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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Capital income"
~subject:"Estimation"
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Capital income
Estimation
Theorie
70
Theory
70
Option pricing theory
15
Optionspreistheorie
15
Yield curve
11
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11
Stochastic process
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9
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Tanggaard, Carsten
2
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1
Busch, Thomas
1
Christiansen, Charlotte
1
Jensen, Morten Berg
1
Lunde, Asger
1
Myhre Lildholdt, Peter
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Myhre Lildholt, Peter
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1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
920
Ekonomiska forskningsinstitutet <Stockholm>
46
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
39
Forschungsinstitut zur Zukunft der Arbeit
33
Springer Fachmedien Wiesbaden
29
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23
Institut für Weltwirtschaft
21
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Federal Reserve System / Division of Research and Statistics
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Rodney L. White Center for Financial Research
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
10
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10
Institut für Höhere Studien
10
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10
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10
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10
Center for Economic Research <Tilburg>
9
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9
European University Institute / Department of Economics
9
Federal Reserve Bank of San Francisco
9
Shaker Verlag
9
The Wharton Financial Institutions Center
9
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9
Österreichisches Institut für Wirtschaftsforschung
9
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Christian-Albrechts-Universität zu Kiel
8
Eric Cuvillier <Firma>
8
Federal Reserve Bank of St. Louis
8
Institutionen för Nationalekonomi, Umeå Universitet
8
Centre for Quantitative Economics & Computing
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
9
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ECONIS (ZBW)
9
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1
Optimal residual based tests for fractional cointegration and exchange rate dynamics
Nielsen, Morten Ørregaard
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702310
Saved in:
2
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
Saved in:
3
Global polynomial kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543234
Saved in:
4
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
Saved in:
5
Return-based and range-based (co)viariance estimation : with an application to foreign exchange markets
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
Saved in:
6
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
7
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
8
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
9
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
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