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subject:"Großbritannien"
subject:"Zeitreihenanalyse"
~institution:"Centre for Analytical Finance <Århus>"
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Großbritannien
Zeitreihenanalyse
Estimation
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Busch, Thomas
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Tanggaard, Carsten
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
86
Forschungsinstitut zur Zukunft der Arbeit
48
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Ekonomiska forskningsinstitutet <Stockholm>
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Australien / Bureau of Statistics
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Chambre de commerce et d'industrie de Paris
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Christian-Albrechts-Universität zu Kiel
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Deutsches Institut für Wirtschaftsforschung
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
2
A new test for speculative bubbles based on return variance decompositions
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660132
Saved in:
3
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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