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~institution:"Centre for Analytical Finance <Århus>"
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The q5 model and its consisten...
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Theorie
70
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70
Option pricing theory
15
Optionspreistheorie
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11
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11
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10
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Barndorff-Nielsen, Ole E.
9
Tanggaard, Carsten
5
Christensen, Bent Jesper
4
Shephard, Neil G.
4
Sørensen, Michael
4
Di Miscia, Orazio
3
Engsted, Tom
3
Lunde, Asger
3
Mikkelsen, Peter
3
Raahauge, Peter
3
Shepard, Neil
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Hansen, Peter Reinhard
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Ørregaard Nielsen, Morten
2
Bartholdy, Jan
1
Bechmann, Ken L.
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
Kristensen, Dennis
1
Levendorskij, Sergej Z.
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,652
Edward Elgar Publishing
412
OECD
354
International Monetary Fund
324
International Monetary Fund (IMF)
296
Ekonomiska forskningsinstitutet <Stockholm>
289
Center for Economic Research <Tilburg>
285
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
267
Springer Fachmedien Wiesbaden
258
European University Institute / Department of Economics
250
IGI Global
213
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165
World Bank
161
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139
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138
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136
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127
Foerder Institute for Economic Research <Tēl-Āvîv>
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University of Exeter / Department of Economics
107
Social Systems Research Institute
103
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
102
Springer-Verlag GmbH
91
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85
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83
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76
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76
Columbia University / Department of Economics
75
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
75
European University Institute / Department of Law
74
Instituto Valenciano de Investigaciones Económicas
74
De Gruyter Oldenbourg
73
University of Warwick / Department of Economics
73
Federal Reserve System / Division of Research and Statistics
71
Deutschland / Bundeswehr / Universität Hamburg
69
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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
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
Saved in:
3
Hedging
with a misspecified model
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724264
Saved in:
4
A Monte Carlo method for exponential
hedging
of contingent claims
Grasselli, M.R.
(
contributor
);
Hurd, T.R.
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724279
Saved in:
5
How to hedge unknown risk
Christensen, Claus Vorm
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560026
Saved in:
6
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
Saved in:
7
Management and employee compensation policy, and matched data on private firms : a no arbitrage asset pricing approach to on-the-job search and the wage distribution
Christensen, Bent Jesper
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622243
Saved in:
8
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
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9
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:
10
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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