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~institution:"Centre for Analytical Finance <Århus>"
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Volatility
19
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Theorie
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English
31
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Christensen, Bent Jesper
4
Christiansen, Charlotte
4
Lunde, Asger
3
Strunk Hansen, Charlotte
3
Barndorff-Nielsen, Ole E.
2
Hansen, Peter Reinhard
2
Myhre Lildholt, Peter
2
Raahauge, Peter
2
Shephard, Neil G.
2
Tuypens, Bjorn E.
2
Bartholdy, Jan
1
Bibby, Bo Martin
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Busch, Thomas
1
Engsted, Tom
1
Jensen, Morten Berg
1
Levendorskij, Sergej Z.
1
Mikkelsen, Peter
1
Nicolato, Elisa
1
Peare, Paula
1
Reng Rasmussen, Anne-Sofie
1
Shepard, Neil
1
Shin Jensen, Malene
1
Sponholtz, Carina
1
Stentoft, Lars
1
Svenstrup, Mikkel
1
Sørensen, Helle
1
Sørensen, Michael
1
Tanggaard, Carsten
1
Venardos, Emmanouil
1
Ørregaard Nielsen, Morten
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
1,690
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
230
International Monetary Fund (IMF)
159
C.E.P.R. Discussion Papers
82
Institut für Schweizerisches Bankwesen <Zürich>
54
International Monetary Fund
48
HAL
47
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
47
Federal Reserve Bank of St. Louis
42
EconWPA
40
OECD
38
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
36
Université Paris-Dauphine (Paris IX)
33
Rodney L. White Center for Financial Research
32
Ekonomiska forskningsinstitutet <Stockholm>
31
CESifo
24
Agricultural and Applied Economics Association - AAEA
23
Springer Fachmedien Wiesbaden
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World Bank
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Institute of Finance and Accounting <London>
21
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
University of Chicago / Center for Research in Security Prices
21
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
20
Erasmus Research Institute of Management
20
Chambre de commerce et d'industrie de Paris
19
Federal Reserve System / Division of Research and Statistics
19
National Centre of Competence in Research North South <Bern>
19
Society for Computational Economics - SCE
19
Svenska Handelshögskolan <Helsinki>
19
University of Canterbury / Dept. of Economics and Finance
19
European University Institute / Department of Law
18
Institut für Weltwirtschaft
18
Internationaler Währungsfonds / Research Department
18
Federal Reserve System / Board of Governors
17
Reserve Bank of Australia
17
Escola de Pós-Graduação em Economia <Rio de Janeiro>
15
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
15
Swiss National Centre of Competence in Research North South <Bern>
15
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
31
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ECONIS (ZBW)
31
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1
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
2
The comovement of US and UK stock markets
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660129
Saved in:
3
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic
volatility
model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
Saved in:
4
Long-run regression : theory and application to U.S. asset markets
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491534
Saved in:
5
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
6
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:
7
The information content of earnings announcements in Denmark
Sponholtz, Carina
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069215
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:
10
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:
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