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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
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Time series analysis
United States
Estimation
135
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135
USA
74
Capital income
31
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31
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30
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Journal of financial and quantitative analysis : JFQA
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71
Tests of conditional asset pricing with time-varying moments and risk prices
Turtle, Harry J.
- In:
Journal of financial and quantitative analysis : JFQA
29
(
1994
)
1
,
pp. 15-29
Persistent link: https://www.econbiz.de/10001166028
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72
Econometrics of financial models and market microstructure effects
Smith, Tom
- In:
Journal of financial and quantitative analysis : JFQA
29
(
1994
)
4
,
pp. 519-540
Persistent link: https://www.econbiz.de/10001175119
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73
Testing the Heath-Jarrow-Morton - Ho-Lee model of interest rate contingent claims pricing
Flesaker, Bjorn
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
4
,
pp. 483-495
Persistent link: https://www.econbiz.de/10001160498
Saved in:
74
A Bayesian approach to modeling stock return volatility for option valuation
Karolyi, G. Andrew
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
4
,
pp. 579-594
Persistent link: https://www.econbiz.de/10001160594
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