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~institution:"Centre for Analytical Finance <Århus>"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Working Paper"
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Theorie
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Barndorff-Nielsen, Ole E.
6
Løchte Jørgensen, Peter
4
Tanggaard, Carsten
4
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3
Di Miscia, Orazio
3
Lunde, Asger
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2
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2
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2
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2
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2
Nielsen, Morten Ørregaard
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Shepard, Neil
2
Sørensen, Helle
2
Ørregaard Nielsen, Morten
2
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1
Bechmann, Ken L.
1
Brunetti, Celso
1
Busch, Thomas
1
Daniels, Kenneth N.
1
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1
Grosen, Anders
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Hansen, Niels Richard
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Hurd, T.R.
1
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1
Kessler, Mathieu
1
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1
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1
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1
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Center for Economic Research <Tilburg>
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283
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282
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209
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61
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60
Escola de Pós-Graduação em Economia <Rio de Janeiro>
57
Københavns Universitet / Økonomisk Institut
54
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
68
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ECONIS (ZBW)
68
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1
American-style indexed executive stock options
Løchte Jørgensen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607793
Saved in:
2
American-style indexed executive stock options
Løchte Jørgensen, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724273
Saved in:
3
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
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4
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
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5
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
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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
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
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8
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
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9
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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10
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
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