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Theorie
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Christiansen, Charlotte
5
Sørensen, Michael
4
Christensen, Bent Jesper
3
Lunde, Asger
3
Stentoft, Lars
3
Barndorff-Nielsen, Ole E.
2
Busch, Thomas
2
Hansen, Peter Reinhard
2
Koulikov, Dmitri
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Løchte Jørgensen, Peter
2
Mikkelsen, Peter
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Myhre Lildholt, Peter
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Peskir, Goran
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Rahbek, Anders
2
Shephard, Neil G.
2
Strunk Hansen, Charlotte
2
Bibby, Bo Martin
1
Bladt, Mogens
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Christensen, Claus Vorm
1
Di Miscia, Orazio
1
Grasselli, M.R.
1
Hansen, Niels Richard
1
Hurd, T.R.
1
Jakubenas, Paulius
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Jensen, Morten Berg
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Kessler, Mathieu
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Kiefer, Nicholas Maximilian
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Levendorskij, Sergej Z.
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1
Raahauge, Peter
1
Shepard, Neil
1
Shin Jensen, Malene
1
Sponholtz, Carina
1
Stegenborg Larsen, Kristian
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
579
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
189
C.E.P.R. Discussion Papers
58
Institut für Schweizerisches Bankwesen <Zürich>
58
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
56
HAL
43
Ekonomiska forskningsinstitutet <Stockholm>
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CESifo
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Center for Economic Research <Tilburg>
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
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14
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13
School of Economics and Management, University of Aarhus
13
Centre for Growth and Business Cycle Research <Manchester>
12
Department of Economics and Finance, College of Business and Economics
12
Department of Economics, Oxford University
12
Federal Reserve Bank of New York
12
Institute of Economic Research, Kyoto University
12
Instituto Valenciano de Investigaciones Económicas
12
Inter-American Development Bank
12
Tilburg University, Center for Economic Research
12
Cowles Foundation for Research in Economics, Yale University
11
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
49
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ECONIS (ZBW)
49
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1
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:
2
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
3
Volatility
-spillover effects in European bond markets
Christiansen, Charlotte
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838842
Saved in:
4
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:
5
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:
6
Pricing american options when the underlying stock price exhibits time-vaying
volatility
Stentoft, Lars
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690047
Saved in:
7
Power and bipower variation with stocjastic
volatility
and jumps
Brandorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763251
Saved in:
8
Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
Saved in:
9
Barrier options and touch-and-out options under regular Lévy processes of exponential type
Bojarčenko, Svetlana I.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543244
Saved in:
10
New evidence on the implied-realized
volatility
relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
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