Eric Bentzen

    • Denmark

    1984 …2019
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    Research Output 1984 2019

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    Working paper
    2007

    Modeller for ankomstprocesser

    Bentzen, E., 2007, Frederiksberg: Department of Operations Management, Copenhagen Business School, 20 p.

    Research output: Working paperResearch

    2005

    The Greenspan Effect on Equity Markets: An Intraday Examination of U.S. Monetary Policy Announcements

    Bentzen, E., Hansen, P. R., Lunde, A. & Zebedee, A. A., Oct 2005, SSRN: Social Science Research Network, 36 p.

    Research output: Working paperResearch

    2003

    Benchmarking Danish Industries: Supply Chain Management

    Gammelgaard, B., Bentzen, E. & Aagaard Andreassen, M., 2003, København, 17 p.

    Research output: Working paperResearch

    2000

    Exchange rate volatility

    Bentzen, E., 2000, København, 13 p.

    Research output: Working paperResearch

    The intertemporal capital asset pricing model with returns that follow poisson jump-diffusion processes

    Bentzen, E. & Sellin, P., 2000, København, 26 p.

    Research output: Working paperResearch

    1998

    Hjemmebanefordel i "Faxe-Kondi ligaen"

    Bentzen, E., 1998, Frederiksberg: Handelshøjskolen i København, 10 p. (Working Papers fra Institut for Produktion og Erhvervsøkonomi; No. 1998-2).

    Research output: Working paperResearch

    1996

    En undersøgelse af volatilitet på udenlandske aktiemarkeder 1980-1994

    Bentzen, E., 1996, Frederiksberg: Handelshøjskolen i København, p. 1-38, 38 p. (Research report; No. 1996-1).

    Research output: Working paperResearch

    Identifikation af tidsserie modeller

    Bentzen, E., 1996, Frederiksberg: Handelshøjskolen i København, 26 p. (Research report; No. 1996-2).

    Research output: Working paperResearch

    Simulerede interventionsmodeller

    Bentzen, E., 1996, Frederiksberg: Handelshøjskolen i København, 17 p. (Research report; No. 1996-3).

    Research output: Working paperResearch

    1995

    A Stochastic Model for the Price of a Stock

    Bentzen, E., 1995, Frederiksberg: Handelshøjskolen i København, 35 p. (Research report; No. 1995-6).

    Research output: Working paperResearchpeer-review

    En empirisk undersøgelse af udenlandske investorer på det danske aktie- og obligationsmarked

    Bentzen, E., 1995, Frederiksberg: Handelshøjskolen i København, 30 p. (Research report; No. 1995-1).

    Research output: Working paperResearchpeer-review

    Market Efficiency: A Theoretical Investigation

    Bentzen, E., 1995, Frederiksberg: Handelshøjskolen i København, 12 p. (Research report; No. 1995-3).

    Research output: Working paperResearchpeer-review

    Modeller til beskrivelse af spring i tidsserier

    Bentzen, E., 1995, Frederiksberg: Handelshøjskolen i København, p. 1-43, 43 p. (Research report; No. 1995-5).

    Research output: Working paperResearch

    Volatilitet på råvaremarkeder

    Bentzen, E., 1995, Frederiksberg: Handelshøjskolen i København, 20 p. (Research report; No. 1995-4).

    Research output: Working paperResearch

    1985

    An Empirical Comparison of Three Techniques to Identify Arma-models

    Bentzen, E., 1985, København: Handelshøjskolen i København, 17 p. (Working Paper; No. 1985-4).

    Research output: Working paperResearch

    1984

    En teoretisk og empirisk undersøgelse af afkastet af danske aktier

    Bentzen, E., 1984, Frederiksberg: Handelshøjskolen i København, 45 p. (Working Paper; No. 84-5).

    Research output: Working paperResearchpeer-review