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CAPM
Theorie
69
Theory
69
Option pricing theory
24
Optionspreistheorie
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Volatility
18
Volatilität
18
Stochastic process
17
Stochastischer Prozess
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ARCH model
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Christensen, Bent Jesper
2
Raahauge, Peter
2
Barndorff-Nielsen, Ole E.
1
Bartholdy, Jan
1
Mikkelsen, Peter
1
Peare, Paula
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Centre for Analytical Finance <Århus>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
7
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On finite dimensional HJM representations
Mikkelsen, Peter
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
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2
Management and employee compensation policy, and matched data on private firms : a no arbitrage asset pricing approach to on-the-job search and the wage distribution
Christensen, Bent Jesper
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contributor
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622243
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3
Empirical rationality in the stock market
Raahauge, Peter
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contributor
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2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
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4
Latent utility shocks in a structural empirical asset pricing model
Christensen, Bent Jesper
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contributor
); …
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507048
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5
Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.
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contributor
); …
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2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838599
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6
Estimating the consumption-capital asset pricing model without consumption data : evidence from Denmark
Reng Rasmussen, Anne-Sofie
(
contributor
)
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2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106426
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7
Estimation of expected return : CAPM vs Fama and French
Bartholdy, Jan
(
contributor
);
Peare, Paula
(
contributor
)
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2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069191
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