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subject:"Innovation"
type_genre:"Sammlung"
~isPartOf:"Discussion paper / B"
~subject:"CAPM"
~subject:"Time series analysis"
~type_genre:"Non-commercial literature"
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Innovation
CAPM
Time series analysis
Theorie
166
Theory
166
Game theory
48
Spieltheorie
48
Experiment
22
Option pricing theory
20
Optionspreistheorie
20
Estimation theory
19
Schätztheorie
19
Yield curve
15
Zinsstruktur
15
Equilibrium theory
12
Gleichgewichtstheorie
12
Stochastic process
12
Stochastischer Prozess
12
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11
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11
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11
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11
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10
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10
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10
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7
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6
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6
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6
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6
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5
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5
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5
United States
5
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23
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Sammlung
Non-commercial literature
Arbeitspapier
23
Graue Literatur
23
Working Paper
23
Forschungsbericht
19
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English
20
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3
Author
All
Sandmann, Klaus
9
Reimer, Matthias
3
Sommer, Daniel
3
Sondermann, Dieter
3
Cron, Axel
2
Kramkov, D. O.
2
Lux, Thomas
2
Schlögl, Erik
2
Aase Nielsen, Jørgen
1
Borries, Daniel von
1
Christopeit, Norbert
1
Klein, Martin
1
Marchesi, Michele
1
Miltersen, Kristian R.
1
Musiela, Marek
1
Platen, Eckhard
1
Rady, Sven
1
Schmidt, Roland
1
Schweizer, Martin
1
Vishnyakov, A. N.
1
Višnjakov, A. N.
1
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1
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Discussion paper / B
Working paper / National Bureau of Economic Research, Inc.
238
Discussion paper / Tinbergen Institute
204
Discussion paper / Centre for Economic Policy Research
171
CESifo working papers
133
Working paper
124
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
97
Discussion paper
84
CREATES research paper
82
Working paper / Department of Econometrics and Business Statistics, Monash University
78
Research paper series / Swiss Finance Institute
75
Discussion papers / CEPR
67
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
61
Série des documents de travail / Centre de Recherche en Économie et Statistique
59
Cowles Foundation discussion paper
58
Discussion paper / Center for Economic Research, Tilburg University
57
EUI working paper / ECO
47
SFB 649 discussion paper
47
Working paper series
46
Discussion papers of interdisciplinary research project 373
45
Finance and economics discussion series
45
Swiss Finance Institute Research Paper
45
Working papers
43
CAMA working paper series
38
LEM working paper series
37
Documentos de trabajo / Banco de España, Servicio de Estudios
36
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
35
Cambridge working papers in economics
33
Volkswirtschaftliche Diskussionsreihe
33
Working paper series / European Central Bank
32
CORE discussion paper : DP
31
Discussion papers in economics
31
Staff reports / Federal Reserve Bank of New York
28
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
28
Economics working paper
26
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
25
Discussion paper series / IZA
24
IHS economics series : working paper
24
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
23
Report / Econometric Institute, Erasmus University Rotterdam
23
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ECONIS (ZBW)
23
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1
Multi-fractal processes as models for financial returns : a first assessment
Lux, Thomas
-
1999
Persistent link: https://www.econbiz.de/10001421283
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2
Scaling and criticality in a stochastic multi-agent model of a financial market
Lux, Thomas
;
Marchesi, Michele
-
1998
Persistent link: https://www.econbiz.de/10001372561
Saved in:
3
Log-normal interest rate models : stability and methodology
Sandmann, Klaus
;
Sondermann, Dieter
-
1997
Persistent link: https://www.econbiz.de/10000954624
Saved in:
4
Puzzling integratedness of interest rates : a case for nonparametric threshold cointegration?
Cron, Axel
;
Weidmann, Jens
-
1996
Persistent link: https://www.econbiz.de/10000939777
Saved in:
5
Continuous-time limits in the generalized Ho-Lee framework under the forward measure
Sommer, Daniel
-
1996
-
Rev. version
Persistent link: https://www.econbiz.de/10000946114
Saved in:
6
Uniform consistency of modified kernel estimators in nonparametric multivariate VARCH-models
Cron, Axel
-
1995
Persistent link: https://www.econbiz.de/10000916732
Saved in:
7
Equity-linked life insurance : a model with stochastic interest rates
Aase Nielsen, Jørgen
-
1994
Persistent link: https://www.econbiz.de/10000897651
Saved in:
8
On short rate processes and their implications for term structure movements
Schlögl, Erik
-
1994
Persistent link: https://www.econbiz.de/10000903338
Saved in:
9
Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets
Kramkov, D. O.
-
1994
Persistent link: https://www.econbiz.de/10000903341
Saved in:
10
On smile and skewness
Platen, Eckhard
-
1994
Persistent link: https://www.econbiz.de/10000903723
Saved in:
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