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subject:"Capital income"
subject:"Zeitreihenanalyse"
~institution:"University of British Columbia / Finance Division"
~subject:"CAPM"
~subject:"Markov chain"
~subject:"Takeover"
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Capital income
Zeitreihenanalyse
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Markov chain
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Theorie
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7
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Li, Kai
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Koop, Gary
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Wang, Tan
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Fisher, Adlai
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University of British Columbia / Finance Division
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462
Ekonomiska forskningsinstitutet <Stockholm>
56
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
49
European University Institute / Department of Economics
35
Centre for Analytical Finance <Århus>
17
Rodney L. White Center for Financial Research
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Erasmus Research Institute of Management
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Springer Fachmedien Wiesbaden
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Svenska Handelshögskolan <Helsinki>
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ECONIS (ZBW)
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1
A Bayesian analysis of a variance decomposition for stock returns
Hollifield, Burton
(
contributor
);
Koop, Gary
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001756563
Saved in:
2
A Bayesian analysis of dual trader informativeness in futures markets
Chakravarty, Sugato
(
contributor
);
Li, Kai
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001756567
Saved in:
3
Corporate investment and asset price dynamics : implications for the cross section of returns
Carlson, Murray
(
contributor
);
Fisher, Adlai
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001756616
Saved in:
4
An equilibrium model of rare event premia
Liu, Jun
(
contributor
);
Pan, Jun
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001714111
Saved in:
5
A simple theory of asset pricing under model uncertainty
Kogan, Leonid
(
contributor
);
Wang, Tan
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001714112
Saved in:
6
A Bayesian analysis of dual trader informativeness in futures markets
Chakravarty, Sugato
(
contributor
);
Li, Kai
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001598534
Saved in:
7
A Bayesian analysis of a variance decomposition for stock returns
Hollifield, Burton
(
contributor
);
Koop, Gary
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001541964
Saved in:
8
Markov-switching and stochastic volatility diffusion models of short-term interest rates
Smith, Daniel R.
-
2000
Persistent link: https://www.econbiz.de/10001487318
Saved in:
9
Takeover threats, pricing strategies and the dynamics of information flows
Chemla, Gilles
-
1998
Persistent link: https://www.econbiz.de/10001421765
Saved in:
10
Hold-up, industrial relations and takeover threats
Chemla, Gilles
-
1998
Persistent link: https://www.econbiz.de/10001421808
Saved in:
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