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type_genre:"Non-commercial literature"
institution:"Københavns Universitet / Økonomisk Institut"
~institution:"Centre for Analytical Finance <Århus>"
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66
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ECONIS (ZBW)
118
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1
Expected utiliy theory with "small worlds"
Gyntelberg, Jacob
(
contributor
);
Hansen, Frank
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002378766
Saved in:
2
Simply utility functions with giffen demand
Sørensen, Peter Norman
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002378893
Saved in:
3
Nogle bemærkninger om begrebet Naturlig Frihed
Estrup, Hector
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001732949
Saved in:
4
On the micro-foundations of money : the Capitol Hill baby-sitting co-op
Hens, Thorsten
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10001778060
Saved in:
5
Voting in assemblies of shareholders and incomplete markets
Tvede, Mich
(
contributor
);
Crès, Hervé
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002064423
Saved in:
6
Estimation of expected return : CAPM vs Fama and French
Bartholdy, Jan
(
contributor
);
Peare, Paula
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069191
Saved in:
7
Exotic options : proofs without formulas
Poulsen, R.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922259
Saved in:
8
Speculative bubbles in stock prices? : Tests based on the price-dividend ratio
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001998442
Saved in:
9
From domestic manufacture to industrial revolution : long-run growth and agricultural development
Weisdorf, Jacob L.
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10001976581
Saved in:
10
A continuous-time measurement of the buy-sell pressure in a limit order book market
Hall, Anthony D.
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10001984297
Saved in:
11
An extension of the core solution concept
Rodríguez Gómez, Juan Camilo
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10001852638
Saved in:
12
QALYs, person trade-offs, and the Pareto principle
Østerdal, Lars Peter
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002130714
Saved in:
13
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
14
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
15
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
16
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
17
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
Saved in:
18
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
19
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
Saved in:
20
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
21
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
22
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
23
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
24
(Un)anticipated technological change in an endogenous growth model
Conway, Bruce A.
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002017593
Saved in:
25
Iterated weak dominance and subgame dominance
Østerdal, Lars Peter
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001749547
Saved in:
26
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
Saved in:
27
Some remarks on the concepts of preferences and freedom of choice
Estrup, Hector
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001732944
Saved in:
28
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
Saved in:
29
Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of volatility models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
Saved in:
30
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
Saved in:
31
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
Saved in:
32
Short tales, price pressure, and the stock price response to convertible bond calls
Bechmann, Ken L.
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851134
Saved in:
33
Monotonicity of social optima with respect to participation constraints
Hougaard, Jens Leth
(
contributor
);
Keiding, Hans
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001721408
Saved in:
34
Evolutionary stability of portfolio rules in incomplete markets
Hens, Thorsten
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726838
Saved in:
35
Volatility-induced growth in financial markets
Evstigneev, Igor V.
(
contributor
); …
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2003
Persistent link: https://www.econbiz.de/10001805137
Saved in:
36
The Dutta-Ray solution on the class of convex games : a generalization and monotonicity properties
Hougaard, Jens Leth
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10001761394
Saved in:
37
Does democracy engender equality?
Roemer, John E.
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001764911
Saved in:
38
Monotone risk aversion
Nielsen, Lars Tyge
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001764921
Saved in:
39
When inefficiency begets efficiency
Gersbach, Hans
(
contributor
);
Haller, Hans
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001764924
Saved in:
40
The evolution of conventions under incomplete information
Jensen, Mogens
(
contributor
);
Sloth, Birgitte
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10001764927
Saved in:
41
On the definition of differentiated products in the real world
Allen, Beth Elaine
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001765099
Saved in:
42
Market clearing and derivate pricing
Anderson, Robert M.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10001765106
Saved in:
43
Pareto improving price regulation when the asset market is incomplete
Herings, Peter Jean-Jacques
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10001765126
Saved in:
44
Core-equivalence for the Nash bargaining solution
Trockel, Walter
(
contributor
)
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2003
Persistent link: https://www.econbiz.de/10001765142
Saved in:
45
The organization of production, consumption and learning
Ellickson, Bryan
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001765166
Saved in:
46
On behavioural heterogeneity
Hildenbrand, Werner
(
contributor
);
Kneip, Alois
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001765216
Saved in:
47
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
Saved in:
48
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
49
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
Saved in:
50
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
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