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isPartOf:"The American economic review"
subject:"Agency theory"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The review of financial studies"
~person:"Yu, Cindy L."
~subject:"Volatilität"
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The American economic review
Mathematical finance : an international journal of mathematics, statistics and financial theory
The review of financial studies
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MCMC estimation of Lévy jump models using stock and option prices
Yu, Cindy L.
;
Li, Haitao
;
Wells, Martin T.
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 383-422
Persistent link: https://www.econbiz.de/10009155205
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A Bayesian analysis of return dynamics with Lévy jumps
Li, Haitao
;
Wells, Martin T.
;
Yu, Cindy L.
- In:
The review of financial studies
21
(
2008
)
5
,
pp. 2345-2378
Persistent link: https://www.econbiz.de/10003765224
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