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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
Saved in:
2
Rationelle forventninger - set som økonometrisk metode
Sørensen, Bent E.
-
1988
Persistent link: https://www.econbiz.de/10000754685
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3
4 essays on econometric estimation of economic and financial models
Sørensen, Bent E.
-
1990
Persistent link: https://www.econbiz.de/10000819984
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4
Cheats, banks and liquidity constraints
Perraudin, William R. M.
;
Sørensen, Bent E.
-
1989
Persistent link: https://www.econbiz.de/10000760148
Saved in:
5
Continuous time international arbitrage pricing : theory and estimation
Perraudin, William R. M.
;
Sørensen, Bent E.
-
1994
Persistent link: https://www.econbiz.de/10000147748
Saved in:
6
Industrial specialization and the asymmetry of shocks across regions
Kalemli-Ozcan, Sebnem
;
Sørensen, Bent E.
;
Yosha, Oved
-
1999
Persistent link: https://www.econbiz.de/10001426822
Saved in:
7
Finding cointegration rank in high dimensional systems using the Johansen test : an illustration using data based Monte Carlo simulations
Ho, Mun S.
- In:
The review of economics and statistics
78
(
1996
)
4
,
pp. 726-732
Persistent link: https://www.econbiz.de/10001209682
Saved in:
8
Consumption and aggregate constraints : evidence from US states and Canadian provinces
Ostergaard, Charlotte
;
Sørensen, Bent E.
;
Yosha, Oved
- In:
Journal of political economy
110
(
2002
)
3
,
pp. 634-645
Persistent link: https://www.econbiz.de/10001688144
Saved in:
9
Economic integration, industrial specialization, and the asymmetry of macroeconomic fluctuations
Kalemli-Ozcan, Sebnem
;
Sørensen, Bent E.
;
Yosha, Oved
- In:
Journal of international economics
55
(
2001
)
1
,
pp. 107-137
Persistent link: https://www.econbiz.de/10001617692
Saved in:
10
Risk sharing and industrial specialization : regional and international evidence
Kalemli-Ozcan, Sebnem
;
Sørensen, Bent E.
;
Yosha, Oved
- In:
The American economic review
93
(
2003
)
3
,
pp. 903-918
Persistent link: https://www.econbiz.de/10001779275
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