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person:"Rombouts, Jeroen V. K."
~isPartOf:"CORE discussion papers : DP"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"McAleer, Michael"
~person:"Zakoïan, Jean-Michel"
~subject:"Option pricing theory"
~subject:"United States"
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Rombouts, Jeroen V. K.
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Multivariate option pricing with time varying volatility and correlations
Rombouts, Jeroen V. K.
;
Stent, Lars
-
2010
Persistent link: https://www.econbiz.de/10008648918
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Mixed exponential power asymmetric conditional heteroskedasticity
Bouaddi, Mohammed
(
contributor
); …
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2007
Persistent link: https://www.econbiz.de/10003628635
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