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institution:"Københavns Universitet / Økonomisk Institut"
type_genre:"Non-commercial literature"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Massachusetts Institute of Technology / Department of Economics"
~subject:"Volatilität"
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Volatilität
Theorie
196
Theory
196
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Estimation
10
Estimation theory
10
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Non-commercial literature
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English
9
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Barndorff-Nielsen, Ole E.
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Evstigneev, Igor V.
1
Gabaix, Xavier
1
Gopikrishnan, Parameswaran
1
Hansen, Peter Reinhard
1
Lunde, Asger
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Plerou, Vasiliki
1
Schenk-Hoppé, Klaus Reiner
1
Shephard, Neil G.
1
Stanley, H. Eugene
1
Strunk Hansen, Charlotte
1
Sørensen, Helle
1
Venardos, Emmanouil
1
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Københavns Universitet / Økonomisk Institut
Centre for Analytical Finance <Århus>
Massachusetts Institute of Technology / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Ekonomiska forskningsinstitutet <Stockholm>
7
Rodney L. White Center for Financial Research
7
European University Institute / Department of Economics
6
Birkbeck College / Department of Economics
5
Institute of Finance and Accounting <London>
5
Svenska Handelshögskolan <Helsinki>
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
The Wharton Financial Institutions Center
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Instituto Valenciano de Investigaciones Económicas
3
Internationaler Währungsfonds / Research Department
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Brown University / Department of Economics
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Growth and Business Cycle Research <Manchester>
2
Christian-Albrechts-Universität zu Kiel
2
Danmarks Nationalbank
2
Deutsche Börse AG
2
Erasmus Research Institute of Management
2
Federal Reserve Bank of New York
2
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2
Federal Reserve System / Division of Research and Statistics
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2
Gottfried Wilhelm Leibniz Universität Hannover
2
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2
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2
Kansantaloustieteen Laitos <Tampere>
2
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2
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2
Université de Montréal / Département de sciences économiques
2
Australian National University / Faculty of Economics and Commerce
1
Australian National University / Research School of Pacific and Asian Studies / Department of Economics
1
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
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Bank für Internationalen Zahlungsausgleich
1
Banque de France / Direction des Etudes Economiques et de la Recherche
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
7
Discussion papers / Department of Economics, University of Copenhagen
1
Massachusetts Institute of Technology Department of Economics working paper series : working paper
1
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ECONIS (ZBW)
9
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1
A theory of large fluctuations in stock market activity
Gabaix, Xavier
;
Gopikrishnan, Parameswaran
;
Plerou, Vasiliki
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002116206
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
Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of volatility models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
Saved in:
4
Volatility-induced growth in financial markets
Evstigneev, Igor V.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10001805137
Saved in:
5
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:
6
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
7
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:
8
New evidence on the implied-realized volatility relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
9
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
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