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Emergence of a core-periphery...
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Theorie
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Barndorff-Nielsen, Ole E.
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Sørensen, Michael
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Tanggaard, Carsten
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Christensen, Bent Jesper
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Di Miscia, Orazio
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Lunde, Asger
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Søndergaard Rasmussen, Nicki
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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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Raahauge, Peter
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Rahbek, Anders
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Sørensen, Helle
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
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99
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
70
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ECONIS (ZBW)
70
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1
Empirical rationality in the stock market
Raahauge, Peter
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contributor
)
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2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
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2
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
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2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
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3
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
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4
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
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5
Estimation of expected return : CAPM vs Fama and French
Bartholdy, Jan
(
contributor
);
Peare, Paula
(
contributor
)
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069191
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6
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
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7
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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8
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
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2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
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9
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
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10
New evidence on the implied-realized volatility relation
Christensen, Bent Jesper
(
contributor
); …
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
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