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~person:"Hördahl, Peter"
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1992-1993
2
Index futures
2
Index-Futures
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Schweden
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Sweden
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Börsenkurs
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Dynamische Wirtschaftstheorie
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Economic dynamics
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Option pricing theory
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Hördahl, Peter
Buiter, Willem H.
4
Corsetti, Giancarlo
4
Ommeren, Jos van
4
Pesenti, Paolo A.
4
Bojko, Maksim V.
3
Bollerslev, Tim
3
Glewwe, Paul
3
Jeanne, Olivier
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Kimmel, Jean
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Makepeace, Gerald H.
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Nijkamp, Peter
3
Nozdranʹ, Natalʹja G.
3
Pal, Sarmistha
3
Rietveld, Piet
3
Shleifer, Andrei
3
Svensson, Lars E. O.
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Adams, Philip D.
2
Aleksašenko, Sergej Vladimirovič
2
Andersen, Torben
2
Berezin, Igorʹ S.
2
Bini Smaghi, Lorenzo
2
Brück, Christiane
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Carter, Nancy M.
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Chang, Yuanchen
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Connelly, Rachel
2
Ding, Hua
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Dixon, Peter B.
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Edwards, Geoff W.
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Eichengreen, Barry
2
Fafchamps, Marcel
2
Fazio, Antonio G.
2
Gartner, William B.
2
Gragnolati, Michele
2
Gray, Cheryl Williamson
2
Gros, Daniel
2
Guiso, Luigi
2
Hadri, Kaddour
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Hansen, Peter Reinhard
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Hersch, Joni
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Herz, Bernhard
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Working paper series / Department of Economics, School of Economics and Management, University of Lund
2
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ECONIS (ZBW)
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1
Trading and non-trading time return dynamics : an analysis of Swedih OMX stock index and forward returns using a GARCH framework
Hördahl, Peter
;
Nordén, Lars
-
1996
Persistent link: https://www.econbiz.de/10000932356
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2
Empirical evidence of biases in the black-scholes option pricing formula : a transactions data analysis of Swedish OMX-index call and put options
Hansson, Björn A.
;
Hördahl, Peter
;
Nordén, Lars
-
1995
Persistent link: https://www.econbiz.de/10000921597
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