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Asset Pricing : A Tale of Nigh...
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Theorie
70
Theory
70
Option pricing theory
16
Optionspreistheorie
16
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
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8
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Markov chain
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Option trading
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Optionsgeschäft
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Forecast
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Kleinste-Quadrate-Methode
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Barndorff-Nielsen, Ole E.
9
Christensen, Bent Jesper
4
Shephard, Neil G.
4
Strunk Hansen, Charlotte
4
Sørensen, Michael
4
Tanggaard, Carsten
4
Di Miscia, Orazio
3
Lunde, Asger
3
Mikkelsen, Peter
3
Raahauge, Peter
3
Shepard, Neil
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
Rahbek, Anders
2
Schmidli, Hanspeter
2
Stentoft, Lars
2
Sørensen, Helle
2
Tuypens, Bjorn E.
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
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,699
Edward Elgar Publishing
405
Ekonomiska forskningsinstitutet <Stockholm>
293
Center for Economic Research <Tilburg>
286
OECD
276
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
269
Springer Fachmedien Wiesbaden
259
European University Institute / Department of Economics
249
IGI Global
213
International Monetary Fund
173
World Bank
168
Forschungsinstitut zur Zukunft der Arbeit
165
Institut für Weltwirtschaft
142
Internationaler Währungsfonds / Research Department
141
Centre for Economic Policy Research
139
Umeå universitet
127
Foerder Institute for Economic Research <Tēl-Āvîv>
126
Universitat Pompeu Fabra / Departament d'Economia i Empresa
114
University of Exeter / Department of Economics
107
Social Systems Research Institute
103
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
103
Springer-Verlag GmbH
92
Australian National University / Faculty of Economics and Commerce
84
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83
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80
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79
Massachusetts Institute of Technology / Department of Economics
78
Robert Schuman Centre for Advanced Studies
76
Columbia University / Department of Economics
75
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75
Erasmus Research Institute of Management
75
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75
European University Institute / Department of Law
74
Federal Reserve System / Division of Research and Statistics
74
Instituto Valenciano de Investigaciones Económicas
73
University of Warwick / Department of Economics
73
Deutschland / Bundeswehr / Universität Hamburg
69
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
69
Federal Reserve Bank of St. Louis
68
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
75
Source
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ECONIS (ZBW)
75
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1
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
2
Latent utility shocks in a structural empirical asset pricing model
Christensen, Bent Jesper
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507048
Saved in:
3
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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4
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
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5
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
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6
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
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7
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
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8
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
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9
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
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10
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
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