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~institution:"Centre for Analytical Finance <Århus>"
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Volatility
19
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Theorie
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Option pricing theory
7
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7
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Christensen, Bent Jesper
4
Christiansen, Charlotte
4
Lunde, Asger
3
Barndorff-Nielsen, Ole E.
2
Hansen, Peter Reinhard
2
Myhre Lildholt, Peter
2
Raahauge, Peter
2
Schmidli, Hanspeter
2
Shephard, Neil G.
2
Strunk Hansen, Charlotte
2
Bartholdy, Jan
1
Bibby, Bo Martin
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Engsted, Tom
1
Jensen, Morten Berg
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
Svenstrup, Mikkel
1
Sørensen, Helle
1
Sørensen, Michael
1
Tanggaard, Carsten
1
Tuypens, Bjorn E.
1
Venardos, Emmanouil
1
Ørregaard Nielsen, Morten
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
2,268
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
425
International Monetary Fund (IMF)
159
C.E.P.R. Discussion Papers
129
Federal Reserve Bank of Chicago
119
OECD
98
HAL
94
Institut für Schweizerisches Bankwesen <Zürich>
81
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78
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72
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70
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70
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70
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65
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61
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59
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53
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49
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43
European Association of Agricultural Economists - EAAE
43
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43
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Rodney L. White Center for Financial Research
41
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
39
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
39
Institute for the Study of Labor (IZA)
39
Institute of Finance and Accounting <London>
38
National Centre of Competence in Research North South <Bern>
36
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
34
Federal Reserve Bank of San Francisco
34
London School of Economics (LSE)
34
Tilburg University, Center for Economic Research
33
International Food Policy Research Institute (IFPRI)
31
Southern Agricultural Economics Association - SAEA
28
Département de Sciences Économiques, Université de Montréal
27
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
26
Chambre de commerce et d'industrie de Paris
26
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
31
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ECONIS (ZBW)
31
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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
The comovement of US and UK stock markets
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660129
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
Decomposing European bond and equity
volatility
Christiansen, Charlotte
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167494
Saved in:
5
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:
6
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
7
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:
8
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:
9
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:
10
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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