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Department of Business Studies, Aarhus School of Business, University of Aarhus Finance Working Papers, Department of Business Studies, Aarhus School of Business, University of Aarhus

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The statistics for 2010-06, 2012-04 (half month), 2012-05 and 2012-06 have unfortunately been lost. We regret this.

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Papers at S-WoBA

Number of papers at S-WoBA

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Top 10 Papers by Abstract Accesses Last Month (2017-07)

PaperAccesses
Testing for Multiple Types of Marginal Investor in Ex-day Pricing
Jan Bartholdy and Kate Briown
12
A New Daily Dividend-adjusted Index for the Danish Stock Market, 1985-2002: Construction, Statistical Properties, and Return Predictability
Klaus Belter, Tom Engsted and Carsten Tanggaard
10
Variable Bandwidth Kernel Hazard Estimators
Jens Perch Nielsen
10
Further Evidence on Hedge Funds Performance.
Claus Bang Christiansen, Peter Brink Madsen and Michael Christensen
10
Denmark - A chapter on the Danish Bond Market
Charlotte Christiansen, Tom Engsted, Svend Jakobsen and Carsten Tanggaard
9
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities.
Anders Grosen, Bjarke Jensen and Peter Løchte Jørgensen
8
Co-integration and exponential-affine models of the term structure
Jes Taulbjerg
8
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model.
Charlotte Christiansen and Charlotte Strunk Hansen
7
Credit Spreads and the Term Structure of Interest Rates.
Charlotte Christiansen
7
Improving the Least-Squares Monte-Carlo Approach
Nicki Søndergaard Rasmussen
7
Kernel Density Estimation of Actuarial Loss Functions.
Catalina Bolance, Montserrat Guillen and Jens Perch Nielsen
7

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Top 10 Papers by File Downloads Last Month (2017-07)

PaperDownloads
Improving the Least-Squares Monte-Carlo Approach
Nicki Søndergaard Rasmussen
2

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Top 10 Papers by Abstract Accesses Last 3 Months (2017-05 - 2017-07)

PaperDownloads
Testing for Multiple Types of Marginal Investor in Ex-day Pricing
Jan Bartholdy and Kate Briown
34
Variable Bandwidth Kernel Hazard Estimators
Jens Perch Nielsen
32
Further Evidence on Hedge Funds Performance.
Claus Bang Christiansen, Peter Brink Madsen and Michael Christensen
22
Denmark - A chapter on the Danish Bond Market
Charlotte Christiansen, Tom Engsted, Svend Jakobsen and Carsten Tanggaard
21
Estimating Multiplicative and Additive Hazard Functions by Kernel Methods.
Oliver B. Linton, Jens Perch Nielsen and Sara Van de Geer
20
Life Insurance Liabilities at Market Value.
Anders Grosen and Peter Løchte Jørgensen
20
An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002
Charlotte Christiansen, Tom Engsted, Svend Jakobsen and Carsten Tanggaard
20
A New Daily Dividend-adjusted Index for the Danish Stock Market, 1985-2002: Construction, Statistical Properties, and Return Predictability
Klaus Belter, Tom Engsted and Carsten Tanggaard
20
Improving the Least-Squares Monte-Carlo Approach
Nicki Søndergaard Rasmussen
19
The Pros and Cons of Butterfly Barbells
Michael Christensen
19
Real Supply Shocks and the Money Growth-Inflation Relationship.
Michael Christensen
19

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Top 10 Papers by File Downloads Last 3 Months (2017-05 - 2017-07)

PaperDownloads
Improving the Least-Squares Monte-Carlo Approach
Nicki Søndergaard Rasmussen
3
Global Polynomial Kernel Hazard Estimation.
Jens Perch Nielsen and Carsten Tanggaard
1
On the Suboptimality of Single-Factor Exercise Strategies for Bermudan Swaptions
Mikkel Svenstrup
1
The Pros and Cons of Butterfly Barbells
Michael Christensen
1
Super-Efficient Prediction Based on High-Quality Marker Information
Jens Perch Nielsen
1
A New Daily Dividend-adjusted Index for the Danish Stock Market, 1985-2002: Construction, Statistical Properties, and Return Predictability
Klaus Belter, Tom Engsted and Carsten Tanggaard
1
Efficient Control Variates and Strategies for Bermudan Swaptions in a Libor Market Model
Malene Shin Jensen and Mikkel Svenstrup
1
Multivariate Term Structure Models with Level and Heteroskedasticity Effects
Charlotte Christiansen
1
Valuation of Path-Dependent Interest Rate Derivatives in a Finite Difference Setup
Mikkel Svenstrup
1
The comovement of US and UK stock markets.
Tom Engsted and Carsten Tanggaard
1
Was the Honeymoon Effect Effective? An Analysis of the EMS Target Zone.
Allan Bødskov Andersen
1
Kernel Density Estimation of Actuarial Loss Functions.
Catalina Bolance, Montserrat Guillen and Jens Perch Nielsen
1
Volatility-Spillover E ffects in European Bond Markets
Charlotte Christiansen
1

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