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~institution:"Centre for Analytical Finance <Århus>"
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Volatility
19
Volatilität
19
Theorie
13
Theory
13
Estimation
10
Schätzung
10
Option pricing theory
7
Optionspreistheorie
7
Stochastic process
6
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6
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6
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6
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4
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4
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4
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29
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Arbeitspapier
25
Graue Literatur
25
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25
Working Paper
25
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English
29
Author
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Christensen, Bent Jesper
4
Christiansen, Charlotte
4
Strunk Hansen, Charlotte
3
Tanggaard, Carsten
3
Brunetti, Celso
2
Hansen, Peter Reinhard
2
Lunde, Asger
2
Myhre Lildholt, Peter
2
Tuypens, Bjorn E.
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
Poulsen, Rolf
1
Raahauge, Peter
1
Shepard, Neil
1
Shephard, Neil G.
1
Shin Jensen, Malene
1
Sponholtz, Carina
1
Stentoft, Lars
1
Svenstrup, Mikkel
1
Sørensen, Helle
1
Sørensen, Michael
1
Venardos, Emmanouil
1
Ørregaard Nielsen, Morten
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
3,058
Forschungsinstitut zur Zukunft der Arbeit
348
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
231
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
114
Institut für Weltwirtschaft
97
OECD
97
C.E.P.R. Discussion Papers
84
Ekonomiska forskningsinstitutet <Stockholm>
80
Zentrum für Europäische Wirtschaftsforschung
77
Springer Fachmedien Wiesbaden
76
International Monetary Fund
72
International Energy Agency
60
International Monetary Fund (IMF)
55
Federal Reserve Bank of St. Louis
54
Tilburg University, Center for Economic Research
54
William Davidson Institute <Ann Arbor, Mich.>
53
World Bank
53
Institut für Schweizerisches Bankwesen <Zürich>
50
Deutsches Institut für Wirtschaftsforschung
41
Internationaler Währungsfonds / Research Department
41
EconWPA
39
Österreichisches Institut für Wirtschaftsforschung
37
HAL
35
Federal Reserve Bank of San Francisco
33
Verlag Dr. Kovač
32
European University Institute / Department of Economics
31
Centre for Economic Performance
29
Birkbeck College / Department of Economics
28
Federal Reserve System / Board of Governors
27
OPEC
27
Christian-Albrechts-Universität zu Kiel
26
Federal Reserve System / Division of Research and Statistics
26
Université Paris-Dauphine (Paris IX)
26
Centre for Economic Policy Research
25
Federal Reserve Bank of New York
25
Institut für Arbeitsmarkt- und Berufsforschung (IAB)
25
Agricultural and Applied Economics Association - AAEA
23
CESifo
23
Institutionen för Nationalekonomi, Umeå Universitet
23
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
29
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ECONIS (ZBW)
29
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1
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
5
Long-run regression : theory and application to U.S. asset markets
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491534
Saved in:
6
Decomposing European bond and equity
volatility
Christiansen, Charlotte
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167494
Saved in:
7
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:
8
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
9
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:
10
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
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