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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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Cheats, banks and liquidity constraints
Perraudin, William R. M.; Sørensen, Bent E. - 1989
Persistent link: https://www.econbiz.de/10000760148
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Worker flows and job flows in Danish manufacturing, 1980 - 91
Albæk, Karsten - 1995
Persistent link: https://www.econbiz.de/10000554682
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Income and consumption smoothing among US States : regions or clubs?
Sørensen, Bent E.; Yosha, Oved - 1996
Persistent link: https://www.econbiz.de/10000607924
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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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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