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~institution:"Centre for Analytical Finance <Århus>"
~subject:"CAPM"
~subject:"Time series analysis"
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CAPM
Time series analysis
Theorie
70
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70
Option pricing theory
14
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14
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11
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Bartholdy, Jan
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Koulikov, Dmitri
1
Mikkelsen, Peter
1
Myhre Lildholt, Peter
1
Peare, Paula
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Raahauge, Peter
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Rahbek, Anders
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
283
Ekonomiska forskningsinstitutet <Stockholm>
45
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
45
European University Institute / Department of Economics
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11
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Erasmus Research Institute of Management
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Institute of Finance and Accounting <London>
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London School of Economics and Political Science
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Rodney L. White Center for Financial Research
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Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
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Springer Fachmedien Wiesbaden
5
Svenska Handelshögskolan <Helsinki>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
10
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ECONIS (ZBW)
10
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Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
Saved in:
2
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
3
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
Saved in:
4
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
Saved in:
5
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
6
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
Saved in:
7
Management and employee compensation policy, and matched data on private firms : a no arbitrage asset pricing approach to on-the-job search and the wage distribution
Christensen, Bent Jesper
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622243
Saved in:
8
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
Saved in:
9
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
Saved in:
10
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:
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