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Theorie
Theory
108
Volatilität
54
Volatility
49
Estimation theory
42
Schätztheorie
42
Zeitreihenanalyse
30
Optionspreistheorie
29
Option pricing theory
28
Time series analysis
28
Denmark
27
Dänemark
27
Stochastischer Prozess
25
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24
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23
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Suchtheorie
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realized volatility
13
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12
Option trading
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Optionsgeschäft
12
Prognoseverfahren
12
USA
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United States
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implied volatility
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Book / Working Paper
99
Article
12
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Working Paper
83
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Graue Literatur
80
Non-commercial literature
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English
111
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Christensen, Bent Jesper
42
Nielsen, Morten Ørregaard
12
Kiefer, Nicholas M.
10
Barndorff-Nielsen, Ole E.
8
Busch, Thomas
6
Raahauge, Peter
4
Strunk Hansen, Charlotte
4
Tanggaard, Carsten
4
Wel, Michel van der
4
Ørregaard Nielsen, Morten
4
Di Miscia, Orazio
3
Lunde, Asger
3
Mikkelsen, Peter
3
Shepard, Neil
3
Shephard, Neil G.
3
Søndergaard Rasmussen, Nicki
3
Sørensen, Michael
3
Taulbjerg, Jes
3
An, Mark Yuying
2
Björk, Tomas
2
Borup, Daniel
2
Bunzel, Henning
2
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Hansen, Peter Reinhard
2
Kjær, Mads Markvart
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Neumann, George R.
2
Nielsen, Jens Perch
2
Posch, Olaf
2
Rahbek, Anders
2
Robin, Jean-Marc
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Veliyev, Bezirgen
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Brunetti, Celso
1
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Centre for Analytical Finance <Århus>
69
Institut for Finansiering <Frederiksberg>
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Conference on Labor Market Models and Matched Employer Employee Data <2004, Sandbjerg>
1
Conference on Social Insurance and Pension Research <2001, Århus>
1
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
74
Queen's Economics Department Working Paper
3
Queen's Economics Department working paper
3
CREATES research paper
2
Contributions to economic analysis
2
Journal of applied econometrics
2
Journal of econometrics
2
Working paper
2
Working paper / Institut for Finansiering, Handelshøjskolen i København
2
CESifo Working Paper Series
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Duration transition and count data models
1
Econometric theory
1
Economics working paper
1
Journal of banking & finance
1
Journal of financial econometrics
1
Journal of financial economics
1
Journal of labor economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
PDF includes Web Appendix
1
PhD thesis / Department of Economics, University of Aarhus
1
Structural models of wage and employment dynamics
1
Structural models of wage and employment dynamics : [... papers presented at the Conference on Labor Market Models and Matched Employer-Employee Data held at Sandbjerg Manor in Sønderborg, Denmark, August 15 - 18, 2004]
1
The European journal of finance
1
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ECONIS (ZBW)
108
EconStor
3
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1
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
Saved in:
2
Management and employee compensation policy, and matched data on private firms : a no arbitrage asset pricing approach to on-the-job search and the wage distribution
Christensen, Bent Jesper
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622243
Saved in:
3
Optimal inference in diffusion models of the short rate of interest
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622256
Saved in:
4
New evidence on the implied-realized volatility relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
5
Panel data, local cuts, and orthogeodesic models
Christensen, Bent Jesper
;
Kiefer, Nicholas M.
-
1999
Persistent link: https://www.econbiz.de/10001456531
Saved in:
6
Interest rate dynamics and consistent forward rate curves
Björk, Tomas
;
Christensen, Bent Jesper
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 323-348
Persistent link: https://www.econbiz.de/10001444264
Saved in:
7
Panel data, local cuts, and orthogeodesic models
Christensen, Bent Jesper
-
1997
Persistent link: https://www.econbiz.de/10000976604
Saved in:
8
Some control theoretic aspects of interest rate theory
Björk, Tomas
;
Christensen, Bent Jesper
;
Gombani, Andrea
-
1998
Persistent link: https://www.econbiz.de/10000995463
Saved in:
9
Approximate distributions in essentially linear models
An, Mark Yuying
-
1998
Persistent link: https://www.econbiz.de/10000992531
Saved in:
10
Simulated moment methods for empirical equivalent martingale measures
Christensen, Bent Jesper
;
Kiefer, Nicholas M.
-
1999
Persistent link: https://www.econbiz.de/10001393943
Saved in:
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