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Theorie
70
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Barndorff-Nielsen, Ole E.
8
Strunk Hansen, Charlotte
4
Sørensen, Michael
4
Tanggaard, Carsten
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Christensen, Bent Jesper
3
Di Miscia, Orazio
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Lunde, Asger
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Mikkelsen, Peter
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Shepard, Neil
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Shephard, Neil G.
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Søndergaard Rasmussen, Nicki
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Taulbjerg, Jes
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Engsted, Tom
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Hansen, Peter Reinhard
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
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Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
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Raahauge, Peter
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Rahbek, Anders
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Tuypens, Bjorn E.
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Ørregaard Nielsen, Morten
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1
Bechmann, Ken L.
1
Brunetti, Celso
1
Busch, Thomas
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Daniels, Kenneth N.
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Grasselli, M.R.
1
Grosen, Anders
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Hansen, Niels Richard
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Hurd, T.R.
1
Jakubenas, Paulius
1
Jensen, Morten Berg
1
Kessler, Mathieu
1
Koulikov, Dmitri
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,518
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406
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294
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289
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279
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270
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72
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70
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69
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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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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
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-run regression :
theory
and application to U.S. asset markets
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491534
Saved in:
4
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
Saved in:
5
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
Saved in:
6
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
Saved in:
7
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:
8
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:
9
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
10
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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