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subject:"Asymmetrische Information"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Volatilität"
~subject:"Wirtschaftswachstum"
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Asymmetrische Information
Volatilität
Wirtschaftswachstum
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
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10
Estimation
7
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7
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7
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7
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7
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English
7
Author
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Barndorff-Nielsen, Ole E.
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Hansen, Peter Reinhard
1
Lunde, Asger
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Shephard, Neil G.
1
Strunk Hansen, Charlotte
1
Sørensen, Helle
1
Venardos, Emmanouil
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
448
Edward Elgar Publishing
38
World Bank
21
Ekonomiska forskningsinstitutet <Stockholm>
19
Internationaler Währungsfonds / Research Department
18
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
16
European University Institute / Department of Economics
15
Centre for Economic Policy Research
12
Brown University / Department of Economics
11
Center for Economic Research <Tilburg>
11
OECD
10
Forschungsinstitut zur Zukunft der Arbeit
9
Rodney L. White Center for Financial Research
9
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
9
Bonn Graduate School of Economics
8
Svenska Handelshögskolan <Helsinki>
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Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
8
Birkbeck College / Department of Economics
7
Columbia University / Department of Economics
7
Federal Reserve Bank of San Francisco
7
Institut für Weltwirtschaft
7
Massachusetts Institute of Technology / Department of Economics
7
Springer Fachmedien Wiesbaden
7
Universitetet i Oslo / Økonomisk institutt
7
World Institute for Development Economics Research
7
Brookings Institution
6
Centre for Growth and Business Cycle Research <Manchester>
6
European University Institute / Department of Law
6
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6
Foerder Institute for Economic Research <Tēl-Āvîv>
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6
International Economic Association
6
International Monetary Fund
6
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Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
6
The Wharton Financial Institutions Center
6
Universitat Autònoma de Barcelona / Departament d'Economia i d'Història Econòmica
6
University of British Columbia / Finance Division
6
University of Exeter / Department of Economics
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
7
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ECONIS (ZBW)
7
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1
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:
2
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:
3
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:
4
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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
New evidence on the implied-realized volatility relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
7
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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