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Theorie
70
Theory
70
Volatility
19
Volatilität
19
Option pricing theory
18
Optionspreistheorie
18
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13
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12
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8
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84
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Barndorff-Nielsen, Ole E.
8
Christensen, Bent Jesper
5
Christiansen, Charlotte
5
Sørensen, Michael
5
Lunde, Asger
4
Shepard, Neil
4
Strunk Hansen, Charlotte
4
Tanggaard, Carsten
4
Di Miscia, Orazio
3
Hansen, Peter Reinhard
3
Mikkelsen, Peter
3
Myhre Lildholt, Peter
3
Raahauge, 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
Levendorskij, Sergej Z.
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
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
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
8,693
International Monetary Fund (IMF)
953
OECD
737
International Monetary Fund
645
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
559
Edward Elgar Publishing
439
Springer Fachmedien Wiesbaden
346
Ekonomiska forskningsinstitutet <Stockholm>
288
Center for Economic Research <Tilburg>
281
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
278
European University Institute / Department of Economics
260
IGI Global
252
World Bank
251
World Bank Group
206
C.E.P.R. Discussion Papers
196
Internationaler Währungsfonds
179
Institut für Weltwirtschaft
174
Forschungsinstitut zur Zukunft der Arbeit
166
Internationaler Währungsfonds / Research Department
159
Bundesstelle für Außenhandelsinformation <Köln>
155
Centre for Economic Policy Research
144
Bundesagentur für Außenwirtschaft
137
Federal Reserve Bank of St. Louis
129
Umeå universitet
129
Foerder Institute for Economic Research <Tēl-Āvîv>
126
EconWPA
124
Universitat Pompeu Fabra / Departament d'Economia i Empresa
108
University of Exeter / Department of Economics
108
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
105
Social Systems Research Institute
102
Springer-Verlag GmbH
99
European Foundation for the Improvement of Living and Working Conditions
98
Federal Reserve Bank of New York
95
Federal Reserve Bank of Cleveland
87
Australian National University / Faculty of Economics and Commerce
86
European University Institute / Department of Law
86
Federal Reserve System / Board of Governors
86
Europäische Kommission / Gemeinsame Forschungsstelle
85
HAL
84
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
84
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ECONIS (ZBW)
84
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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
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:
3
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:
4
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:
5
Return-based and range-based (co)viariance estimation : with an application to foreign exchange markets
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
Saved in:
6
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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
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:
10
Simulated likelihood approximations for stochastic
volatility
models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
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