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subject:"Capital income"
~isPartOf:"Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business"
~person:"Buch, Claudia M."
~person:"Engle, Robert F."
~subject:"Estimation"
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Capital income
Estimation
Option pricing theory
4
Optionspreistheorie
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1982-1996
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1992-1996
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Buch, Claudia M.
Engle, Robert F.
Rosenberg, Joshua V.
6
Hasan, Iftekhar
5
Elton, Edwin J.
2
Lozano Vivas, Ana
2
White, Lawrence J.
2
Agrawal, Deepak
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Amihud, Yakov
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Anandarajan, Asokan
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Balduzzi, Pierluigi
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1
Brown, Stephen J.
1
Cappiello, Lorenzo
1
Cremers, K. J. Martijn
1
DeYoung, Robert
1
Diebold, Francis X.
1
Doukas, John A.
1
Eom, Young Ho
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Fich, Eliezer M.
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Figlewski, Stephen
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Frame, W. Scott
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Francis, Bill B.
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Goetzmann, William N.
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Mei, Jianping
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Mendelson, Haim
1
Pantzalis, Christos
1
Shleifer, Andrei
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
Kiel working paper
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Kieler Arbeitspapiere
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Working paper / National Bureau of Economic Research, Inc.
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Discussion paper / Department of Economics, University of California San Diego
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Journal of money, credit and banking : JMCB
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
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1
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001448004
Saved in:
2
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1999
Persistent link: https://www.econbiz.de/10001448019
Saved in:
3
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1998
Persistent link: https://www.econbiz.de/10000982921
Saved in:
4
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000982923
Saved in:
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