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~institution:"Centre for Analytical Finance <Århus>"
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Theorie
70
Theory
70
Stochastic process
17
Stochastischer Prozess
17
Option pricing theory
16
Optionspreistheorie
16
Yield curve
11
Zinsstruktur
11
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10
Volatilität
10
Time series analysis
8
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8
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7
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7
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7
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7
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7
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4
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4
Option trading
4
Optionsgeschäft
4
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4
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4
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3
Hedging
3
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3
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3
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3
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3
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Book / Working Paper
77
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Arbeitspapier
71
Graue Literatur
71
Non-commercial literature
71
Working Paper
71
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English
77
Author
All
Barndorff-Nielsen, Ole E.
8
Sørensen, Michael
6
Shepard, Neil
4
Tanggaard, Carsten
4
Ørregaard Nielsen, Morten
4
Christensen, Bent Jesper
3
Di Miscia, Orazio
3
Lunde, Asger
3
Mikkelsen, Peter
3
Schmidli, Hanspeter
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Bibby, Bo Martin
2
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Hansen, Peter Reinhard
2
Levendorskij, Sergej Z.
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Raahauge, Peter
2
Rahbek, Anders
2
Sørensen, Helle
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Grosen, Anders
1
Hansen, Niels Richard
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Jensen, Morten Berg
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,831
OECD
528
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
467
Edward Elgar Publishing
422
World Bank
359
Springer Fachmedien Wiesbaden
331
International Monetary Fund
302
Ekonomiska forskningsinstitutet <Stockholm>
299
National Bureau of Economic Research (NBER)
291
Center for Economic Research <Tilburg>
284
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
274
European University Institute / Department of Economics
252
IGI Global
228
C.E.P.R. Discussion Papers
188
Institute for the Study of Labor (IZA)
179
Forschungsinstitut zur Zukunft der Arbeit
171
Institut für Weltwirtschaft
153
CESifo
146
Internationaler Währungsfonds / Research Department
142
Centre for Economic Policy Research
138
World Bank Group
134
Foerder Institute for Economic Research <Tēl-Āvîv>
127
Umeå universitet
127
International Monetary Fund (IMF)
126
Internationales Arbeitsamt
117
Universitat Pompeu Fabra / Departament d'Economia i Empresa
110
University of Exeter / Department of Economics
108
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
104
Social Systems Research Institute
102
Springer-Verlag GmbH
98
Weltbank
98
International Social Security Association
97
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
95
Inter-American Development Bank
89
De Gruyter Oldenbourg
87
Australian National University / Faculty of Economics and Commerce
84
Federal Reserve System / Board of Governors
84
Organisation for Economic Co-operation and Development
83
Robert Schuman Centre for Advanced Studies
82
Columbia University / Department of Economics
80
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
77
Source
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ECONIS (ZBW)
77
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1
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
2
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
3
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Saved in:
4
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
5
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
6
Option pricing in stochastic volatility models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
Saved in:
7
Realised power variation and stochastic models
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607775
Saved in:
8
Feller processes of Normal Inverse Gaussian type
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543241
Saved in:
9
Integrated OU processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560040
Saved in:
10
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
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