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A model of stock price adjustm...
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Theorie
70
Theory
70
Option pricing theory
15
Optionspreistheorie
15
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
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8
Volatilität
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7
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Maximum likelihood estimation
5
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Option trading
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Schätztheorie
5
CAPM
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Cointegration
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3
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3
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3
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73
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69
Graue Literatur
69
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69
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69
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English
73
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Barndorff-Nielsen, Ole E.
8
Sørensen, Michael
4
Tanggaard, Carsten
4
Bechmann, Ken L.
3
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
Raaballe, Johannes
2
Raahauge, Peter
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Stentoft, Lars
2
Sørensen, Helle
2
Ørregaard Nielsen, Morten
2
Bartholdy, Jan
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
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,675
Edward Elgar Publishing
411
OECD
308
Ekonomiska forskningsinstitutet <Stockholm>
290
Center for Economic Research <Tilburg>
286
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
266
Springer Fachmedien Wiesbaden
260
European University Institute / Department of Economics
251
International Monetary Fund
244
IGI Global
212
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165
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165
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145
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141
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138
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127
Foerder Institute for Economic Research <Tēl-Āvîv>
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113
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107
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
103
Social Systems Research Institute
102
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
101
Springer-Verlag GmbH
92
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84
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83
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80
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79
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79
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78
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78
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76
Columbia University / Department of Economics
75
European University Institute / Department of Law
75
De Gruyter Oldenbourg
74
Federal Reserve System / Division of Research and Statistics
73
University of Warwick / Department of Economics
73
Instituto Valenciano de Investigaciones Económicas
72
Deutschland / Bundeswehr / Universität Hamburg
70
INSEAD
70
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
73
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ECONIS (ZBW)
73
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1
Speculative bubbles in stock prices? : Tests based on the price-
dividend
ratio
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001998442
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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
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
Saved in:
4
A piece to the
dividend
puzzle
Raaballe, Johannes
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728521
Saved in:
5
The differences between stock splits and stock dividends : evidence from Denmark
Bechmann, Ken L.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001979777
Saved in:
6
Pricing american options when the underlying stock price exhibits time-vaying volatility
Stentoft, Lars
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690047
Saved in:
7
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
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8
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
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9
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
10
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
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