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Theorie
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Barndorff-Nielsen, Ole E.
8
Tanggaard, Carsten
5
Christensen, Bent Jesper
4
Strunk Hansen, Charlotte
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Sørensen, Michael
4
Di Miscia, Orazio
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Engsted, Tom
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Lunde, Asger
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Mikkelsen, Peter
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Raahauge, Peter
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Shephard, Neil G.
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Hansen, Peter Reinhard
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Løchte Jørgensen, Peter
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Myhre Lildholt, Peter
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Nielsen, Jens Perch
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Nielsen, Morten Ørregaard
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Rahbek, Anders
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Tuypens, Bjorn E.
2
Ørregaard Nielsen, Morten
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1
Bechmann, Ken L.
1
Brunetti, Celso
1
Busch, Thomas
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1
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Hansen, Niels Richard
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Jakubenas, Paulius
1
Jensen, Morten Berg
1
Kessler, Mathieu
1
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1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,723
Edward Elgar Publishing
417
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371
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289
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284
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76
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75
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Instituto Valenciano de Investigaciones Económicas
73
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
73
University of Warwick / Department of Economics
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
74
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ECONIS (ZBW)
74
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1
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
2
Short tales, price pressure, and the stock price response to convertible bond calls
Bechmann, Ken L.
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851134
Saved in:
3
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
4
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
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5
The information content of earnings announcements in Denmark
Sponholtz, Carina
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069215
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6
Latent utility shocks in a structural empirical asset pricing model
Christensen, Bent Jesper
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507048
Saved in:
7
Long-run regression :
theory
and application to U.S. asset markets
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491534
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8
The comovement of US and UK stock markets
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660129
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9
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
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10
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
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