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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Umeå universitet"
~type_genre:"Arbeitspapier"
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Theorie
133
Theory
133
Estimation theory
17
Schweden
17
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17
Sweden
17
Option pricing theory
13
Optionspreistheorie
13
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12
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11
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133
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132
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Aronsson, Thomas
17
Löfgren, Karl-Gustaf
17
Brännäs, Kurt
10
Johansson, Per-Olov
8
Barndorff-Nielsen, Ole E.
6
Zhang, Wei-Bin
6
Wikström, Magnus
5
Bergman, Mats A.
4
Sjögren, Tomas
4
Tanggaard, Carsten
4
Christensen, Bent Jesper
3
Di Miscia, Orazio
3
Lunde, Asger
3
Mikkelsen, Peter
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Sørensen, Michael
3
Taulbjerg, Jes
3
Bergkvist, Erik
2
Brännlund, Runar
2
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Hansen, Peter Reinhard
2
Karlsson, Niklas
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Shepard, Neil
2
Sørensen, Helle
2
Westin, Lars
2
Ørregaard Nielsen, Morten
2
Østbye, Stein
2
Bartholdy, Jan
1
Bask, Mikael
1
Bechmann, Ken L.
1
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Centre for Analytical Finance <Århus>
Umeå universitet
Center for Economic Research <Tilburg>
278
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
242
European University Institute / Department of Economics
217
National Bureau of Economic Research
216
Ekonomiska forskningsinstitutet <Stockholm>
200
Forschungsinstitut zur Zukunft der Arbeit
165
Internationaler Währungsfonds / Research Department
135
Foerder Institute for Economic Research <Tēl-Āvîv>
109
Universitat Pompeu Fabra / Departament d'Economia i Empresa
107
University of Exeter / Department of Economics
105
International Monetary Fund
104
Social Systems Research Institute
99
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
99
Institut für Weltwirtschaft
89
Australian National University / Faculty of Economics and Commerce
84
Universitetet i Oslo / Økonomisk institutt
79
Massachusetts Institute of Technology / Department of Economics
78
Columbia University / Department of Economics
75
Robert Schuman Centre for Advanced Studies
75
Centre for Economic Policy Research
72
European University Institute / Department of Law
72
University of Warwick / Department of Economics
72
Federal Reserve System / Board of Governors
71
Erasmus Research Institute of Management
70
Instituto Valenciano de Investigaciones Económicas
70
Johns Hopkins University / Department of Economics
68
INSEAD
66
Econometrisch Instituut <Rotterdam>
63
Federal Reserve System / Division of Research and Statistics
63
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
63
Bonn Graduate School of Economics
62
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
62
Brown University / Department of Economics
61
University of Southampton / Department of Economics
58
Escola de Pós-Graduação em Economia <Rio de Janeiro>
57
Institute of Finance and Accounting <London>
57
Chambre de commerce et d'industrie de Paris
53
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
52
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Umeå economic studies
67
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
66
Source
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ECONIS (ZBW)
133
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1
Estimation of expected return : CAPM vs Fama and French
Bartholdy, Jan
(
contributor
);
Peare, Paula
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069191
Saved in:
2
Exotic options : proofs without formulas
Poulsen, R.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922259
Saved in:
3
Speculative bubbles in stock prices? : Tests based on the price-dividend ratio
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001998442
Saved in:
4
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
5
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
6
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:
7
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
8
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
Saved in:
9
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
10
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
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