Finance Research Group Working Papers, Department of Business Studies, Aarhus School of Business, University of Aarhus
2004 2005 2006 2007 2008 2009 2015 No. F-2009-05: A Consistent Pricing Model for Index Options and Volatility Derivatives
No. F-2009-04: Investment Timing, Liquidity, and Agency Costs of Debt
No. F-2009-03: Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach
No. F-2009-02: The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks
No. F-2009-01: Sato Processes in Default Modeling
2004 2005 2006 2007 2008 2009 2015 Download statistics for the working paper series and EBSLG
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