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A note on "Quarterly returns t...
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Theorie
70
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Optionspreistheorie
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Barndorff-Nielsen, Ole E.
8
Tanggaard, Carsten
5
Sørensen, Michael
4
Christensen, Bent Jesper
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Di Miscia, Orazio
3
Engsted, Tom
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Lunde, Asger
3
Mikkelsen, Peter
3
Shepard, Neil
3
Shephard, Neil G.
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Strunk Hansen, Charlotte
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Søndergaard Rasmussen, Nicki
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Taulbjerg, Jes
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2
Christiansen, Charlotte
2
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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
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1
Jakubenas, Paulius
1
Jensen, Morten Berg
1
Kessler, Mathieu
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,538
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291
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286
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258
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73
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70
Federal Reserve System / Division of Research and Statistics
70
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
71
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ECONIS (ZBW)
71
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Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
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contributor
); …
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
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The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
(
contributor
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Lunde, Asger
(
contributor
)
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
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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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Speculative bubbles in stock prices? : Tests based on the price-dividend ratio
Engsted, Tom
(
contributor
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Tanggaard, Carsten
(
contributor
)
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2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001998442
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5
Higher-order finite element solutions of options prices
Raahauge, Peter
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contributor
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
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6
Empirical rationality in the stock market
Raahauge, Peter
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2003
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[Elektronische Resource]
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Errors in trade classification : consequences and remedies
Tanggaard, Carsten
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contributor
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
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8
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
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contributor
)
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
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The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
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10
Testing the martingale restriction for option implied densities
Busch, Thomas
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2004
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Persistent link: https://www.econbiz.de/10002491622
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