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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Volatility"
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Volatility
Theorie
70
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70
Option pricing theory
14
Optionspreistheorie
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11
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11
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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
Sponholtz, Carina
1
Strunk Hansen, Charlotte
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Venardos, Emmanouil
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
246
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
European University Institute / Department of Economics
9
Ekonomiska forskningsinstitutet <Stockholm>
8
Federal Reserve Bank of St. Louis
7
Internationaler Währungsfonds / Research Department
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Rodney L. White Center for Financial Research
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Svenska Handelshögskolan <Helsinki>
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Centre for Growth and Business Cycle Research <Manchester>
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Institute of Finance and Accounting <London>
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C.E.P.R. Discussion Papers
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Federal Reserve Bank of New York
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Instituto Valenciano de Investigaciones Económicas
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Inter-American Development Bank / Office of the Chief Economist
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International Monetary Fund
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2
Banque de France
2
Brown University / Department of Economics
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
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Christian-Albrechts-Universität zu Kiel
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Danmarks Nationalbank
2
Deutsche Börse AG
2
Econometrisch Instituut <Rotterdam>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
8
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ECONIS (ZBW)
8
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1
The information content of earnings announcements in Denmark
Sponholtz, Carina
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069215
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
New evidence on the implied-realized volatility relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
4
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
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
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:
8
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:
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