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Theory
Theorie
44
Volatilität
39
Volatility
34
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30
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30
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20
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20
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18
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18
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18
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16
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15
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15
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13
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13
realized volatility
13
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12
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11
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10
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jumps
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stock returns
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English
41
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Christensen, Bent Jesper
39
Kiefer, Nicholas M.
10
Nielsen, Morten Ørregaard
7
Wel, Michel van der
4
Busch, Thomas
3
An, Mark Yuying
2
Björk, Tomas
2
Borup, Daniel
2
Bunzel, Henning
2
Kjær, Mads Markvart
2
Neumann, George R.
2
Posch, Olaf
2
Robin, Jean-Marc
2
Strunk Hansen, Charlotte
2
Veliyev, Bezirgen
2
Ørregaard Nielsen, Morten
2
Christensen, Bent J.
1
Ergemen, Yunus Emre
1
Gombani, Andrea
1
Gupta, Nabanita Datta
1
Hansen, Jorge
1
Posedel Šimović, Petra
1
Poulsen, Rolf
1
Sørensen, Michael
1
Tkalec, Marina
1
Varneskov, Rasmus Tangsgaard
1
Vizek, Maruška
1
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Centre for Analytical Finance <Århus>
4
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
9
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3
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2
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2
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2
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2
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2
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1
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1
Duration transition and count data models
1
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1
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1
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1
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1
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1
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1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
PDF includes Web Appendix
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)
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Are there nonlinearities in the interaction of equity and real estate markets?
Posedel Šimović, Petra
;
Tkalec, Marina
;
Vizek, Maruška
- In:
The empirical economics letters : a monthly …
13
(
2014
)
10
,
pp. 1083-1090
Persistent link: https://www.econbiz.de/10010527313
Saved in:
2
Panel data, local cuts, and orthogeodesic models
Christensen, Bent Jesper
;
Kiefer, Nicholas M.
-
1999
Persistent link: https://www.econbiz.de/10001456531
Saved in:
3
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:
4
Panel data, local cuts, and orthogeodesic models
Christensen, Bent Jesper
-
1997
Persistent link: https://www.econbiz.de/10000976604
Saved in:
5
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:
6
Approximate distributions in essentially linear models
An, Mark Yuying
-
1998
Persistent link: https://www.econbiz.de/10000992531
Saved in:
7
Simulated moment methods for empirical equivalent martingale measures
Christensen, Bent Jesper
;
Kiefer, Nicholas M.
-
1999
Persistent link: https://www.econbiz.de/10001393943
Saved in:
8
Inference in non-linear panel models with partially missing observations : the case of the equilibrium search model
Christensen, Bent Jesper
- In:
Journal of econometrics
79
(
1997
)
2
,
pp. 201-219
Persistent link: https://www.econbiz.de/10001335932
Saved in:
9
The exact likelihood function for an empirical job search model
Christensen, Bent Jesper
- In:
Econometric theory
7
(
1991
)
4
,
pp. 464-486
Persistent link: https://www.econbiz.de/10001117738
Saved in:
10
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:
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