//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Centre for Analytical Finance <Århus>"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Appendix to 'Short Interest an...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
4
Theory
4
Börsenkurs
3
Capital income
3
Kapitaleinkommen
3
Share price
3
Option trading
2
Optionsgeschäft
2
ARCH model
1
ARCH-Modell
1
Ankündigungseffekt
1
Announcement effect
1
Bond market
1
Bubbles
1
Comparison
1
Convertible bond
1
Dividend
1
Dividende
1
Forecast
1
Forecasting model
1
Großbritannien
1
Option pricing theory
1
Optionspreistheorie
1
Prognose
1
Prognoseverfahren
1
Regression analysis
1
Regressionsanalyse
1
Rentenmarkt
1
Spekulationsblase
1
Statistical distribution
1
Statistische Verteilung
1
USA
1
United Kingdom
1
United States
1
VAR model
1
VAR-Modell
1
Vergleich
1
Volatility
1
Volatilität
1
Wandelanleihe
1
more ...
less ...
Type of publication
All
Book / Working Paper
6
Type of publication (narrower categories)
All
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Language
All
English
6
Author
All
Engsted, Tom
2
Tanggaard, Carsten
2
Bechmann, Ken L.
1
Jensen, Morten Berg
1
Lunde, Asger
1
Stentoft, Lars
1
Strunk Hansen, Charlotte
1
Tuypens, Bjorn E.
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
1,128
International Monetary Fund (IMF)
45
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
33
Rodney L. White Center for Financial Research
27
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
23
Ekonomiska forskningsinstitutet <Stockholm>
19
OECD
18
Federal Reserve Bank of St. Louis
16
University of Chicago / Center for Research in Security Prices
16
Chambre de commerce et d'industrie de Paris
14
School of Finance and Business Economics <Perth, Western Australia>
13
The Wharton Financial Institutions Center
13
Federal Reserve System / Board of Governors
12
Federal Reserve System / Division of Research and Statistics
12
Birkbeck College / Department of Economics
11
International Monetary Fund
11
Erasmus Research Institute of Management
10
Institute of Finance and Accounting <London>
10
Center for Economic Research <Tilburg>
9
Centre for Economic Policy Research
9
New York Stock Exchange
9
Svenska Handelshögskolan <Helsinki>
9
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
8
Federal Reserve Bank of San Francisco
7
Institut für Weltwirtschaft
7
Internationaler Währungsfonds / Research Department
7
Universität Mannheim
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
6
Federal Reserve Bank of New York
6
Institut for Nationaløkonomi <Kopenhagen>
6
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
6
Springer Fachmedien Wiesbaden
6
University of British Columbia / Finance Division
6
University of Canterbury / Dept. of Economics and Finance
6
University of Exeter / Department of Economics
6
William Davidson Institute <Ann Arbor, Mich.>
6
Zentrum für Europäische Wirtschaftsforschung
6
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
5
Deutsche Forschungsgemeinschaft
5
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
6
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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 comovement of US and UK stock markets
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660129
Saved in:
3
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:
4
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
Saved in:
5
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:
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->