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~institution:"Svenska Handelshögskolan <Helsinki>"
~institution:"The Wharton Financial Institutions Center"
~subject:"Kointegration"
~subject:"Volatilität"
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Kointegration
Volatilität
Theorie
18
Theory
18
Volatility
17
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11
Optionspreistheorie
11
Deutschland
8
Germany
8
Cointegration
7
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English
23
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Ahlgren, Niklas
6
Diebold, Francis X.
4
Söderman, Ronnie
3
Andersen, Torben
2
Bollerslev, Tim
2
Harju, Kari
2
Hussain, Syed Mujahid
2
Nyblom, Jukka
2
Sundkvist, Kim
2
Alvarez, Luis H. R.
1
Anderson, Torben G.
1
Antell, Jan
1
Christoffersen, Peter F.
1
Felixson, Karl
1
Maukonen, Marko S.
1
Nandelstadh, Alexander von
1
Penttinen, Aku
1
Pesaran, M. Hashem
1
Schuermann, Til
1
Sjöö, Boo
1
Stenbacka, Rune
1
Vikström, Mikael
1
Weiner, Scott M.
1
Zhang, Jianhua
1
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Svenska Handelshögskolan <Helsinki>
The Wharton Financial Institutions Center
National Bureau of Economic Research
514
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
National Centre of Competence in Research North South <Bern>
17
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
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Meddelanden från Svenska Handelshögskolan
17
Working papers / Financial Institutions Center
6
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ECONIS (ZBW)
23
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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
The Nobel Memorial Prize for Robert F. Engle
Diebold, Francis X.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100061
Saved in:
5
Intraday linkages across international equity markets
Harju, Kari
(
contributor
);
Hussain, Syed Mujahid
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003351860
Saved in:
6
Modeling and forecasting realized
volatility
Anderson, Torben G.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
Saved in:
7
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:
8
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:
9
Modeling regional interdependencies using a global error-correcting macroeconometric model
Pesaran, M. Hashem
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001656767
Saved in:
10
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:
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