA
84
Federal Reserve Bank of San Francisco
84
Massachusetts Institute of Technology / Department of Economics
82
Erasmus Research Institute of Management
81
Federal Reserve Bank of St. Louis
81
Federal Reserve System / Board of Governors
81
Deutsche Forschungsgemeinschaft
80
European University Institute / Department of Law
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
82
Source
All
ECONIS (ZBW)
82
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1
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:
2
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:
3
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
4
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:
5
Simulated likelihood approximations for stochastic
volatility
models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
6
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:
7
New evidence on the implied-realized
volatility
relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
8
Asymptotics of ruin probabilities for
risk
processes under optimal reinsurance policies : the large claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724275
Saved in:
9
Asymptotics of ruin probabilities for
risk
processes under optimal reinsurance policies : the small claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724276
Saved in:
10
Decomposing European bond and equity
volatility
Christiansen, Charlotte
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167494
Saved in:
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