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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Estimation"
~subject:"Exchange rate"
~subject:"Heteroskedastizität"
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Estimation
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Brunetti, Celso
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
19
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16
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Federal Reserve Bank of St. Louis
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Chambre de commerce et d'industrie de Paris
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
2
Modeling sequences of long memory non-negative covariance stationary random variables
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793903
Saved in:
3
Time series modelling of daily log-price ranges for SF/USD and USD/GBP
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719176
Saved in:
4
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
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