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subject:"Time series analysis"
subject:"United States"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"The Wharton Financial Institutions Center"
~source:"econis"
~type_genre:"Working Paper"
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Time series analysis
United States
Estimation
19
Schätzung
19
Theorie
11
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11
USA
9
CAPM
3
Volatility
3
Volatilität
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2
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1871-2000
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1995
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Cummins, John David
2
Phillips, Richard D.
2
Allen, Franklin
1
Anderson, Torben G.
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Engsted, Tom
1
Grace, Martin Francis
1
Gross, David B.
1
Guntay, Levent
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1
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1
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1
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Centre for Analytical Finance <Århus>
The Wharton Financial Institutions Center
Forschungsinstitut zur Zukunft der Arbeit
65
National Bureau of Economic Research
46
Federal Reserve Bank of St. Louis
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Federal Reserve Bank of San Francisco
15
Federal Reserve Bank of Cleveland
13
Johns Hopkins University / Department of Economics
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Ekonomiska forskningsinstitutet <Stockholm>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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USA / Bureau of Labor Statistics
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University of Chicago / Center for Research in Security Prices
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University of Glasgow / Department of Economics
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Federal Reserve Bank of Richmond
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Boston College / Department of Economics
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Center for the Study of Industrial Organisation
6
Institute of Finance and Accounting <London>
6
Rodney L. White Center for Financial Research
6
Rutgers University / Department of Economics
6
University of Hong Kong / School of Economics and Finance
6
Georgetown University / Economics Department
5
John F. Kennedy School of Government
5
Massachusetts Institute of Technology / Department of Economics
5
Queen Mary College / Department of Economics
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4
Bonn Graduate School of Economics
4
Center for Economic Research <Tilburg>
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Working papers / Financial Institutions Center
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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1
Latent utility shocks in a structural empirical asset pricing model
Christensen, Bent Jesper
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507048
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2
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
3
Venture capital and corporate governance
Allen, Franklin
(
contributor
);
Song, Wei-ling
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001754497
Saved in:
4
Estimating the cost of equity capital for property-liability insurers
Cummins, John David
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899747
Saved in:
5
Estimating the cost of equity capital for property-liability insurers
Cummins, John David
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001785528
Saved in:
6
The demand for homeowners insurance with bundled catastrophe coverage
Grace, Martin Francis
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657096
Saved in:
7
A new test for speculative bubbles based on return variance decompositions
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660132
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8
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
9
Modeling and forecasting realized volatility
Anderson, Torben G.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
Saved in:
10
Consumer response to changes in credit supply : evidence from credit card data
Gross, David B.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001575984
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