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~institution:"National Centre of Competence in Research North South <Bern>"
~institution:"Svenska Handelshögskolan <Helsinki>"
~subject:"Kointegration"
~subject:"Volatilität"
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Kointegration
Volatilität
Theorie
13
Theory
13
Volatility
12
Optionspreistheorie
11
Option pricing theory
10
Cointegration
5
GARCH-Prozess
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1988-1999
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English
34
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Ahlgren, Niklas
6
Audrino, Francesco
3
Barone-Adesi, Giovanni
3
Söderman, Ronnie
3
Corsi, Fulvio
2
Curci, Giuseppe
2
Harju, Kari
2
Hussain, Syed Mujahid
2
Nyblom, Jukka
2
Rheinlaender, Thorsten
2
Sundkvist, Kim
2
Valchev, Stoyan
2
Alvarez, Luis H. R.
1
Antell, Jan
1
Cossin, Didier
1
Dempster, Michael A.H.
1
Engle, Robert
1
Evstigneev, Igor V.
1
Felixson, Karl
1
Frey, Rüdiger
1
Leippold, Markus
1
Lu, Hongze
1
Mancini, Loriano
1
Matache, Ana-Maria
1
Maukonen, Marko S.
1
Monnin, Pierre
1
Nandelstadh, Alexander von
1
Patie, Pierre
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Penttinen, Aku
1
Schenk-Hoppé, Klaus Reiner
1
Sjöö, Boo
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Steiger, Gallus
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Steinkamp, Marcus
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Stenbacka, Rune
1
Trojani, Fabio
1
Vanini, Paolo
1
Vignola, Luigi
1
Vikström, Mikael
1
Wiener, Zvi
1
Zhang, Jianhua
1
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National Centre of Competence in Research North South <Bern>
Svenska Handelshögskolan <Helsinki>
National Bureau of Economic Research
518
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
69
Institut für Schweizerisches Bankwesen <Zürich>
49
European University Institute / Department of Economics
38
Centre for Analytical Finance <Århus>
24
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
22
International Monetary Fund
18
World Bank
18
Ekonomiska forskningsinstitutet <Stockholm>
14
Federal Reserve Bank of St. Louis
14
Institut für Weltwirtschaft
13
University of Canterbury / Dept. of Economics and Finance
13
Internationaler Währungsfonds / Research Department
12
Nationalekonomiska Institutionen <Lund>
11
William Davidson Institute <Ann Arbor, Mich.>
11
Centre for Growth and Business Cycle Research <Manchester>
10
Swiss National Centre of Competence in Research North South <Bern>
10
Chambre de commerce et d'industrie de Paris
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Federal Reserve Bank of New York
9
Københavns Universitet / Økonomisk Institut
9
Econometrisch Instituut <Rotterdam>
8
Gottfried Wilhelm Leibniz Universität Hannover
8
Rodney L. White Center for Financial Research
8
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
8
Centre for International Macroeconomics
7
Instituto Valenciano de Investigaciones Económicas
7
School of Finance and Business Economics <Perth, Western Australia>
7
Aarhus Universitet / Afdeling for Nationaløkonomi
6
Birkbeck College / Department of Economics
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
6
European University Institute / Department of Law
6
Federal Reserve Bank of San Francisco
6
Federal Reserve System / Board of Governors
6
Institute of Finance and Accounting <London>
6
Massachusetts Institute of Technology / Department of Economics
6
Nuffield College
6
The Wharton Financial Institutions Center
6
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Meddelanden från Svenska Handelshögskolan
17
Working Paper
17
Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
16
Universität Zürich - Institut für Schweizerisches Bankwesen - w
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Source
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USB Cologne (business full texts)
17
ECONIS (ZBW)
17
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1
Intraday and weekend
volatility
patterns : implications for option pricing
Sundkvist, Kim
(
contributor
);
Vikström, Mikael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557353
Saved in:
2
Volatility
smile dynamics in scenario analysis
Sundkvist, Kim
(
contributor
);
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557340
Saved in:
3
Maximum loss calculation using scenario analysis, heavy tails and implied
volatility
patterns
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544974
Saved in:
4
Intraday linkages across international equity markets
Harju, Kari
(
contributor
);
Hussain, Syed Mujahid
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003351860
Saved in:
5
Tests against stationary and explosive alternatives in vector autoregressive models
Ahlgren, Niklas
(
contributor
);
Nyblom, Jukka
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003227899
Saved in:
6
Bootstrap and fast double bootstrap tests of
cointegration
rank with financial time series
Ahlgren, Niklas
(
contributor
);
Antell, Jan
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003367377
Saved in:
7
A general test for
cointegration
rank in vector autoregressive models
Ahlgren, Niklas
(
contributor
);
Nyblom, Jukka
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001933208
Saved in:
8
Panel
cointegration
of Chinese A and B shares
Ahlgren, Niklas
(
contributor
);
Sjöö, Boo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001933245
Saved in:
9
Bootstrapping the error correction model
cointegration
test
Ahlgren, Niklas
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001536541
Saved in:
10
Intraday seasonalities and macroeconomic news announcements
Harju, Kari
(
contributor
);
Hussain, Syed Mujahid
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003290160
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