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~institution:"Centre for Analytical Finance <Århus>"
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Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
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Option trading
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Arbeitspapier
66
Graue Literatur
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66
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English
70
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Barndorff-Nielsen, Ole E.
8
Sørensen, Michael
4
Tanggaard, Carsten
4
Christensen, Bent Jesper
3
Di Miscia, Orazio
3
Lunde, Asger
3
Mikkelsen, Peter
3
Shepard, Neil
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Hansen, Peter Reinhard
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Raahauge, Peter
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Ørregaard Nielsen, Morten
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Brunetti, Celso
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Grosen, Anders
1
Hansen, Niels Richard
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Jensen, Morten Berg
1
Kessler, Mathieu
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
Levendorskij, Sergej Z.
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,225
Edward Elgar Publishing
412
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
295
Ekonomiska forskningsinstitutet <Stockholm>
290
Center for Economic Research <Tilburg>
288
Springer Fachmedien Wiesbaden
266
OECD
258
European University Institute / Department of Economics
253
IGI Global
226
Forschungsinstitut zur Zukunft der Arbeit
168
World Bank
155
International Monetary Fund
151
Tilburg University, Center for Economic Research
143
Institut für Weltwirtschaft
140
Foerder Institute for Economic Research <Tēl-Āvîv>
137
Internationaler Währungsfonds / Research Department
137
Centre for Economic Policy Research
136
Umeå universitet
127
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
114
University of Exeter / Department of Economics
110
Universitat Pompeu Fabra / Departament d'Economia i Empresa
109
Social Systems Research Institute
104
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
103
Springer-Verlag GmbH
92
Deutsche Forschungsgemeinschaft
91
Australian National University / Faculty of Economics and Commerce
86
Robert Schuman Centre for Advanced Studies
83
Universitetet i Oslo / Økonomisk institutt
80
University of Warwick / Department of Economics
79
Massachusetts Institute of Technology / Department of Economics
78
European University Institute / Department of Law
77
Columbia University / Department of Economics
76
Federal Reserve System / Board of Governors
75
De Gruyter Oldenbourg
74
Instituto Valenciano de Investigaciones Económicas
74
CentER for Economic Research, Universiteit van Tilburg
73
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
73
Erasmus Research Institute of Management
72
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
70
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
70
Source
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ECONIS (ZBW)
70
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1
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
Saved in:
2
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
Saved in:
3
Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of volatility models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
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4
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Saved in:
5
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:
6
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
7
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
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8
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
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9
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
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10
New evidence on the implied-realized volatility relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
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