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Theorie
70
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16
Optionspreistheorie
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Barndorff-Nielsen, Ole E.
8
Løchte Jørgensen, Peter
4
Sørensen, Michael
4
Tanggaard, Carsten
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Christensen, Bent Jesper
3
Di Miscia, Orazio
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Lunde, Asger
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Mikkelsen, Peter
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Shepard, Neil
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Shephard, Neil G.
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Strunk Hansen, Charlotte
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Søndergaard Rasmussen, Nicki
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Taulbjerg, Jes
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2
Christiansen, Charlotte
2
Engsted, Tom
2
Hansen, Peter Reinhard
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Raahauge, Peter
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Ørregaard Nielsen, Morten
2
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1
Bechmann, Ken L.
1
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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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1
Jensen, Morten Berg
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Koulikov, Dmitri
1
Kristensen, Dennis
1
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1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,494
Edward Elgar Publishing
377
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371
Ekonomiska forskningsinstitutet <Stockholm>
297
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
297
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291
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76
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73
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73
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73
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72
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
72
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ECONIS (ZBW)
72
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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
Saved in:
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
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
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6
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Saved in:
7
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:
8
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
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2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
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9
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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10
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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