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~isPartOf:"Discussion papers / Institute of Economics, University of Copenhagen"
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1
Multivariate tests of a continuous time equilibrium arbitrage pricing theory with conditional heteroskedasticity and jumps
Ho, Mun S.
;
Perraudin, William R. M.
;
Sørensen, Bent E.
-
1992
Persistent link: https://www.econbiz.de/10000838347
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2
Cheats, banks and liquidity constraints
Perraudin, William R. M.
;
Sørensen, Bent E.
-
1989
Persistent link: https://www.econbiz.de/10000760148
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3
GMM estimation of a stochastic volatility model : a Monte Carlo study
Andersen, Torben
-
1995
Persistent link: https://www.econbiz.de/10000932332
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4
Modelling exchange rates in continuous time : theory, estimation and option pricing
Perraudin, William R. M.
;
Sørensen, Bent E.
-
1994
Persistent link: https://www.econbiz.de/10000901770
Saved in:
5
Income and consumption smoothing among US States : regions or clubs?
Sørensen, Bent E.
;
Yosha, Oved
-
1996
Persistent link: https://www.econbiz.de/10000607924
Saved in:
6
Worker flows and job flows in Danish manufacturing, 1980 - 91
Albæk, Karsten
-
1995
Persistent link: https://www.econbiz.de/10000554682
Saved in:
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