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United States
Theorie
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25
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20
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19
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18
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Figlewski, Stephen
15
Ahn, Dong-Hyun
6
Dittmar, Robert F.
3
Conrad, Jennifer S.
2
Cumby, Robert
2
Gao, Bin
2
Hasbrouck, Joel
2
Cao, H. Henry
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Chrétien, Stéphane
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The review of financial studies
4
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
3
Journal of financial and quantitative analysis : JFQA
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of finance : the journal of the American Finance Association
2
Brookings-Wharton papers on financial services
1
European financial management : the journal of the European Financial Management Association
1
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ECONIS (ZBW)
23
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1
Common factors and local factors : implications for term structures and exchange rates
Ahn, Dong-Hyun
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
1
,
pp. 69-102
Persistent link: https://www.econbiz.de/10001988559
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2
A parametric nonlinear model of term structure dynamics
Ahn, Dong-Hyun
- In:
The review of financial studies
12
(
1999
)
4
,
pp. 721-762
Persistent link: https://www.econbiz.de/10001421854
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3
Portfolio performance measurement : a no arbitrage bounds approach
Ahn, Dong-Hyun
;
Cao, H. Henry
;
Chrétien, Stéphane
- In:
European financial management : the journal of the …
15
(
2009
)
2
,
pp. 298-339
Persistent link: https://www.econbiz.de/10003824786
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4
Basic assets
Ahn, Dong-Hyun
;
Conrad, Jennifer S.
;
Dittmar, Robert F.
- In:
The review of financial studies
22
(
2009
)
12
,
pp. 5133-5174
Persistent link: https://www.econbiz.de/10003916318
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5
Quadratic term structure models : theory and evidence
Ahn, Dong-Hyun
;
Dittmar, Robert F.
;
Gallant, A. Ronald
- In:
The review of financial studies
15
(
2002
)
1
,
pp. 243-288
Persistent link: https://www.econbiz.de/10001639617
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6
Risk adjustment and trading strategies
Ahn, Dong-Hyun
;
Conrad, Jennifer S.
;
Dittmar, Robert F.
- In:
The review of financial studies
16
(
2003
)
2
,
pp. 459-485
Persistent link: https://www.econbiz.de/10001764236
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7
Assessing the incremental value of option pricing theory relative to an "informationally passive" benchmark
Figlewski, Stephen
-
2002
Persistent link: https://www.econbiz.de/10001701082
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8
Assessing the incremental value of option pricing theory relative to an informationally passive benchmark
Figlewski, Stephen
- In:
The journal of derivatives : the official publication …
10
(
2002
)
1
,
pp. 80-96
Persistent link: https://www.econbiz.de/10001718716
Saved in:
9
Derivates risks, old and new
Figlewski, Stephen
- In:
Brookings-Wharton papers on financial services
1
(
1998
),
pp. 159-217
Persistent link: https://www.econbiz.de/10001744321
Saved in:
10
Forecasting volatility
Figlewski, Stephen
- In:
Financial markets, institutions & instruments
6
(
1997
)
1
Persistent link: https://www.econbiz.de/10001217426
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