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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
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ToKnowPress
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Testing the significance of calendar effects
Hansen, Peter Reinhard
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2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
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On optimal investment and subexponential claims
Schmidli, Hanspeter
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contributor
)
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2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001979814
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3
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the large claim case
Schmidli, Hanspeter
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contributor
)
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2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724275
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4
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the small claim case
Schmidli, Hanspeter
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contributor
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724276
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5
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
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contributor
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2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
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6
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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7
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
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contributor
); …
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2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
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8
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
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9
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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