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subject:"Estimation"
~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~person:"Härdle, Wolfgang"
~person:"Koopman, Siem Jan"
~subject:"Risk measure"
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Estimation
Risk measure
Bid-ask spread
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Härdle, Wolfgang
Koopman, Siem Jan
Daníelsson, Jón
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Discussion paper series / LSE Financial Markets Group
SFB 649 discussion paper
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Discussion paper / Tinbergen Institute
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Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
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Modelling bid-ask spreads in competitive dealership markets
Koopman, Siem Jan
;
Lai, Hung-neng
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1999
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