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~institution:"Centre for Analytical Finance <Århus>"
~subject:"EU-Staaten"
~subject:"Theory"
~type_genre:"Non-commercial literature"
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Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
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The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
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2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
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Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
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