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1
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:
2
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
Saved in:
3
Cheats, banks and liquidity constraints
Perraudin, William R. M.
;
Sørensen, Bent E.
-
1989
Persistent link: https://www.econbiz.de/10000760148
Saved in:
4
A continuous-time arbitrage-pricing model with stochastic volatility and jumps
Ho, Mun S.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 31-43
Persistent link: https://www.econbiz.de/10001203183
Saved in:
5
The demand for risky assets : sample selection and household portfolios
Perraudin, William R. M.
;
Sørensen, Bent E.
- In:
Journal of econometrics
97
(
2000
)
1
,
pp. 117-144
Persistent link: https://www.econbiz.de/10001487321
Saved in:
6
Information flows in the foreign exchange market
Perraudin, William R. M.
;
Vitale, Paolo
-
1994
Persistent link: https://www.econbiz.de/10000147750
Saved in:
7
Optimal bank reorganisation and the fair pricing of deposit guarantees
Fries, Steven M.
;
Mella-Barral, Pierre
;
Perraudin, …
-
1994
Persistent link: https://www.econbiz.de/10000147755
Saved in:
8
European pension systems : a simulation analysis
Kenç, Turalay
;
Perraudin, William R. M.
-
1995
Persistent link: https://www.econbiz.de/10000147766
Saved in:
9
Demography, pensions and welfare : fertility shocks and the Finnish economy
Kenç, Turalay
;
Perraudin, William R. M.
-
1996
Persistent link: https://www.econbiz.de/10000964572
Saved in:
10
Mutual fund seperation with general preferences
Lewbel, Arthur
;
Perraudin, William R. M.
-
1992
Persistent link: https://www.econbiz.de/10000843607
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