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person:"Craig, Ben R."
subject:"Exchange rate"
~person:"Lütkepohl, Helmut"
~subject:"Estimation theory"
~subject:"Monte Carlo simulation"
~subject:"Risk-neutral densities from option prices"
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Exchange rate
Estimation theory
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Risk-neutral densities from option prices
Schätztheorie
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Craig, Ben R.
Lütkepohl, Helmut
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Linton, Oliver
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Andrews, Donald W. K.
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Chernozhukov, Victor
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Baltagi, Badi H.
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Gouriéroux, Christian
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Li, Qi
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Simar, Léopold
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Su, Liangjun
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Johansen, Søren
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Cai, Zongwu
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ECONIS (ZBW)
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91
The joint asymptotic distribution of multistep prediction errors of estimated vector autoregressions
Lütkepohl, Helmut
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1984
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