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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Erasmus Research Institute of Management"
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Christensen, Bent Jesper
4
Christiansen, Charlotte
4
Post, Thierry
4
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3
Lunde, Asger
3
Strunk Hansen, Charlotte
3
Vliet, Pim van
3
Barndorff-Nielsen, Ole E.
2
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1
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1
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1
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1
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1
Boswijk, Herman Peter
1
Brandorff-Nielsen, Ole E.
1
Brito, Marisa P. de
1
Brunetti, Celso
1
Busch, Thomas
1
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1
Dijk, Mathijs van
1
Engsted, Tom
1
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1
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1
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1
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1
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1
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1
Laan, Erwin A. van der
1
Langerak, Fred
1
Levendorskij, Sergej Z.
1
Mahieu, Ronald J.
1
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Centre for Analytical Finance <Århus>
Erasmus Research Institute of Management
National Bureau of Economic Research
1,703
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
230
International Monetary Fund (IMF)
159
C.E.P.R. Discussion Papers
82
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54
HAL
47
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47
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47
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42
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40
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38
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36
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33
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32
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31
CESifo
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Agricultural and Applied Economics Association - AAEA
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Springer Fachmedien Wiesbaden
23
European University Institute / Department of Economics
22
World Bank
22
Institute of Finance and Accounting <London>
21
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
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University of Chicago / Center for Research in Security Prices
21
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
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Chambre de commerce et d'industrie de Paris
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National Centre of Competence in Research North South <Bern>
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Society for Computational Economics - SCE
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Svenska Handelshögskolan <Helsinki>
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University of Canterbury / Dept. of Economics and Finance
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European University Institute / Department of Law
18
Institut für Weltwirtschaft
18
Internationaler Währungsfonds / Research Department
18
Federal Reserve System / Board of Governors
17
Reserve Bank of Australia
17
Escola de Pós-Graduação em Economia <Rio de Janeiro>
15
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
15
Swiss National Centre of Competence in Research North South <Bern>
15
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
31
ERIM report series research in management
20
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ECONIS (ZBW)
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1
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
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2
Managing product returns : the role of forecasting
Toktay, L. Beril
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001772106
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3
Modeling the conditional covariance between stock and bond returns : a multivariate GARCH approach
Goeij, Peter de
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001639402
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4
Conditional downside risk and the
CAPM
Post, Thierry
(
contributor
);
Vliet, Pim van
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002190699
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5
Statistical inference on stochastic dominance efficiency : do omitted risk factors explain the size and book-to-market effects?
Post, Thierry
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001765957
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6
Measuring credit spread risk : incorporating the tails
Campbell, Rachel
(
contributor
);
Huisman, Ronald
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001709759
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7
The comovement of US and UK stock markets
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660129
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8
Do countries or industries explain momentum in Europe?
Nijman, Theodore E.
(
contributor
); …
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001709653
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9
Holding period return-risk modeling : ambiguity in estimation
Hallerbach, Winfried G.
(
contributor
)
-
2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791547
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10
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic
volatility
model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
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