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~institution:"Centre for Analytical Finance <Århus>"
~type_genre:"Advisory report"
~type_genre:"Arbeitspapier"
~type_genre:"Bibliography included"
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Volatility
16
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16
Theorie
7
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7
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5
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5
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4
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4
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16
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Advisory report
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16
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16
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English
16
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Christiansen, Charlotte
4
Hansen, Peter Reinhard
2
Lunde, Asger
2
Myhre Lildholt, Peter
2
Barndorff-Nielsen, Ole E.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Christensen, Bent Jesper
1
Nicolato, Elisa
1
Shepard, Neil
1
Shephard, Neil G.
1
Shin Jensen, Malene
1
Sponholtz, Carina
1
Stentoft, Lars
1
Strunk Hansen, Charlotte
1
Svenstrup, Mikkel
1
Sørensen, Helle
1
Venardos, Emmanouil
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
75
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
32
Ekonomiska forskningsinstitutet <Stockholm>
15
Federal Reserve Bank of St. Louis
14
Institut für Weltwirtschaft
14
Internationaler Währungsfonds / Research Department
14
Svenska Handelshögskolan <Helsinki>
12
University of Canterbury / Dept. of Economics and Finance
11
Centre for Growth and Business Cycle Research <Manchester>
10
Chambre de commerce et d'industrie de Paris
10
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
10
European University Institute / Department of Economics
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Forschungsinstitut zur Zukunft der Arbeit
9
International Monetary Fund
9
Monopolkommission
9
University of Cambridge / Department of Applied Economics
9
Federal Reserve Bank of New York
8
Federal Reserve Bank of San Francisco
8
Institute of Finance and Accounting <London>
8
Rodney L. White Center for Financial Research
8
Center for Economic Research <Tilburg>
7
Instituto Valenciano de Investigaciones Económicas
7
Massachusetts Institute of Technology / Department of Economics
7
The Wharton Financial Institutions Center
7
Federal Reserve System / Division of Research and Statistics
6
Nationalekonomiska Institutionen <Göteborg>
6
Robert Schuman Centre for Advanced Studies
6
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
6
Australian National University / Faculty of Economics and Commerce
5
Birkbeck College / Department of Economics
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5
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Elinkeinoelämän Tutkimuslaitos
5
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5
Universität zu Köln / Energiewirtschaftliches Institut
5
William Davidson Institute <Ann Arbor, Mich.>
5
Brown University / Department of Economics
4
Erasmus Research Institute of Management
4
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
16
Source
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ECONIS (ZBW)
16
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1
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:
2
The information content of earnings announcements in Denmark
Sponholtz, Carina
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069215
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
A comparison of volatility models : does anything beat a GARCH(1,1)?
Hansen, Peter Reinhard
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563856
Saved in:
6
Volatility-spillover effects in European bond markets
Christiansen, Charlotte
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838842
Saved in:
7
Time series modelling of daily log-price ranges for SF/USD and USD/GBP
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719176
Saved in:
8
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:
9
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
10
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:
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