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Latent utility shocks in a str...
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Theorie
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42
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30
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implied volatility
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English
278
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4
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2
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Christensen, Bent Jesper
208
Nielsen, Morten Ørregaard
48
Kiefer, Nicholas M.
25
Busch, Thomas
19
Raahauge, Peter
15
Zhu, Jie
15
Gupta, Nabanita Datta
12
Andersen, Lykke E.
11
Sørensen, Michael
11
Barndorff-Nielsen, Ole E.
10
Wel, Michel van der
10
Neumann, George R.
9
Christiansen, Charlotte
8
Posch, Olaf
8
Björk, Tomas
7
Tanggaard, Carsten
7
Werwatz, Axel
7
An, Mark Yuying
6
Borup, Daniel
6
Dahl, Christian M.
6
Iglesias, Emma M.
6
Lunde, Asger
6
Løchte Jørgensen, Peter
6
Ørregaard Nielsen, Morten
6
Kruse, Robinson
5
Schmidli, Hanspeter
5
Shephard, Neil G.
5
Sibbertsen, Philipp
5
Strunk Hansen, Charlotte
5
Varneskov, Rasmus Tangsgaard
5
Andreasen, Martin M.
4
Bechmann, Ken L.
4
Delgadillo, Claudia
4
Engsted, Tom
4
Hansen, Peter Reinhard
4
Kallestrup-Lamb, Malene
4
Lentz, Rasmus
4
Mortensen, Dale
4
Mortensen, Dale T.
4
Prabhala, N. R.
4
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Centre for Analytical Finance <Århus>
124
School of Economics and Management, University of Aarhus
16
Economics Department, Queen's University
6
Copenhagen Business School
4
Institut for Finansiering <Frederiksberg>
4
Instituto de Estudios Avanzados en Desarrollo (INESAD)
4
National Bureau of Economic Research
2
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1
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Conference on "Globalization: Strategies and Effects" <2011, Kolding>
1
Conference on Labor Market Models and Matched Employer Employee Data <2004, Sandbjerg>
1
Conference on Social Insurance and Pension Research <2001, Århus>
1
Duke University, Department of Economics
1
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1
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
1
Society for Economic Dynamics - SED
1
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
138
CREATES research paper
16
CREATES Research Papers
15
Journal of econometrics
12
Development Research Working Paper Series
8
Queen's Economics Department Working Paper
6
Queen's Economics Department working paper
6
Working Papers / Economics Department, Queen's University
6
Journal of Econometrics
5
Working paper
5
CREATES Research Paper
4
Journal of applied econometrics
4
Journal of labor economics
4
Working Papers / Copenhagen Business School
4
Working paper / Institut for Finansiering, Handelshøjskolen i København
4
Insurance / Mathematics & economics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Panel data and structural labour market models
3
CESifo Working Paper Series
2
Contributions to economic analysis
2
Journal of Applied Econometrics
2
Journal of Labor Economics
2
Journal of empirical finance
2
Journal of financial economics
2
Mathematical Finance
2
NBER working paper series
2
Nationaløkonomisk tidsskrift
2
Revista latinoamericana de desarrollo económico
2
The review of economics and statistics
2
2010 Meeting Papers
1
CAM Working Papers
1
CAM working papers / Centre for Applied Microeconometrics, Department of Economics, University of Copenhagen
1
CESifo Working Paper
1
CESifo working papers
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers of interdisciplinary research project 373
1
Diskussionsbeitrag
1
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
1
Duration transition and count data models
1
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Source
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ECONIS (ZBW)
251
RePEc
58
EconStor
14
OLC EcoSci
14
Other ZBW resources
3
USB Cologne (EcoSocSci)
2
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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
Estimation and inference in optimal stopping models of options and search
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607778
Saved in:
3
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:
4
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:
5
Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
Saved in:
6
New evidence on the implied-realized volatility relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
7
On pensions and retirement : bivariate mixed proportional hazard modelling of the joint retirement of married couples
An, Mark Yuying
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851137
Saved in:
8
Latent utility shocks in a structural empirical asset pricing model
Christensen, Bent Jesper
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002481916
Saved in:
9
Effekten af pensionsreform på Danske ægtepars udtræden af arbejdsmarkedet
Christensen, Bent Jesper
;
Gupta, Nabanita Datta
- In:
Nationaløkonomisk tidsskrift
138
(
2000
)
2
,
pp. 222-242
Persistent link: https://www.econbiz.de/10001515807
Saved in:
10
The equilibrium search model with productivity dispersion and structural unemployment : an application to Danish data
Christensen, Bent Jesper
(
contributor
)
- In:
Panel data and structural labour market models
,
(pp. 85-106)
.
2000
Persistent link: https://www.econbiz.de/10001497867
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