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CAPM
Zeitreihenanalyse
Theorie
211
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211
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51
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51
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Grassi, Stefano
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Podolskij, Mark
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5
Kruse, Robinson
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Santucci de Magistris, Paolo
5
Haldrup, Niels
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3
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2
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2
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2
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2
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2
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2
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2
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Noriega-Muro, Antonio E.
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Qin, Zhenjiang
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CREATES research paper
Journal of econometrics
373
Economics letters
353
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298
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
269
Working paper / National Bureau of Economic Research, Inc.
254
NBER Working Paper
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Journal of forecasting
231
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216
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209
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202
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196
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190
The journal of finance : the journal of the American Finance Association
189
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166
Finance research letters
164
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162
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158
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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109
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
108
Management science : journal of the Institute for Operations Research and the Management Sciences
107
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
106
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Computational economics
100
International review of financial analysis
99
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99
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96
International review of economics & finance : IREF
91
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83
Research paper series / Swiss Finance Institute
83
European journal of operational research : EJOR
81
Mathematical finance : an international journal of mathematics, statistics and financial theory
81
Working paper / Department of Econometrics and Business Statistics, Monash University
81
Journal of financial and quantitative analysis : JFQA
80
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ECONIS (ZBW)
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1
Adding and subtracting black-scholes : a new approach to approximating derivative prices in continuous time models
Kristensen, Dennis
;
Mele, Antonio
-
2009
Persistent link: https://www.econbiz.de/10003849531
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2
Stochastic volatility
Andersen, Torben
;
Benzoni, Luca
-
2010
Persistent link: https://www.econbiz.de/10003937010
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3
Affine bond pricing with a mixture distribution for interest rate time-series dynamics
Rasmussen, Torben B
-
2010
Persistent link: https://www.econbiz.de/10003939417
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4
An asset pricing approach to testing general term structure models including Heath-Jarrow-Morton specifications and affine subclasses
Christensen, Bent Jesper
;
Wel, Michael van der
-
2010
Persistent link: https://www.econbiz.de/10003947812
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5
Nonlinear Kalman filtering in affine term structure models
Christoffersen, Peter F.
;
Dorion, Christian
;
Jacobs, Kris
; …
-
2012
Persistent link: https://www.econbiz.de/10009667381
Saved in:
6
Long and short memory in dynamic term structure models
Huseynov, Salman
-
2021
-
This version: 3 December 2021
Persistent link: https://www.econbiz.de/10012815974
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7
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
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8
Do realized skewness and kurtosis predict the cross-section of equity returns?
Amaya, Diego
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10009385117
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9
Explaining asset prices with low risk aversion and low intertemporal substitution
Andreasen, Martin Møller
;
Jørgensen, Kasper
-
2016
Persistent link: https://www.econbiz.de/10011474816
Saved in:
10
Modelling and estimating large macroeconomic shocks during the pandemic
Corrado, Luisa
;
Grassi, Stefano
;
Paolillo, Aldo
-
2021
Persistent link: https://www.econbiz.de/10012620771
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