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USA
Volatility
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realized volatility
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long memory
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Christiansen, Charlotte
22
Eriksen, Jonas Nygaard
5
Møller, Stig Vinther
5
Ranaldo, Angelo
3
Strunk Hansen, Charlotte
3
Aslanidis, Nektarios
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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International review of financial analysis
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1
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ECONIS (ZBW)
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1
Credit spreads and the term structure of interest rates
Christiansen, Charlotte
(
contributor
)
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001533112
Saved in:
2
Macroeconomic announcement effects on the covariance structure of government bond returns
Christiansen, Charlotte
- In:
Journal of empirical finance
7
(
2000
)
5
,
pp. 479-507
Persistent link: https://www.econbiz.de/10001545283
Saved in:
3
Credit spreads and the term structure of interest rates
Christiansen, Charlotte
-
2000
Persistent link: https://www.econbiz.de/10001613830
Saved in:
4
Macroeconomic announcement effects on the covariance structure of bond returns
Christiansen, Charlotte
-
1999
Persistent link: https://www.econbiz.de/10001411173
Saved in:
5
Credit spreads and the term structure of interest rates
Christiansen, Charlotte
- In:
International review of financial analysis
11
(
2002
)
3
,
pp. 279-295
Persistent link: https://www.econbiz.de/10001715973
Saved in:
6
Decomposing European bond and equity volatility
Christiansen, Charlotte
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167494
Saved in:
7
Level-ARCH short rate models with regime switching : bivariate modeling of U.S. and European short rates
Christiansen, Charlotte
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002743726
Saved in:
8
Mean reversion in US and international short rates
Christiansen, Charlotte
- In:
The North American journal of economics and finance : a …
21
(
2010
)
3
,
pp. 286-296
Persistent link: https://www.econbiz.de/10009267822
Saved in:
9
Level-ARCH short rate models with regime switching : bivariate modeling of US and European short rates
Christiansen, Charlotte
- In:
International review of financial analysis
17
(
2008
)
5
,
pp. 925-948
Persistent link: https://www.econbiz.de/10003792319
Saved in:
10
Implied volatility of interest rate options : an empirical investigation of the market model
Christiansen, Charlotte
;
Strunk Hansen, Charlotte
-
2000
Persistent link: https://www.econbiz.de/10001453874
Saved in:
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