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Theorie
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Sørensen, Michael
6
Tanggaard, Carsten
6
Barndorff-Nielsen, Ole E.
5
Christensen, Bent Jesper
4
Christiansen, Charlotte
4
Lunde, Asger
4
Hansen, Peter Reinhard
3
Myhre Lildholt, Peter
3
Nielsen, Jens Perch
3
Rahbek, Anders
3
Shepard, Neil
3
Shephard, Neil G.
3
Ørregaard Nielsen, Morten
3
Bibby, Bo Martin
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Brunetti, Celso
2
Busch, Thomas
2
Engsted, Tom
2
Koulikov, Dmitri
2
Søndergaard Rasmussen, Nicki
2
Sørensen, Helle
2
Bec, Frédérique
1
Bladt, Mogens
1
Brandorff-Nielsen, Ole E.
1
Jensen, Morten Berg
1
Jones, M. C.
1
Kelly, Leah
1
Kristensen, Dennis
1
Myhre Lildholdt, Peter
1
Nicolato, Elisa
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Nielsen, Morten Ørregaard
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Platen, Eckhard
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Poulsen, Rolf
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Raahauge, Peter
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Schmid, Wolfgang
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Shin Jensen, Malene
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Skovgaard, Ib Michael
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Sponholtz, Carina
1
Stegenborg Larsen, Kristian
1
Stentoft, Lars
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
4,245
Forschungsinstitut zur Zukunft der Arbeit
360
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
345
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
307
Ekonomiska forskningsinstitutet <Stockholm>
165
OECD
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Springer Fachmedien Wiesbaden
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109
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70
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56
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55
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53
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
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46
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44
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44
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44
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42
Verlag Dr. Kovač
42
Institute of Finance and Accounting <London>
41
National Centre of Competence in Research North South <Bern>
38
Umeå universitet
38
Agricultural and Applied Economics Association - AAEA
37
European Commission / Directorate-General for Economic and Financial Affairs
37
Federal Reserve System / Division of Research and Statistics
37
Birkbeck College / Department of Economics
36
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
52
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ECONIS (ZBW)
52
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1
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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2
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:
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
Semiparametric analysis of stationary fractional cointegration and the implied-realized
volatility
relation in high-frequency options data
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599144
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5
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
Saved in:
6
Modeling sequences of long memory non-negative covariance stationary random variables
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793903
Saved in:
7
Long memory ARCH models : specification and quasi-maximum likelihood
estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
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8
Volatility
-spillover effects in European bond markets
Christiansen, Charlotte
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838842
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9
Local linear density
estimation
for filtered survival data, with bias correction
Jones, M. C.
(
contributor
);
Nielsen, Jens Perch
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227638
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10
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
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