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~institution:"Centre for Analytical Finance <Århus>"
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Theorie
70
Theory
70
Volatility
19
Volatilität
19
Option pricing theory
18
Optionspreistheorie
18
Stochastic process
15
Stochastischer Prozess
15
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12
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12
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80
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English
88
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Barndorff-Nielsen, Ole E.
8
Sørensen, Michael
6
Tanggaard, Carsten
6
Christiansen, Charlotte
5
Christensen, Bent Jesper
4
Lunde, Asger
4
Shepard, Neil
4
Ørregaard Nielsen, Morten
4
Di Miscia, Orazio
3
Engsted, Tom
3
Hansen, Peter Reinhard
3
Mikkelsen, Peter
3
Myhre Lildholt, Peter
3
Nielsen, Jens Perch
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Bibby, Bo Martin
2
Brunetti, Celso
2
Busch, Thomas
2
Christensen, Claus Vorm
2
Koulikov, Dmitri
2
Levendorskij, Sergej Z.
2
Løchte Jørgensen, Peter
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
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Grosen, Anders
1
Hansen, Niels Richard
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
8,288
International Monetary Fund (IMF)
604
International Monetary Fund
447
Edward Elgar Publishing
417
OECD
366
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
318
Ekonomiska forskningsinstitutet <Stockholm>
311
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
299
Center for Economic Research <Tilburg>
289
Springer Fachmedien Wiesbaden
262
European University Institute / Department of Economics
258
IGI Global
214
World Bank
179
Forschungsinstitut zur Zukunft der Arbeit
166
Institut für Weltwirtschaft
153
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148
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138
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132
Foerder Institute for Economic Research <Tēl-Āvîv>
126
Universitat Pompeu Fabra / Departament d'Economia i Empresa
114
Federal Reserve Bank of St. Louis
110
University of Exeter / Department of Economics
109
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
103
Social Systems Research Institute
102
Springer-Verlag GmbH
92
Australian National University / Faculty of Economics and Commerce
87
Federal Reserve System / Board of Governors
87
Massachusetts Institute of Technology / Department of Economics
83
Universitetet i Oslo / Økonomisk institutt
82
Deutsche Forschungsgemeinschaft
81
Instituto Valenciano de Investigaciones Económicas
81
C.E.P.R. Discussion Papers
80
European University Institute / Department of Law
80
Columbia University / Department of Economics
78
Robert Schuman Centre for Advanced Studies
78
Federal Reserve Bank of San Francisco
77
Federal Reserve System / Division of Research and Statistics
77
EconWPA
76
Econometrisch Instituut <Rotterdam>
76
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
88
Source
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ECONIS (ZBW)
88
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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
A comparison of
volatility
models : does anything beat a GARCH(1,1)?
Hansen, Peter Reinhard
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563856
Saved in:
3
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
Saved in:
4
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
Saved in:
5
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:
6
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:
7
Modeling sequences of long memory non-negative covariance stationary random variables
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793903
Saved in:
8
Volatility
-spillover effects in European bond markets
Christiansen, Charlotte
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838842
Saved in:
9
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702284
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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