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~person:"Ammann, Manuel"
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Ammann, Manuel
Koopman, Siem Jan
49
Dijk, Herman K. van
45
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42
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38
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ECONIS (ZBW)
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1
The effect of market regimes on style allocation
Ammann, Manuel
(
contributor
);
Verhofen, Michael
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003376067
Saved in:
2
Testing conditional asset pricing models using a Markov Chain Monte Carlo approach
Ammann, Manuel
(
contributor
);
Verhofen, Michael
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003376068
Saved in:
3
Testing conditional asset pricing models using a Markov Chain Monte Carlo approach
Ammann, Manuel
;
Verhofen, Michael
- In:
European financial management : the journal of the …
14
(
2008
)
3
,
pp. 391-418
Persistent link: https://www.econbiz.de/10003724975
Saved in:
4
Simulation-based pricing of convertible bonds
Ammann, Manuel
;
Kind, Axel
;
Wilde, Christian
- In:
Journal of empirical finance
15
(
2008
)
2
,
pp. 310-331
Persistent link: https://www.econbiz.de/10003699167
Saved in:
5
The effect of market regimes on style allocation
Ammann, Manuel
;
Verhofen, Michael
- In:
Financial markets and portfolio management
20
(
2006
)
3
,
pp. 309-337
Persistent link: https://www.econbiz.de/10003392311
Saved in:
6
Var for nonlinear financial instruments : linear approximation or full Monte Carlo?
Ammann, Manuel
;
Reich, Christian
- In:
Financial markets and portfolio management
15
(
2001
)
3
,
pp. 363-378
Persistent link: https://www.econbiz.de/10001715584
Saved in:
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