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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Economic modelling"
~person:"Hadri, Kaddour"
~subject:"ARCH model"
~subject:"Mathematical analysis"
~subject:"Stochastischer Prozess"
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Hadri, Kaddour
Kumar, Dilip
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Bu, Ruijun
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Economic modelling
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
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Reducible diffusions with time-varying transformations with application to short-term interest rates
Bu, Ruijun
;
Cheng, Jie
;
Hadri, Kaddour
- In:
Economic modelling
52
(
2016
),
pp. 266-277
Persistent link: https://www.econbiz.de/10011645653
Saved in:
2
Modeling multivariate interest rates using time-varying copulas and reducible nonlinear stochastic differential equations
Bu, Ruijun
;
Giet, Ludovic
;
Hadri, Kaddour
;
Lubrano, Michel
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
1
,
pp. 198-236
Persistent link: https://www.econbiz.de/10009125140
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