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~type_genre:"Working Paper"
~institution:"Centre for Analytical Finance <Århus>"
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Theorie
20
Theory
20
Volatility
16
Volatilität
16
Yield curve
13
Zinsstruktur
13
Option pricing theory
7
Optionspreistheorie
7
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5
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5
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4
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4
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4
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Working Paper
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35
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35
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35
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English
35
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Christiansen, Charlotte
8
Hansen, Peter Reinhard
3
Lunde, Asger
3
Mikkelsen, Peter
3
Taulbjerg, Jes
3
Barndorff-Nielsen, Ole E.
2
Di Miscia, Orazio
2
Myhre Lildholt, Peter
2
Shephard, Neil G.
2
Shin Jensen, Malene
2
Strunk Hansen, Charlotte
2
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Christensen, Bent Jesper
1
Daniels, Kenneth N.
1
Engsted, Tom
1
Frino, Alex
1
Grosen, Anders
1
Løchte Jørgensen, Peter
1
Mollica, Vito
1
Nicolato, Elisa
1
Nielsen, Helena Skyt
1
Prabhala, Nagpurnanand R.
1
Schmid, Wolfgang
1
Shepard, Neil
1
Sponholtz, Carina
1
Stentoft, Lars
1
Svenstrup, Mikkel
1
Sørensen, Helle
1
Tanggaard, Carsten
1
Tzotchev, Dobromir
1
Venardos, Emmanouil
1
Walter, Terry S.
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
833
Forschungsinstitut zur Zukunft der Arbeit
183
William Davidson Institute <Ann Arbor, Mich.>
128
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
101
International Monetary Fund
100
Robert Schuman Centre for Advanced Studies
99
Institut für Weltwirtschaft
97
Internationaler Währungsfonds / Research Department
94
Center for Economic Research <Tilburg>
71
European University Institute / Department of Economics
70
World Institute for Development Economics Research
59
Federal Reserve Bank of St. Louis
56
Centre for International Economic Studies
55
European University Institute / Department of Law
55
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55
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
53
OECD
52
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52
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51
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48
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48
Massachusetts Institute of Technology / Department of Economics
45
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41
Elinkeinoelämän Tutkimuslaitos
38
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38
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37
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37
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37
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34
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34
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33
Leibniz-Institut für Wirtschaftsforschung Halle
33
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33
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33
Chambre de commerce et d'industrie de Paris
32
Philippine Institute for Development Studies <Makati>
32
Brown University / Department of Economics
31
Federal Reserve Bank of San Francisco
31
Centre for Economic Performance
30
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
35
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ECONIS (ZBW)
35
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1
The information content of earnings announcements in Denmark
Sponholtz, Carina
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069215
Saved in:
2
Option pricing in stochastic volatility models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
Saved in:
3
Volatility-spillover effects in European bond markets
Christiansen, Charlotte
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838842
Saved in:
4
Efficient control variates and strategies for Bermudean swaptions in a Libor
market
model
Shin Jensen, Malene
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
Saved in:
5
A chapter on the Danish bond
market
Christiansen, Charlotte
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732984
Saved in:
6
The comovement of US and UK stock markets
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660129
Saved in:
7
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
Saved in:
8
Cross-currency LIBOR
market
models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563858
Saved in:
9
Underperformance after SEOs : a bond
market
perspcetive
Strunk Hansen, Charlotte
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622248
Saved in:
10
Long maturity forward rates
Christiansen, Charlotte
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622254
Saved in:
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