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~person:"Ascheberg, Marius"
~person:"Kurz, Mordecai"
~subject:"Börsenkurs"
~subject:"Estimation"
~type_genre:"Aufsatz im Buch"
~type_genre:"Book section"
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Ascheberg, Marius
Kurz, Mordecai
Frick, Bernd
5
Barnett, William A.
4
Herwartz, Helmut
4
Hurd, Michael D.
4
Poterba, James M.
4
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Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
4
Endogenous economic fluctuations : studies in the theory of rational beliefs
2
General equilibrium : problem and prospects
1
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ECONIS (ZBW)
7
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1
Hedging structured credit products during the credit crisis : a horse race of 10 models
Ascheberg, Marius
;
Bick, Björn
;
Kraft, Holger
- In:
Essays on empirical asset pricing, dynamic asset …
,
(pp. 217-268)
.
2013
Persistent link: https://www.econbiz.de/10010412564
Saved in:
2
Long-run relations between labor income, stock prices, and house prices and their implications for household decisions
Ascheberg, Marius
;
Kraft, Holger
;
Munk, Claus
;
Weiss, Farina
- In:
Essays on empirical asset pricing, dynamic asset …
,
(pp. 97-146)
.
2013
Persistent link: https://www.econbiz.de/10010412567
Saved in:
3
Factor mimicking portfolios from parametric portfolio policies
Ascheberg, Marius
- In:
Essays on empirical asset pricing, dynamic asset …
,
(pp. 69-96)
.
2013
Persistent link: https://www.econbiz.de/10010412570
Saved in:
4
Pricing of firm specific jump risk
Ascheberg, Marius
;
Kraft, Holger
;
Yildirim, Yildiray
- In:
Essays on empirical asset pricing, dynamic asset …
,
(pp. 21-68)
.
2013
Persistent link: https://www.econbiz.de/10010412571
Saved in:
5
Endogenous uncertainty and rational belief equilibrium : a unified theory of market volatility
Kurz, Mordecai
- In:
General equilibrium : problem and prospects
,
(pp. 246-282)
.
2003
Persistent link: https://www.econbiz.de/10001986747
Saved in:
6
The equity premium is no puzzle
Kurz, Mordecai
- In:
Endogenous economic fluctuations : studies in the …
,
(pp. 283-315)
.
1997
Persistent link: https://www.econbiz.de/10001321778
Saved in:
7
Asset prices with rational beliefs
Kurz, Mordecai
- In:
Endogenous economic fluctuations : studies in the …
,
(pp. 211-249)
.
1997
Persistent link: https://www.econbiz.de/10001321779
Saved in:
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