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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Federal Reserve System / Division of Research and Statistics"
~language:"ara"
~language:"eng"
~subject:"Kapitaleinkommen"
~subject:"Zeitreihenanalyse"
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Kapitaleinkommen
Zeitreihenanalyse
Theorie
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Zhou, Chunsheng
2
Busch, Thomas
1
Christiansen, Charlotte
1
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Koulikov, Dmitri
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Lunde, Asger
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Centre for Analytical Finance <Århus>
Federal Reserve System / Division of Research and Statistics
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262
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
45
Ekonomiska forskningsinstitutet <Stockholm>
42
European University Institute / Department of Economics
33
Rodney L. White Center for Financial Research
11
Umeå universitet
11
Econometrisch Instituut <Rotterdam>
9
University of Chicago / Center for Research in Security Prices
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Erasmus Research Institute of Management
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University of Exeter / Department of Economics
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
8
Finance and economics discussion series
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ECONIS (ZBW)
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Measuring the social return to R&D
Jones, Charles I.
-
1997
Persistent link: https://www.econbiz.de/10000961486
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2
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
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3
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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4
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
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contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
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5
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
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contributor
)
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
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6
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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7
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
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8
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
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2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
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9
Stock market fluctuations and the term structure
Zhou, Chunsheng
-
1996
Persistent link: https://www.econbiz.de/10000930617
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10
Forecasting long- and short-horizon stock returns in a unified framework
Zhou, Chunsheng
-
1996
Persistent link: https://www.econbiz.de/10000931475
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